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Funny how an opinion can change in 3 months...

I'm looking for an online tool to back test a portfolio against an ETF. to be more precise, I'd like to see the effect of holding only the top 5 holdings of XRE, against the ETF itself.

Considering the top 5 holdings comprise exactly 70% of the entire fund it wouldn't be unreasonable that you could match returns within the 0.55% MER it costs to hold the fund.

RIOCAN REAL ESTATE INVST TR REI-U 24.41%
H&R REAL ESTATE INVSTMNT-UTS HR-U 13.97%
CAN REAL ESTATE INVEST TRUST REF-U 13.19%
BOARDWALK REAL ESTATE INVEST BEI-U 10.76%
CAN APARTMENT PROP REAL ESTA CAR-U 7.72%

Its funny I ask this question because only 3 months ago, this is what I said. ;) (Sorry to question you Dan the Man)

http://canadianmoneyforum.com/showthread.php?t=57
 

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Funny how an opinion can change in 3 months...

I'm looking for an online tool to back test a portfolio against an ETF. to be more precise, I'd like to see the effect of holding only the top 5 holdings of XRE, against the ETF itself.
I think your quest is quite different from the other thread referenced here. You are looking to figure out how much tracking error you have if you directly hold the components of XRE. The other post wanted a tool that would optimize the returns of portfolio for a given amount of risk.

That said, I'd be willing to help you out as this should be quite simple. Just download historical pricing of XRE and the top 5 components REITs to Excel. Rebalance once a year to XRE weightings (which would be manual but you only need 10 or less searches on Edgar).
 

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Discussion Starter #3
Hey CC,

Thanks for the offer, I appreciate it, but I don't mind doing it myself. Just thought it'd be nice if there was such a tool. 5 holdings isn't too difficult, but I'm actually more curious how much influence the rest of the holdings might have, so loading 10 or possibly more would be nice.

I know you posted on this a while back and its been on the burner of things to do, but I'm a little over allocated in real estate until recently.

I reread your thread and although there are quite a few comments no one really seemed to be doing it.
 
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