Search found 7 matches

by caymann
Fri Dec 08, 2017 10:15 pm
Forum: General questions and comments
Topic: CAGR, SD, DD
Replies: 3
Views: 1111

Re: CAGR, SD, DD

I played with GM and AM and see what you mean. I assume the definition of SD for both GM and AM remain the same so i can keep the SD the same for both cases, right? As far as DD is concerned, i was wondering if that could be built into the SD So for example S&P500 had a near 50% DD in 2008 but the S...
by caymann
Thu Dec 07, 2017 5:29 pm
Forum: General questions and comments
Topic: CAGR, SD, DD
Replies: 3
Views: 1111

CAGR, SD, DD

I want to simulate a portfolio with
CAGR = x%
Standard Deviation = y %
Maximum Drawdown = z %

How should i do it?
jim
by caymann
Fri Jul 08, 2016 9:12 am
Forum: General questions and comments
Topic: Bottom 10% value
Replies: 1
Views: 1545

Bottom 10% value

How should i read the number for "bottom 10% value" Is that a cumulative calculation? Example: Let say, i define a custom return of 0% with a std dev of 10% for the first 10yrs of retirement. I am trying to simulate a decade of sequence of returns risk. After the simulation is done, i look at the "b...
by caymann
Wed Jun 08, 2016 6:47 am
Forum: General questions and comments
Topic: Different results obtained with equivalent inputs
Replies: 4
Views: 2480

Re: Different results obtained with equivalent inputs

In the above example a 12% SD is suggested. Is there a rule of thumb i can use so that the three ( taxable, deferred, and tax free) don't interfere with each other. In my case, i am looking to do the following... Taxable portion> age 50-END at (6%/4.3%) Tax Def portion> age 50-60 at (7%/7.1%) ; age ...
by caymann
Wed Jun 08, 2016 6:31 am
Forum: Dealing with real world situations
Topic: Sequence of returns risk
Replies: 1
Views: 2070

Sequence of returns risk

How do i model "sequence of returns risk" in this calculator?
jim
by caymann
Sun Mar 20, 2016 6:20 pm
Forum: Dealing with real world situations
Topic: Sensitivity Analysis crashing
Replies: 3
Views: 2120

Re: Sensitivity Analysis crashing

I can email that file.
But i am not sure to what email address?
thank you
jim
by caymann
Sun Mar 20, 2016 4:29 pm
Forum: Dealing with real world situations
Topic: Sensitivity Analysis crashing
Replies: 3
Views: 2120

Sensitivity Analysis crashing

I am getting errors.
Please see attached image file.

I looked into the settings and am not able to find anything conflicting.
Any thoughts?

thanks
jim