SUPPLEMENTARY DATA FILES FOR THE INVESTMENT PORTFOLIO SOFTWARE
The ZIP file DATA02.ZIP contains the following files: FUND02.ATS, FUND02.TXT, STOCK02.ATS, STOCK02.TXT, INDEX02.ATS and INDEX02.TXT, BONDA02.BDC, BONDA02.TXT, BONDB02.BDZ, BONDB02.TXT, BONDC02.BDC, BONDC02.TXT, BONDD02.BDZ and BONDD02.TXT.
Click here to download DATA02.ZIP.
The ATS files contain mutual fund, stock, and index return data that can be used directly in the Markowitz and Performance modules and indirectly in the Equilibrium module; the BDC and BDZ files contain coupon and zero-coupon bond data that can be used directly in the Bond module. (See the specific module chapters and Appendix A in the User's Manual for further details on opening and using these data files.)
The TXT files are "template" files to help the user import his or her own data. (See Appendix B in the User's Manual for further details on importing data.)
The easiest way to use these files is to download DATA02.ZIP into the folder containing The Investment Portfolio software. For most users, this folder is called "PFL" (which is the default name of the folder). Then simply unzip DATA02.ZIP and place the contained data files in the “PFL” Folder.
Simply right-click on the desired filename, choose "save as," locate the PFL folder (usually under My Computer\C:\Program Files\) and then click "save" to download the file.
The supplementary data files are intended to be used with the software for pedagogical purposes only. Although every attempt has been made to ensure data accuracy, the authors, publisher, software developers, and data sources disclaim all responsibility for any inaccuracies.
CRSP data provided by the Center for Research in Security Prices, University of Chicago.
STOCK02.ATS contains monthly historical returns from January 1992 through December 2001 (10 years) on the following 20 stocks contained in the CRSP stock return database:
Company NameAbbreviation
American Brands, Inc.AMBRND
American Express Co.AMEXP
Anheuser BuschANBUSCH
Owens CorningCORNING
Exxon Corp.EXXON
Georgia Pacific Corp.GAPAC
General Electric Co.GE
General Motors Corp.GM
Goodyear Tire & Rubber Co.GYEAR
HuffyHUFFY
International Business MachinesIBM
Eastman Kodak Co.KODAK
Kroger CompanyKROGER
Eli Lilly & Co.LILLY
Merck & Co., Inc.MERCK
Merrill LynchMERRILL
Olin Corp.OLIN
Pepsico, Inc.PEPSI
Sears Roebuck & Co.SEARS
Xerox, Inc.XEROX
INDEX02.ATS contains monthly historical returns from January 1992 through December 2001 (10 years) on the following fourteen indices:
Index NameAbbreviation
CRSP S&P 500 Value-Weighted Return Index (with dividends)S&P 500
CRSP Value-Weighted NYSE Stock Index (with dividends)CRSP VW
CRSP Equal-Weighted NYSE Stock Index (with dividends)CRSP EW
Average of the 4 smallest CRSP NYSE size deciles (with dividends)CRSP SC
CRSP 30-Day T-BillTBILL
Corporate Bond Index CORP BD
CRSP 10-Year Treasury Bond IndexGOVT BD
Mortgage Bond Index MTG BD
High Yield Bond IndexHIYLD BD
Fama/French Market Index (not in excess-return form)FFMKT
Fama/French Size IndexFFSMB
Fama/French Book-To-Market IndexFFHML
FFSMB Plus TBILLFFSMB1
FFHML Plus TBILLFFHML1
FUND02.ATS contains monthly historical returns from January 1992 through December 2001 (10 years) on 45 mutual funds contained in the CRSP mutual fund database. Each mutual fund is given a six-letter abbreviation. The first three letters in the fund abbreviation indicate the fund's investment objective as follows:
BCP = corporate bond fund
BGV = government bond fund
BHY = high yield bond fund
BIN = international bond fund
BMG = government mortgage bond fund
BMM = government money market fund
MBL = balanced mixed fund
MTR = total return mixed fund
SAG = aggressive growth stock fund
SEI = equity income stock fund
SGR = growth stock fund
SIN = international stock fund
SMK = stock market index fund
SSS = small-cap stock fund
The following mutual funds are included:
2001 CRSP Fund NameAbbreviation
Babson Bond Tr:Portfolio LBCPBAB
Delaware Group:Limited Term Government/ABGVDEL
Federated US Govt Sec Fd:2-5 Yrs/InstlBGVFED
Fidelity Government IncomeBGVFID
Lord Abbett US Government Securities Fund/ABGVLAB
Value Line US Government Securities FundBGVVAL
AIM High Yield Fund/ABHYAIM
Liberty High Yield Securities Fund/ABHYCOL
Loomis Sayles Global Bond Fund/InstlBINLOO
Pilgrim GNMA Income Fund/ABMGLEX
Vanguard Federal Money MarketBMMVAN
AIM Balanced Fund/AMBLAIM
Alliance Balanced Shares/AMBLALL
American Balanced Fund/AMBLAMB
WM Equity Income Fund/AMBLCOM
Dodge & Cox Balanced FundMBLD&C
Eaton Vance Balanced/AMBLEAV
Fidelity BalancedMBLFID
Calvert Social Invstmnt Fd:Balanced/AMTRCAL
Pilgrim Magna Cap Fund/AMTRPIL
Putnam Convertible Income Growth Trust/AMTRPUT
AIM Constellation Fund/ASAGAIM
Putnam Voyager Fd/ASAGPUT
Value Line Special Situations FundSAGVAL
SM&R Capital Fds:Equity Income Fund/TSEIAMN
Fidelity Equity IncomeSEIFID
Oppenheimer Capital Income/ASEIOPP
SAFECO Dividend Income FundSEISCO
Waddell & Reed Advisors Core Investment Fd/ASEIUNI
Matterhorn Growth FundSGRMAT
Phoenix-Engemann:Capital Growth Fund/ASGRPHX
Seligman Growth Fund/ASGRSEL
Sequoia FundSGRSEQ
Vanguard US GrowthSGRVAN
Fidelity International Growth & IncomeSINFID
Scudder International Fund/SSINSCD
Templeton Foreign Fund/ASINTMP
T Rowe Price Intl Fund:Stock FundSINTRP
Waddell & Reed Advisors International Grth/ASINUNI
DFA Invest Grp:US Micro Cap PortfolioSMKDFA
Vanguard 500 Index/InvSMKVAN
American Century:Ultra Fund/InvSSS20C
Liberty Acorn Fund/ZSSSACN
T Rowe Price New Horizons FundSSSTRP
Vanguard ExplorerSSSVAN
BONDA02.BDC and BONDC02.BDC contain bond valuation data for Treasury coupon bonds. BONDB02.BDZ and BONDD02.BDZ contain bond valuation data for Treasury zero-coupon bonds.
BONDA02.BDC and BONDB02.BDZ have valuation dates as of February 16, 2002.
BONDC02.BDC and BONDD02.BDZ have valuation dates as of August 16, 2002.
Click here to download DATA02.ZIP.