Index info

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Bubba
Posts: 487
Joined: Thu Mar 05, 2020 3:40 am

Index info

Post by Bubba »

Interestingly, I was looking at charts from the TSP website (https://www.tsp.gov/funds-individual/s- ... -and-risks) and it shows index data going back to 2001 for both the new I Fund and for the S Fund. I'm curious to where they got their data. MSCI usually publishes all their data for free and their website doesn't go further back than 5 years. The DWCPF is only available starting in 2005 so this is interesting as well. If anyone has access to this data, it would be interesting if you were to offer that to Matt at TSPCalc so that the strats could be pulled further back into 2001.

Thanks!

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mjedlin66
Posts: 1623
Joined: Wed Oct 02, 2013 7:51 pm

Re: Index info

Post by mjedlin66 »

They are showing you data for the I fund, not for the new index. Their data includes the old I fund index up until this July:

"As of July 31, 2024, the benchmark index of the I Fund is the MSCI ACWI IMI ex USA ex China ex Hong Kong Index."

As to 2001 data being available, their graph only has the 1-month data points. The TSP didn't start publishing daily share prices didn't start until mid 2003, and their graph agrees with that by using monthly data points.
Owner/creator of TSPcalc.com - "Know your numbers"

Bubba
Posts: 487
Joined: Thu Mar 05, 2020 3:40 am

Re: Index info

Post by Bubba »

mjedlin66 wrote: Wed Oct 23, 2024 5:55 pm They are showing you data for the I fund, not for the new index. Their data includes the old I fund index up until this July:

"As of July 31, 2024, the benchmark index of the I Fund is the MSCI ACWI IMI ex USA ex China ex Hong Kong Index."

As to 2001 data being available, their graph only has the 1-month data points. The TSP didn't start publishing daily share prices didn't start until mid 2003, and their graph agrees with that by using monthly data points.
I should have seen that note! Funny.

In any case, here is the EAFE info going back to 1970. Note: because I placed the entire period from 1970 to now, it only gives monthly prices. If you did something like 1970 to 1980 (or any other shorter time), you could change to daily prices.

https://app2-nv.msci.com/products/index ... ND&suite=C

Sadly I can't get the info on DWCPF. If someone could get that, then you would have more info...even if its not the new I Fund index.

Edit: when clicking on the link, it changed it to Ireland (it's also in the URL). The fix for that is to:

-Click on add/remove index
-Change "Market" to "Developed Markets"
-Change "Scope" to "Regional Markets"
-Select EAFE on the right hand side
-Then choose "full history" and you see the data's there going back to 1970 (if you change that to a shorter look period, then you can change it to daily prices)
-Top left there's a download button for Excel

renny443
Posts: 9
Joined: Thu Nov 07, 2024 9:18 am

Re: Index info

Post by renny443 »

t seems like the TSP website might be using a different data source, maybe something internal or a partner they work with for that longer history. It would be cool if anyone with access could share it with Matt at TSPCalc to extend the strategies.

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Fund Prices2024-11-12

FundPriceDayYTD
G $18.65 0.05% 3.80%
F $19.52 -0.71% 1.55%
C $94.36 -0.19% 26.88%
S $94.25 0.53% 22.25%
I $42.75 -1.60% 6.40%
L2070 $10.63 -0.58% 6.31%
L2065 $17.94 -0.58% 18.67%
L2060 $17.94 -0.58% 18.67%
L2055 $17.95 -0.58% 18.68%
L2050 $35.47 -0.52% 15.88%
L2045 $16.11 -0.49% 15.12%
L2040 $58.57 -0.46% 14.38%
L2035 $15.39 -0.42% 13.52%
L2030 $50.96 -0.37% 12.66%
L2025 $13.79 -0.19% 8.54%
Linc $26.78 -0.16% 7.51%

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