Periodic Tables and Charts of Annual Investment Returns

Asset allocation, risk, diversification and rebalancing. Pros/cons of hiring a financial advisor. Seeking advice on your portfolio?
Taggart
Veteran Contributor
Veteran Contributor
Posts: 6893
Joined: 05 Dec 2005 07:34

Post by Taggart »

Been looking the last few weeks for the 2009 study of real real returns published by thornburginvestments.com usually in June of each year. Haven't seen it yet.

Couple of good long term charts in this blog though.

Triumph of the Market Realists

July 05, 2009
agraham
Contributor
Contributor
Posts: 231
Joined: 20 Jan 2009 03:44

Post by agraham »

I took the liberty of scraping Norm's data and putting it in one of those Google Finance thingies:

http://spreadsheets.google.com/pub?key= ... wv2A&gid=3
George$
Veteran Contributor
Veteran Contributor
Posts: 2612
Joined: 18 Feb 2005 20:46
Location: Toronto

Post by George$ »

Courtesy of a link in Taggart's link above ....

Credit Suisse - Global Investment
Returns Yearbook 2009
- 48 page pdf file
“The search for truth is more precious than its possession.” Albert Einstein
Taggart
Veteran Contributor
Veteran Contributor
Posts: 6893
Joined: 05 Dec 2005 07:34

Post by Taggart »

Taggart wrote:Been looking the last few weeks for the 2009 study of real real returns published by thornburginvestments.com usually in June of each year. Haven't seen it yet.
Been waiting and waiting.

Finally.............
queerasmoi
Veteran Contributor
Veteran Contributor
Posts: 3385
Joined: 27 May 2008 16:25

Post by queerasmoi »

Interesting. Too bad the part about muni bonds is not useful to Canadians.
User avatar
Brix
Veteran Contributor
Veteran Contributor
Posts: 3249
Joined: 22 Feb 2005 12:29
Location: Victoria

Post by Brix »

According to Thornburg's numbers, T-bills have preserved the purchasing power of savings over 30 years at a 'cost' of 1.24%. Seen against a background of the fees levied annually on mutual funds, it's not quite as baleful a real return as generally portrayed. :)
Taggart
Veteran Contributor
Veteran Contributor
Posts: 6893
Joined: 05 Dec 2005 07:34

Post by Taggart »

Brix wrote:According to Thornburg's numbers, T-bills have preserved the purchasing power of savings over 30 years at a 'cost' of 1.24%. Seen against a background of the fees levied annually on mutual funds, it's not quite as baleful a real return as generally portrayed. :)
Of course the return for T-bills was a minus 1.24% per year over 30 years.
User avatar
Brix
Veteran Contributor
Veteran Contributor
Posts: 3249
Joined: 22 Feb 2005 12:29
Location: Victoria

Post by Brix »

Taggart wrote:Of course the return for T-bills was a minus 1.24% per year over 30 years.
Still, relatively speaking... :)
George$
Veteran Contributor
Veteran Contributor
Posts: 2612
Joined: 18 Feb 2005 20:46
Location: Toronto

Post by George$ »

Some interesting overview slides in the presentation by the DC pension folks at the University of British Columbia -
returns and perspectives for 2008.
“The search for truth is more precious than its possession.” Albert Einstein
Profit not Prophet
Contributor
Contributor
Posts: 948
Joined: 03 Aug 2007 14:24
Location: Southern Ontario aka not TO

Post by Profit not Prophet »

Nice link George thanks for the effort.
agraham
Contributor
Contributor
Posts: 231
Joined: 20 Jan 2009 03:44

Post by agraham »

agraham wrote:I took the liberty of scraping Norm's data and putting it in one of those Google Finance thingies:

http://spreadsheets.google.com/pub?key= ... wv2A&gid=3
Should have done this a long time ago but...
I've updated this Google Interactive Time Series with data back to 1970. Norbert Shenkler (whom NormR had credited on his periodic table) gave me a pointer to the original data on libra-investments.com. Thanks Norbert!
Taggart
Veteran Contributor
Veteran Contributor
Posts: 6893
Joined: 05 Dec 2005 07:34

Re: Periodic Tables and Charts of Annual Investment Returns

Post by Taggart »

Thornburg's annual:

A Study of Real Real Returns

Published August 2010

As of 12/31/2009
MaxFax
Contributor
Contributor
Posts: 383
Joined: 07 Jul 2006 11:34

Re: Periodic Tables and Charts of Annual Investment Returns

Post by MaxFax »

http://www.retailinvestor.org/StatsCan.xls
Inflation, returns for stocks, bond, Cdn , US and EAFE
List of links to dozens of sources at bottom of column A on Sheet1
George$
Veteran Contributor
Veteran Contributor
Posts: 2612
Joined: 18 Feb 2005 20:46
Location: Toronto

