ETF Portfolio Price Data

Daily adjusted closing prices for a diversified ETF portfolio. This is the price data corresponding to etf_returns, useful for plotting and visualization.

Usage

etf_prices

Format

A matrix with approximately 1,750 rows (trading days) and 5 columns:

SPY

S&P 500 ETF adjusted close price

EFA

iShares MSCI EAFE ETF adjusted close price

BND

Vanguard Total Bond Market ETF adjusted close price

GLD

SPDR Gold Shares ETF adjusted close price

VNQ

Vanguard Real Estate ETF adjusted close price

The matrix has the following attributes:

dates

Date vector of trading days

symbols

Character vector of ticker symbols

Source

Yahoo Finance via the quantmod package.

See also

etf_returns for the corresponding returns data.

Examples

# Load the data
data(etf_prices)

# Plot SPY prices
dates <- attr(etf_prices, "dates")
plot(dates, etf_prices[, "SPY"], type = "l",
     main = "SPY Price History", xlab = "Date", ylab = "Price ($)")