Typical FTSE all shares funds values

jorgepm83

Hi,

I'm writing a small article where I'm running simulations based on the FTSE all shares price when exposed through a tracker fund.
I found FTSE all shares daily values relatively easily but I'm struggling to find some other values that I want to consider as well.

Do you know where can I find historical dividends for a fund like this (alternatively, I could assume a historical percentage or something like that)

Also, I'm considering a tracking error + tracking difference of 1%.
On top of all this, I'm considering platform costs (as in using it through an ISA platform) 0.25% and fund cost 0.07%.

What do you think about these assumptions?

I'm looking forward to hearing your opinions on this!

Cheers.

darkidoe

It should all be on the fund fact sheet, under distributions/yield.

bowlhead99

A tracking difference / tracking error of a whole percent would be terrible. 0.2-0.3% for management fees and running cost is about the most a reasonable person would want to pay (cheaper is possible) which implies the remaining 0.7% is error, which is unacceptable to most.

0.25% seems reasonable for platform charge to hold an oeic or UT, no real need to pay more than that. It's worth noting if you're trying to build a theoretical "virtual fund" off the raw FTSE data for comparisons to other real funds, that low fees and low explicit platform fees have only been prevalent in recent years, going back a decade people may have been paying more than half a percent all in - some funds like Virgin are today still in the dark ages at 1% all in, but these days thats far from the norm if you looked at the average pound invested.

FTSE's own website has an archive of historic fact sheets for their various indexes so you could see what the running yield has been at month-ends, going back a while. However it probably won't go back to the inception of the index.

jorgepm83

Thanks!
Can't post links but looking in the ftse.com webpage I found a dividend yield of around 3.7%

How does that sounds?
What I'm doing is sampling the FTSE by buying at random starting points and holding the investment for a defined number of months (12, 60, 120, etc.) After running around 1000 simulations, I get a frequency distribution with the probability of losing or making a given return. Quite cool results actually. All this is for my personal blog only though nothing really pro (hence asking your opinion around here).
Cheers!

grey_gym_sock

you could look at the FTSE all share total return index - this includes the effects of reinvested dividends (and was started in c. 1993).

see http://markets.ft.com/research/markets/tearsheets/summary?s=ASX.T:FSI (and click on "interactive chart")

JohnRo

Sounds like a job for googlefinance using their online spreadsheet. Charting is quite simple in sheets and the data available via the googlefinance function is extensive.

I've started to look at my portfolio using the data it provides as an ongoing project to decipher what's worth keeping and what might be better replaced with a tracker (NAIT I'm looking at you.)

This might give you some ideas