Re: Periodic Tables and Charts of Annual Investment Returns

Post by George$ »

“The search for truth is more precious than its possession.” Albert Einstein
George$
Veteran Contributor
Veteran Contributor
Posts: 2612
Joined: 18 Feb 2005 20:46
Location: Toronto

Re: Periodic Tables and Charts of Annual Investment Returns

Post by George$ »

A new and interesting chart in the NY Times

In Investing, It’s When You Start And When You Finish -- with some text --
But historical averages can vary widely depending on their starting and ending points. For example, averages that start before the 1929 crash are substantially different from those that start after it, and Mr. Easterling felt that choosing a single date was arbitrary. In response, he created the chart above, which shows annualized returns based on thousands of possible combinations of market entry and exit.

After accounting for dividends, inflation, taxes and fees, $10,000 invested at the end of 1961 would have shrunk to $6,600 by 1981. From the end of 1979 to 1999, $10,000 would have grown to $48,000.

“Market returns are more volatile than most people realize,” Mr. Easterling said, “even over periods as long as 20 years.”
Chart Shows -
Average real annual return
Includes dividends, average taxes and fees. Adjusted for inflation.

This chart (at right) shows annualized returns for the S.& P. 500 for every starting year and every ending year since 1920 — nearly 4,000 combinations in all. READ ACROSS THE CHART to see how money invested in a given year performed, depending on when it was withdrawn
Question? What fees and taxes are included?

Added later =>
The NY Times attributes this chart to Ed Easterling.
Stock Matrix Options
In going to his website I see he is the author of some books. Is anyone familiar with them?
Crestmont Research
“The search for truth is more precious than its possession.” Albert Einstein
George$
Veteran Contributor
Veteran Contributor
Posts: 2612
Joined: 18 Feb 2005 20:46
Location: Toronto

Re: Periodic Tables and Charts of Annual Investment Returns

Post by George$ »

“The search for truth is more precious than its possession.” Albert Einstein
George$
Veteran Contributor
Veteran Contributor
Posts: 2612
Joined: 18 Feb 2005 20:46
Location: Toronto

Re: Periodic Tables and Charts of Annual Investment Returns

Post by George$ »

“The search for truth is more precious than its possession.” Albert Einstein
George$
Veteran Contributor
Veteran Contributor
Posts: 2612
Joined: 18 Feb 2005 20:46
Location: Toronto

Re: Periodic Tables and Charts of Annual Investment Returns

Post by George$ »

Norbert has also updated his Canadian nominal and real tables for 2010, see his link at Libra for
Excel Spreadsheet - the fifth bullet on the web page

Very helpful. Thanks Norbert.
“The search for truth is more precious than its possession.” Albert Einstein
User avatar
NormR
Veteran Contributor
Veteran Contributor
Posts: 5234
Joined: 18 Feb 2005 11:19
Contact:

Re: Periodic Tables and Charts of Annual Investment Returns

Post by NormR »

My Asset Mixer & Periodic Table have been updated to include 2011 nominal data based on info from Norbert. 8)
User avatar
Insomniac
Veteran Contributor
Veteran Contributor
Posts: 2802
Joined: 29 Oct 2011 19:01
Location: Vancouver Island

Re: Periodic Tables and Charts of Annual Investment Returns

Post by Insomniac »

Thanks, Norm. Great tools!
George$
Veteran Contributor
Veteran Contributor
Posts: 2612
Joined: 18 Feb 2005 20:46
Location: Toronto

Re: Periodic Tables and Charts of Annual Investment Returns

Post by George$ »

“The search for truth is more precious than its possession.” Albert Einstein
User avatar
Peculiar_Investor
Administrator
Administrator
Posts: 13271
Joined: 01 Mar 2005 14:52
Location: Calgary
Contact:

Re: Periodic Tables and Charts of Annual Investment Returns

Post by Peculiar_Investor »

Bogleheads • View topic - Callan Periodic Table of Investment Returns has some discussion on the implications/interpretations of the Callan Periodic Table that some might find useful.
Imagefiniki, the Canadian financial wiki New editors wanted and welcomed, please help collaborate and improve the wiki.

Normal people… believe that if it ain’t broke, don’t fix it. Engineers believe that if it ain’t broke, it doesn’t have enough features yet. – Scott Adams
User avatar
NormR
Veteran Contributor
Veteran Contributor
Posts: 5234
Joined: 18 Feb 2005 11:19
Contact:

Re: Periodic Tables and Charts of Annual Investment Returns

Post by NormR »

Does anyone have very long term (century+) total return data for UK stocks?
Post Reply