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Author: mungofitch Big gold star, 5000 posts Top Favorite Fools Top Recommended Fools Feste Award Winner! Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 259706  
Subject: Re: ETF Backtest portfolio MA Date: 10/5/2012 4:21 PM
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I don't think the 5 year backtest this site does really tells you very much though.

I would never put any money into a scheme based on ETF backtesting;
other than perhaps SPY, there aren't any ETFs with histories plausibly long enough.

Hypothetically speaking, it would be great if someone were to put together
a downloadable file from public sources that included returns for
the "usual suspects" ETFs backfilled to a much earlier date with the most
appropriate index data. Daily is a lot to ask, but some of this isn't
very hard to find on a monthly total return basis.
e.g. I downloaded monthly REITs data from end 1971 from NAREIT, and I
have daily total return data from 1989 for almost any country or region
you could name that I got from S&P simply via a free registration.
Pinnacle offers CRB continuously-linked futures index from 1971
(as well as separate energy, grains, industrials, meats, metals),
though unfortunately that's not freely available.

Anyone feeling up to pulling together a data set of whatever's available for free?

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