[maire]

I used ETFs (and not stocks) to simplify the test. I was mostly looking for correlations of different investments across different scenarios. I then looked at severe market downturns to see how the correlations changed.

As you can imagine - when there is a severe market drop, most investments are highly correlated to the S&P. The most negative correlation I could get was medium term bond ETFs. Short term bonds were still highly correlated and I am not sure why.

The dot com bust was particularly interesting because each segment dropped at different times. Telecom dropped first, then tech. It took about a year for the drop to hit mid cap. In comparison - the 2008 crash hit everything quickly.

Also - lately I have been using the backtesting tools in TOS. As I said earlier, this only works for stocks and not ETFs.

[temp_praneshp]

gotcha, thanks for answering!

[maire]

If you are using google sheets you can use ycharts to pull in the dividend data. Here is my calculation to get 1 year of dividends.

=query(importhtml(concatenate("https://ycharts.com/companies/",$A4,"/dividend"),"table",0),...)

where $J$2 is ="select Col6 where Col1 > date '"&TEXT(I2,"yyyy-mm-dd")&"' LIMIT 12"