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Performance during same time period every year

Is there a way to find out how a fund performed during the same time period every year. For instance, I want to find out how VFINX performed between 2/15 and 6/15 year after year after year, for the last (say) 20 years. Do we have a site that does that?

Trying to do some ANALysis so need this to figure this out.

Comments

  • Yahoo finance. Here's the daily data for VFINX from 2/15/97 to 6/15/16 (20 years):
    http://finance.yahoo.com/quote/VFINX/history?period1=855982800&period2=1465963200&interval=1d&filter=history&frequency=1d

    Just hit the download link. Then take your favorite tool to select the dates of interest. If you're just interested in 40 endpoints (2/15 and 6/15 of each period), you can pick those out pretty fast in a spreadsheet. Or you could use awk or sed or whatever is your favorite table processing tool to filter out the lines you don't want (or do want).

    The Yahoo data has adjusted closes that incorporate dividends, so you can get the total return over any period of time by comparing the adjusted close at the end of the period with the adjusted close at the beginning of the period to see the total return (percentage increase or decrease).
  • edited September 2016
    more cumbersome in some ways, less in others, is just do the M* $10k growth charting and put in the dates you want and take notes
  • Guys, come on. If I wanted to do donkey labor why would I ask:-)

    I feel positive there is a site that does this. Will find it.

    PS yahoo ignores dividends and just gives NAV so it becomes a real pain. M* works in dollars but no way to download data. If there is a third free site et me know. Maybe I will feel adventurous
  • Go to Portfolio vizualizer https://portfoliovisualizer.com/backtest-portfolio#analysisResults. Register for access ( free ). login.

    Go to "Backtest Portfolio Asset Allocation"
    Input VFINX in Asset 1.
    100% in "Portfolio 1".
    Press analyse.
    Next to Portfolio Analysis Results press "download" .
    Open in Exel spreadsheet .
    Pull down to monthly returns data in spreadsheet.
    Do a performance calc in cells / dates that you mentioned.
    Copy and paste over 20 years.

    Welcome to the world of portfolio data analysis
  • beebee
    edited September 2016
    I was attempting your request using Portfolio Visualizer today. Here are my results as a video tutorial (hope it works!).

    Instructional Video I created:
    http://screencast.com/t/0nbXoRuBPPy

    Link to website:
    portfoliovisualizer
  • Portfolio Analyzer looks like a reasonable tool, but it doesn't seem to get much closer to what VF was asking for than does the Yahoo download.

    In both cases, what you've got is a bunch of lines that need to be pruned for the date ranges desired, and in both cases, one still needs to compute the aggregate performance over each period specified (2/15 - 6/15 by year). In both cases, that calculation is done by dividing a figure on 6/15 (month end balance or adjusted price) by the equivalent figure on the starting date 2/15.

    (Note: Yahoo's adjusted closing prices do incorporate the effect of dividends.)

    To get monthly figures out of Yahoo (rather than the daily ones in my link), just tell Yahoo you want monthly data instead of daily data. The problem with that (and with Portfolio Analyzer) is that you don't get figures for the mid-month dates of interest.

    I agree with jstr that pruning the data ("do a performance calc in cells/dates") is not a big deal, even by hand. There are lots of text editing tools that can make this even easier. I tossed together (and tested) a quick and dirty shell script to work on the Yahoo data. (I didn't think this was the place to post code, though.)
  • Thanks all for taking the trouble. I was aware of the PA website but didn't think it would offer assistance. My bad.
    @msf great catch on dividend adjusted Navy on yahoo. I completely missed that.

    As you might have guessed, I am trying to see if certain asset classes consistently do well during certain times of the year. Not for trading in or out, but simply to time my annual buys, since I will never do blind DCA every month.

    Thanks again.
  • bee said:

    I was attempting your request using Portfolio Visualizer today. Here are my results as a video tutorial (hope it works!).

    Instructional Video I created:
    http://screencast.com/t/0nbXoRuBPPy

    Link to website:
    portfoliovisualizer

    I bow before thee and curse the dumbkoffs who killed so many bees trying to get rid of zika carrying mosquitoes.
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