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April 6, 2012 00:41
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Finance app with scala part 2
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$ scalac finance.scala && scala Main | |
S&P 500 performance = List((1951,16.3), (1952,11.8), (1953,-6.6), (1954,26.4), (1955,26.4), (1956,2.6), (1957,-14.3), (1958,38.1), (1959,8.5), (1960,-3.0), (1961,23.1), (1962,-11.8), (1963,18.9), (1964,13.0), (1965,9.1), (1966,-13.1), (1967,20.1), (1968,7.7), (1969,-11.4), (1970,0.1), (1971,10.8), (1972,15.6), (1973,-17.4), (1974,-29.7), (1975,31.5), (1976,19.1), (1977,-11.5), (1978,1.1), (1979,12.3), (1980,25.8), (1981,-9.7), (1982,14.8), (1983,17.3), (1984,1.4), (1985,26.3), (1986,14.6), (1987,2.0), (1988,12.4), (1989,27.3), (1990,-6.6), (1991,26.3), (1992,4.5), (1993,7.1), (1994,-1.5), (1995,34.1), (1996,20.3), (1997,31.0), (1998,26.7), (1999,19.5), (2000,-10.1), (2001,-13.0), (2002,-23.4), (2003,26.4), (2004,9.0), (2005,3.0), (2006,13.6), (2007,3.5), (2008,-38.5), (2009,23.5), (2010,12.8)) | |
Arithmetic mean = 8.235000000000001% | |
Geometric mean = 6.866554380824419% | |
Actual total growth factor = 53.766085563840456 | |
EIUL performance = List((1951,15.0), (1952,11.8), (1953,0.0), (1954,15.0), (1955,15.0), (1956,2.6), (1957,0.0), (1958,15.0), (1959,8.5), (1960,0.0), (1961,15.0), (1962,0.0), (1963,15.0), (1964,13.0), (1965,9.1), (1966,0.0), (1967,15.0), (1968,7.7), (1969,0.0), (1970,0.1), (1971,10.8), (1972,15.0), (1973,0.0), (1974,0.0), (1975,15.0), (1976,15.0), (1977,0.0), (1978,1.1), (1979,12.3), (1980,15.0), (1981,0.0), (1982,14.8), (1983,15.0), (1984,1.4), (1985,15.0), (1986,14.6), (1987,2.0), (1988,12.4), (1989,15.0), (1990,0.0), (1991,15.0), (1992,4.5), (1993,7.1), (1994,0.0), (1995,15.0), (1996,15.0), (1997,15.0), (1998,15.0), (1999,15.0), (2000,0.0), (2001,0.0), (2002,0.0), (2003,15.0), (2004,9.0), (2005,3.0), (2006,13.6), (2007,3.5), (2008,0.0), (2009,15.0), (2010,12.8)) | |
EIUL arithmetic performance = 8.428333333333335% | |
EIUL geometric performance = 8.226111328758012% | |
Actual EIUL total growth factor = 114.79507227304792 | |
This is where every 10, 15, 20, etc. year interval in all the data is evaluated and then averaged together. | |
The min and max performance of each interval is displayed, and the 1st stddev is shown. There is a 68% | |
that actual performance is within 1 stddev of the average. | |
10-year stats | |
========================== | |
S&P 500 stats: Avg geom mean = 7.08 (-3.04..16.06) 68% chance between 2.22 and 11.94 | |
EIUL stats: Avg geom mean = 8.08 (5.48..10.34) 68% chance between 6.83 and 9.33 | |
15-year stats | |
========================== | |
S&P 500 stats: Avg geom mean = 7.30 (0.90..15.59) 68% chance between 3.58 and 11.02 | |
EIUL stats: Avg geom mean = 8.18 (6.51..10.54) 68% chance between 7.22 and 9.14 | |
20-year stats | |
========================== | |
S&P 500 stats: Avg geom mean = 7.16 (2.73..13.95) 68% chance between 4.07 and 10.25 | |
EIUL stats: Avg geom mean = 8.13 (6.81..10.16) 68% chance between 7.32 and 8.94 | |
25-year stats | |
========================== | |
S&P 500 stats: Avg geom mean = 7.15 (3.94..13.05) 68% chance between 4.77 and 9.53 | |
EIUL stats: Avg geom mean = 8.18 (7.10..9.82) 68% chance between 7.52 and 8.84 | |
30-year stats | |
========================== | |
S&P 500 stats: Avg geom mean = 7.17 (5.14..10.05) 68% chance between 5.66 and 8.68 | |
EIUL stats: Avg geom mean = 8.20 (7.36..9.00) 68% chance between 7.74 and 8.66 |
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