Search found 3 matches

by Packjac2000
Thu Dec 07, 2017 12:29 pm
Forum: General questions and comments
Topic: Variable annuity pension
Replies: 3
Views: 5154

Re: Variable annuity pension

Thanks. Those ideas fit with what I have been thinking, but of course they do not take the variability of the "variable annuity" into account, which is the main reason I want to include it as it is instead of as a steady income flow. Doesn't seem like it would be too hard for FRP to have more than o...
by Packjac2000
Mon Nov 20, 2017 10:01 pm
Forum: General questions and comments
Topic: Portfolio standard deviation in the detailed data window
Replies: 1
Views: 3873

Portfolio standard deviation in the detailed data window

How accurate is the sd listed in the detailed window? It would be incredibly helpful if it were based on the actual investment data (mean, sd, of each investment plus covariance between each investment.) Obviously that don't happening. So I assume there's an implicit assumption here that the three a...
by Packjac2000
Mon Nov 20, 2017 9:38 pm
Forum: General questions and comments
Topic: Variable annuity pension
Replies: 3
Views: 5154

Variable annuity pension

My father has a pension with a fixed payout and a variable annuity piece that pays roughly 70% of the return of a mutual fund. I can easily handle the fixed part in frp, but the pension option in the additional data window only allows a cola and not the annualized return and standard deviation for a...