S Fund/DWCPF Question

[apple0409]

I can’t seem to locate any performance data on DWCPF before 10 years ago. I think it began in 1987. I am curious as to the returns since inception.
Does anyone have that data or a link? Thanks.

[TSP Jedi]

use VXF

[apple0409]

Thanks I appreciate the information.

[cswift01]

use VXF

I think vxf uses a different index. Go to marketwatch and check the max length on dwcpf. You could try Yahoo Finance.

[cosmokrame]

https://www.frtib.gov/pdf/minutes/MM-2017Nov-Att6b.pdf

Page 77 thru 2016

[apple0409]

Awesome reference. Page 77. Trying to add up all the numbers through 1987 to 2018 and divide by the years to get an average since inception.

[Chulke]

The S fund didn’t always track the the fund it does now....it used to use the Wilshire 4500 index...w4500 was the ticker I think!


Cheers!

[apple0409]

Thanks Chulke. I am going to assume that the S fund will continue to track the completion fund for the next 10 to 20 years. So I guess my goal now is to see DWCPF since inception average annual return.

[apple0409]

From 1987 through the end of 2018.
I came up with an average for the inception date of 1987 for DWCPF of 11.65 %.

[cswift01]

From 1987 through the end of 2018.
I came up with an average for the inception date of 1987 for DWCPF of 11.65 %.

Is that CAGR?

Best

Me

[apple0409]

I just used the average of percentages.

[Aitrus]

From 1987 through the end of 2018.
I came up with an average for the inception date of 1987 for DWCPF of 11.65 %.

Sorry, I'm arriving to this thread late.

I've calculated the average return rate for the S Fund from beginning of 1988 - end of 2018 to be CAGR 10.80%. This includes all the years that it followed the Wilshire 4500 and the Russel 2000.

[apple0409]

Aitrus, What did you come up with as the CAGR for DWCPF alone for that same period?

[Aitrus]

I didn't. I only used the returns for the Wilshire, the Russel, and the DWCPF for those periods that the S Fund used them, respectively. I haven't done a calculation of DWCPF for that period of time.