return values for international stock and bond funds
Submitted by oren.a.bloom@ve... on Fri, 09/05/2014 - 14:29
My portfolio includes an international bond mutual fund and an international stock fund. Neither fund has a 10 year history. Instead, I want to use mean, variance, and beta values for the respective markets at large (since each fund is a passive broad index fund).
Can anyone suggest under what heading and where I can find these values or the nominal return history?
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ChrisCowles
Fri, 09/05/2014 - 21:39
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Knowing which passive broad
Knowing which passive broad index the funds purport to track would be helpful.
dan royer
Sat, 09/06/2014 - 16:40
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Agree with Chris. . . I own a
Agree with Chris. . . I own a small cap world fund with a good history, but that may not be what you have. It would seem that you'd almost be better off just using averages the history you have. I have to say, I'm suspicious of the validity of histories even at ten years. Is the last ten years really representative of the next ten? I guess we have to draw the line somewhere.
dwsheldonjr
Sun, 11/08/2015 - 17:59
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43 years (1972-2014) of asset
43 years (1972-2014) of asset class historical return data are available at https://www.portfoliovisualizer.com/historical-asset-class-returns.
International Stock Market returns were compiled from MSCI EAFE Index 1972-1987 (Developed Only)85% EAFE Index / 15% EM 1988-1996 and Vanguard Total International Index Fund (VGTSX) 1997-2014. Global Bonds Returns were compiled from JP Morgan Global Government Bond 1987-1996 and PIMCO Global Bond Fund (PIGLX) 1997-2014. A worthy exercise would be to compare these returns (adjusted by CPI returns) with the real returns used in ESPlanner.