The Pool Of Portfolio Data Is Now Better Than Ever


You’ve probably seen me mention a few times that I’m always on the lookout for good data.  Usually that means an occasional few extra years of a certain asset or perhaps a nice alternative source, and I do my best to accumulate the trickle of new information as it comes in.  Well the stars must have aligned somehow as recently I was inundated with a waterfall of data from several new sources.  It took a little while to figure out how to handle so much information, but today I’m happy to announce one of the largest updates ever to the site and fellow fans of good portfolio data are in for a real treat.

As you’ll see, the changes are quite far-reaching:


Improved bond index calculations

After the release of my bond index calculator I received some great feedback on the calculation methodology.  While the final numbers haven’t changed too much, the data is that much better thanks to the improved system.


Extended data series

Some of the old assets such as Emerging Markets were hamstrung by limited data availability, requiring me to fill in large portions with only loosely affiliated replacement assets.  To their great credit, the Simba crowd came through with a new data source that greatly extends the known good data for EM and allows us to study it in a new light.


Tons of new assets

The biggest change you’ll see is a major increase in the number of assets available in the calculators.  The count has doubled from before and now includes full large/mid/small and value/blend/growth style matrices not only for the US but also for World, World ex-US, and Europe!  The source of this data is twofold — an exciting new find of an older data library from IIA and some new personal calculations that extend my Stock Index Calculator methodology to international Fama French data.


Fully consistent asset breakpoints

This one is a little more on the technical side, but data fans will appreciate it.  I’ve standardized all of the stock index data to the breakpoints as defined by IIA, the provider for the older data who it turns out actually had a hand in creating MSCI’s value and growth index methodologies.  Advanced investors can check out the asset methodology for details, but everyone should be able to appreciate being able to trust that the data is consistent and neutral to index provider over time.


Portfolio updates

All of the portfolios have been updated with the new data, and you’ll immediately see the effect in three ways.  First, you’ll notice a lot more verified data than you saw before in options like the Larry Portfolio.  Second, the Larry and Merriman Ultimate portfolios now have data for International SCV to more accurately model their design intent.  And finally, all portfolio data may have changed a bit with the improved sources and standardized index methodologies.  So be sure to check your favorite for any changes.


New calculator interface

As you can imagine, packing so much new data into the calculators was quite the challenge.  Believe it or not, the hardest part wasn’t updating the calculations behind the scenes but designing the user interface to incorporate more than 50 asset options in a way that is still easy to use.  And while I was at it I also made a few subtle improvements like dynamically changing the bond terminology based on home country and tweaking how the toggle between World and World ex-US works to make it a little more obvious.  Personally I’m really happy with the results and hope you find it as fun as I do to tinker with new portfolio ideas.



More portfolio options for non-US investors

The more I researched ETF options in foreign countries, the more I learned that funds focused on the US market are a lot more common than I realized.  While the old system blanked out US options and forced international investors into the generic “North America”, now every US option remains open no matter where you live.  So if you’re a German with access to a US small cap value fund and want to study your own Golden Butterfly translated to local currency and inflation, model away!  And you can be sure that options like the Canadian Couch Potato portfolio with specific US allocations are on the short list for new site additions.


Whew — that’s a lot of changes!

With this many new items there are bound to be a few stumbling blocks, so please don’t hesitate to contact me if you have any questions or spot a bug.  And you may also notice that the Assets section now seems a little out of date with so many new assets not yet accounted for.  I’ll remedy that soon enough, but that’s no reason to hold back on getting all of the new data out there for people to play with.  Portfolio Charts is an ongoing project, and figuring things out as I go is part of the fun.

So enough of my chatter — the best way to learn how the new tools work is to just dive in.