Anyone know of a data vendor for survivor-bias-free mutual fund historical data? The only one I know of is CRSP, but they charge an arm and a leg. Thanks!
finding old historical data is always expensive. However... Survivor-bias for any historical data (stock indexes, etc.) is over-rated. Very, very, very few testing methods require that level of precision. Anytime you are back-testing in the past, you are using a static model that does not indicate the current or future realities of the market. Test your strategy on the historicla data you have, if it works, forward test on the current pool of mutual funds and their price data.
Mutual-fund "backtesting" does require survivor-bias-free data. Mutual-fund companies are notorious for folding poor-performing funds, or merging them into better-performing funds.