2000-2003 daily pricing

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Cpayne09
Posts: 46
Joined: Mon May 05, 2014 1:51 pm

2000-2003 daily pricing

Post by Cpayne09 »

Anyone know where I can find the historic share pricing for the funds? I was able to find the S&P but the F/S funds only go back so far. If someone has them readily available can I just steal them from you :)?

wisepierre
Posts: 93
Joined: Thu Feb 18, 2016 11:55 pm

Re: 2000-2003 daily pricing

Post by wisepierre »

The S fund started on 05/01/01, so that's the hard limit for that fund.

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evilanne
Posts: 2067
Joined: Thu May 14, 2015 6:52 pm

Re: 2000-2003 daily pricing

Post by evilanne »

TSP transitioned to share prices in 2003, all were set to $10/share as of 5/31/2003. Anything prior to that you would have to back into based on the benchmark. Returns for G, F & C were done on monthly basis prior to that.
https://www.tsp.gov/InvestmentFunds/Fun ... index.html from 6/2/2003 start date for share prices.
The S Fund followed the Wilshire 4500 Completion Index ($EMW) (Wilshire 5000 minus S&P 500 or Total Market - S&P 500) https://wilshire.com/indexes/wilshire-5 ... completion

F Fund was equivalent to Lehman Aggregate Bond Index prior to Barclay AGG https://en.wikipedia.org/wiki/Bloomberg ... Bond_Index

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mjedlin66
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Joined: Wed Oct 02, 2013 7:51 pm

Re: 2000-2003 daily pricing

Post by mjedlin66 »

There is unfortunately no I fund daily pricing available prior to mid 2003. The I fund appears to be unique to the TSP so there is no index we can use to go back further.
Owner/creator of TSPcalc.com - "Know your numbers"

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evilanne
Posts: 2067
Joined: Thu May 14, 2015 6:52 pm

Re: 2000-2003 daily pricing

Post by evilanne »

Morgan Stanley EAFE Index should have history going back further since it started in 1986 (see note on bottom of 1st page @ https://www.msci.com/documents/10199/82 ... bc9e07b8ba), but I don't know where you can get the data--most likely need subscription to get historical data.

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mjedlin66
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Re: 2000-2003 daily pricing

Post by mjedlin66 »

The I fund does not trade the EAFE index. That is why the price change never matches exactly.

Also, the S fund no longer follows the Wilshire 4500. It now follows the Dow Jones US Completion Total Stock Index.
https://www.tsp.gov/InvestmentFunds/Fun ... nce_S.html
Owner/creator of TSPcalc.com - "Know your numbers"

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evilanne
Posts: 2067
Joined: Thu May 14, 2015 6:52 pm

Re: 2000-2003 daily pricing

Post by evilanne »

I'm not sure how relevant data prior to 2004 would be based on everything that happened since the recession, but daily prices could be approximated based on the actual benchmark or index that were in existence when the funds first began if someone really wanted to and was willing to do the work. Even if you had the daily prices, the difficult part would be factoring the reinvestment of dividends for TSP going backwards in time.

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Kmars22033
Posts: 4
Joined: Sun Mar 29, 2015 9:45 pm

Re: 2000-2003 daily pricing

Post by Kmars22033 »

Just go directly to tsp, they publish daily at https://www.tsp.gov/InvestmentFunds/Fun ... index.html. You can put in a custom date range and retrieve any available data. Hope this helps.

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Fund Prices2024-03-27

FundPriceDayYTD
G $18.14 0.01% 1.00%
F $19.09 0.26% -0.68%
C $82.11 0.87% 10.42%
S $82.19 1.48% 6.61%
I $42.68 0.56% 6.21%
L2065 $16.38 0.84% 8.36%
L2060 $16.38 0.84% 8.36%
L2055 $16.39 0.84% 8.36%
L2050 $32.73 0.71% 6.94%
L2045 $14.91 0.67% 6.56%
L2040 $54.37 0.63% 6.20%
L2035 $14.34 0.58% 5.77%
L2030 $47.66 0.53% 5.35%
L2025 $13.14 0.31% 3.40%
Linc $25.60 0.24% 2.79%

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