Search found 7 matches
- Fri Dec 08, 2017 10:15 pm
- Forum: General questions and comments
- Topic: CAGR, SD, DD
- Replies: 3
- Views: 5432
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 t...
- Thu Dec 07, 2017 5:29 pm
- Forum: General questions and comments
- Topic: CAGR, SD, DD
- Replies: 3
- Views: 5432
CAGR, SD, DD
I want to simulate a portfolio with
CAGR = x%
Standard Deviation = y %
Maximum Drawdown = z %
How should i do it?
jim
CAGR = x%
Standard Deviation = y %
Maximum Drawdown = z %
How should i do it?
jim
- Fri Jul 08, 2016 9:12 am
- Forum: General questions and comments
- Topic: Bottom 10% value
- Replies: 1
- Views: 4369
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...
- Wed Jun 08, 2016 6:47 am
- Forum: General questions and comments
- Topic: Different results obtained with equivalent inputs
- Replies: 4
- Views: 7967
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 ...
- Wed Jun 08, 2016 6:31 am
- Forum: General questions and comments
- Topic: Sequence of returns risk
- Replies: 1
- Views: 7880
Sequence of returns risk
How do i model "sequence of returns risk" in this calculator?
jim
jim
- Sun Mar 20, 2016 6:20 pm
- Forum: General questions and comments
- Topic: Sensitivity Analysis crashing
- Replies: 3
- Views: 9983
Re: Sensitivity Analysis crashing
I can email that file.
But i am not sure to what email address?
thank you
jim
But i am not sure to what email address?
thank you
jim
- Sun Mar 20, 2016 4:29 pm
- Forum: General questions and comments
- Topic: Sensitivity Analysis crashing
- Replies: 3
- Views: 9983
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
Please see attached image file.
I looked into the settings and am not able to find anything conflicting.
Any thoughts?
thanks
jim