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.