Hi everyone,

I'm digging into the historical performance of the All Weather Portfolio. It is starting from 2006, but I'm interested in backtesting the portfolio even further to include economic cycles from 1970 onwards to cover a variety of market conditions, different inflation rates and do forth, which I believe could provide a better understanding of the portfolio's performance. How can I do that?

And I wonder if that's sensible at all to back-test portfolios using data from the 70s? How relevant is that for current markets?

The All-Weather portfolio's historical analysis is limited by the available historical prices of its constituents, specifically the ETFs that have been in existence only since 2006. It may be possible to replace those ETFs with similar mutual funds, which often have a more extensive historical record. Or, alternatively, using indices in place of funds could be an option.

In either case, backtesting as far back as the 1970s might be challenging due to the limitations in data availability. It might be worth exploring this further to determine if there are instruments with sufficient historical data to construct an alternative version of the portfolio.