Simba ... Backtesting

On the Bogleheads Discussion Forum, Simba generated a spreadsheet with lots of great data.
It allows the user to allocate among a bunch of assets then it calculates things like Average Return, Standard Deviation, Sharpe Ratio, CAGR, Correlations ...

So I thought it'd be neat if others (who don't participate in that forum) could play with the spreadsheet.

SO, with Simba's permission, I've put it on gummy-stuff and ...

>What's it look like?

>Neat! I assume I just click on the picture to download?
You got it ... and there's an README sheet, too.

The Probability charts use the Ito presciption for estimating future distributions, assuming returns are lognormally distributed.
It requires only that the Mean and Standard Deviatiion be extracted from historical returns.

See, too, the spreadsheet described here.


There have been several more recnet additions / modifications ... and these can be found here: