I need returns data for some sort of gold fund that goes back further than 10 years. Where should I look??
i don’t know of any fund…but maybe these people do… http://www.mrci.com/
Have index funds been around that long?
S&P 500 index funds have been around since the 70’s. You specifically need a gold fund not the spot price of gold?
http://www.vanguard.com/bogle_site/lib/sp19970401.html 10 years old, but describes the origins of index funds petty well.
There is data going back to 1833 here: http://www.kitco.com/charts/historicalgold.html
thanks for the info… the price of gold alone doesn’t seem like the right information for me since it was heavily regulated for a while AND, separately, the valuation of gold miners has swung dramatically. I was hoping to put this in my cool mean variance optimizer software. I got s&p, bond and cash returns data all the way back to 1927. I’ll do the price of gold, too, just to see what it says.
Why are you doing MVO for a 80 year period?
why not? I can isolate certain periods, too. The results don’t look that much different over the longer haul.
I just think time period selection is very important when doing MVO. For example, the MSCI EAFE and S&P 500 had a correlation of ~0.54 in the 90’s and has been 0.83 this decade. So, different periods can yield different results. But, if you are isolating certain periods, as you stated, you have it under control.