Past Performance Info

Rebecca_Tuck

Hi all,

Is there a good source for past performance data on various asset allocations? e.g. biggest 1 year loss/gain on a 50/50 portfolio over a certain timescale?

Thanks in advance!

Becca

amarshall

I'd construct a dummy portfolio in Analytics e.g. 50% FTSE All Share and 50% IBoxx UK Sterling All Maturities and then run max drawdown on that. You can choose whichever indices best reflect the the asset allocation you want to model.

Hope that helps.

muppetonastick

Hey Becca, Finametrica do a guide (called Investment Risk & Return Guide and Reports) with portfolios ranging from 100% defensive to 100% equity in 10% increments - It includes returns vs bank deposits, rises and falls, annualised returns and real end values. They are really really useful. It uses data going back 38 years and then a more recent 10 year average.

Rebecca_Tuck

@muppetonastick said:
Hey Becca, Finametrica do a guide (called Investment Risk & Return Guide and Reports) with portfolios ranging from 100% defensive to 100% equity in 10% increments - It includes returns vs bank deposits, rises and falls, annualised returns and real end values. They are really really useful. It uses data going back 38 years and then a more recent 10 year average.

Thank you, Kat! That's perfect.

@amarshall I must be one of the only Paraplanners in the land without FE. If you don't mind, I may send you a message separately on this!

richallum

anyone got a link to the Finametrica guide please? Can't seem to find it on their site.

Rebecca_Tuck

https://www.riskprofiling.com/WWW_RISKP/media/RiskProfiling/Downloads/Risk_Return_Summary.pdf

Nath

To be even more specific for some work we were carrying out we asked Parmenion (one of our outsourced providers) for their max loss/gains based on asset allocations for their passive portfolios over last 20 years which they provided, as well as year on year gains/losses going back 20 years. This allowed us to give a fairer representation for our market crash simulations based on risk levels 1 to 10 in Voyant.

Maybe worth asking your chosen solution provider (if you do outsource obvs!)

richallum

Thanks @Rebecca_Tuck

parawhat

Are the 'Best Rises' figures definitely correct in that document? For example, the highest figures are for two of the lowest risk portfolios e.g. 80/20 and 70/30 at 54.1% and 52.8%, which goes against the trend of all the other figures in the tables. I assume it's down to periods when fixed interest have done particularly well? What am I missing?

Jona

The paradox of QE?

amarshall

Of course @Rebecca_Tuck feel free to PM me if I can be of any further help