Download annual returns for stocks?

These only give a portion of the story - there's a lot of survivorship bias in your 15 year lookback!

 

With funds yes, not so much with individual stocks.

 

Completely disagree with your assertion that survivorship bias is not so much an issue.

Let's look at an example:

In the last 15 years, there have been about 6400 stocks that are still in or were in the Russell 3000. To be in the R3K they had to be exchange listed.

Of those 6400 stocks, 44% have been delisted and 3% are trading as OTC stocks (i.e. they are not listed on an exchange). So almost half no longer exist! The number is about 30% for the S&P 500 over the same time period.

Survivorship bias is a big issue - watch out for that iceberg!!

 

Exactly, just look at GE!
The CEOs will never come out with bad news until the shit hits the fan.
This is the main reason for index ETF where underperforming stocks are taken out.

 

Sorry to dig this up but good point lol

 

you might be able to do it with our platform, using our filtering system.