Pension fund comparison

dansakman

My employer pension fund has 25 bespoke pension funds offered by Mobius Life.

I would really like to understand which of this funds meet my needs by calculating things like alpha, beta, sharpe factors etc and comparing them with their (fairly standard) benchmarks.

e.g. the default fund says it limits the downside risk associated with equities while still offering growth. I would like check if it really does.  

However because the are bespoke funds I cannot find them in trustnet or anywhere else.

The pension administrators website offers some primitive charting that often breaks and displays nothing and some fund factsheets that do not tell the whole story.

However, I can download the entire unit price history for all the funds in .csv file format.

Are there any (preferably free) tools for fund comparison and analysis that might let me import the these fund price data files?  

JohnWinder

e.g. the default fund says it limits the downside risk associated with equities while still offering growth. I would like check if it really does.   

Does? And therefore will in future? Or ‘did’, and its future is anyone’s guess? 

Examine your assumptions here. 

dansakman

Of course I agree. The past is no predictor of the future. But when placing bets on the future it has to have some value. I think its a worthwhile exercise to not take the fund fact-sheet claims as gospel and to examine how they really held up during the rollercoaster of the past years. I want to educate myself.

dunstonh

 But when placing bets on the future it has to have some value.

What really matters is the underlying assets.  Type of equities, cash, gilts, bonds, property etc.     Everything else is just noise.    So, look at the underlying asset mix and then look at how those assets performed during different periods.   However, you would need to go back about 100 years as anything less than that doesn't really give you a sufficient range of possible outcomes.     For example, in this cycle, US equity has stood out above everything else.   The decade from the start of the millennium, US equity was the worst place to be.       Short term tells you nothing useful.