I need returns data for some sort of gold fund that goes back further than 10 years. Where should I look??
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.
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.