SCV50 Tables
Posted: Mon Jan 31, 2005 11:35 am
SCV50 Tables
I have calculated the 30-year Historical Surviving Withdrawal Rates for a portfolio consisting of 50% Small Cap Value stocks and 50% commercial paper. Otherwise, these data were taken at conditions identical with those of HDBR50.
I used the Gummy 03 version of the calculator. It has Small Cap Value data for 1928-2000 that Gummy has collected in a database at his site.
Expenses were 0.20%. Portfolio's were rebalanced annually. Withdrawals were increased to match inflation in accordance with the CPI.
A portfolio would have had a positive balance at year 30 with withdrawals at the Historical Surviving Withdrawal Rate. The balance would have been zero or negative at a withdrawal rate that was bigger by 0.1%.
These tables include the Percentage Earnings Yield 100E10/P (which is 100 / [P/E10], where P/E10 is Professor Shiller's measure of valuation for the S&P500). They also include Historical Surviving Withdrawal Rates of HDBR50 for easy comparisons.
Have fun.
John R.
I have calculated the 30-year Historical Surviving Withdrawal Rates for a portfolio consisting of 50% Small Cap Value stocks and 50% commercial paper. Otherwise, these data were taken at conditions identical with those of HDBR50.
I used the Gummy 03 version of the calculator. It has Small Cap Value data for 1928-2000 that Gummy has collected in a database at his site.
Expenses were 0.20%. Portfolio's were rebalanced annually. Withdrawals were increased to match inflation in accordance with the CPI.
A portfolio would have had a positive balance at year 30 with withdrawals at the Historical Surviving Withdrawal Rate. The balance would have been zero or negative at a withdrawal rate that was bigger by 0.1%.
These tables include the Percentage Earnings Yield 100E10/P (which is 100 / [P/E10], where P/E10 is Professor Shiller's measure of valuation for the S&P500). They also include Historical Surviving Withdrawal Rates of HDBR50 for easy comparisons.
Have fun.
John R.