Periodic Tables and Charts of Annual Investment Returns

Asset allocation, risk, diversification and rebalancing. Pros/cons of hiring a financial advisor.

Re: Periodic Tables and Charts of Annual Investment Returns

Postby Bylo Selhi » 17 Jan 2012 16:42

Dimson et al in Triumph of the Optimists?
Sedulously eschew obfuscatory hyperverbosity and prolixity.
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Taggart » 18 Jan 2012 06:57

NormR wrote:Does anyone have very long term (century+) total return data for UK stocks?


U.K.

Data 1900 to 2010 (inclusive)

Equities:

Nominal 9.5%

Real Return 5.3%

Low Yield Stocks 8% per annum

High Yield Stocks 10.9% per annum

Source: Credit Suisse Global Investment Returns Yearbook February 2011

Authors: Elroy Dimson, Paul Marsh and Mike Staunton of the London Business School
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Shakespeare » 18 Jan 2012 10:10

Pretty good, considering two World Wars which beggared the country, and the loss of empire. But foreigners would of received significantly less because of the devaluation of sterling.

Added: http://measuringworth.com/exchangeglobal/ pounds to US dollars
1900: .2056
2010: .6472

((1.053^110*(.2056/.6472))^1/110 -1 )*100=4.2%.
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Taggart » 18 Jan 2012 10:42

Shakespeare wrote:Pretty good, considering two World Wars which beggared the country, and the loss of empire.


Britain's worst equity drawdowns were not the 30's or leading up to or directly after World War II, but about the time of the oil crisis in the early 70's.

From page 7 of their Global Investment Returns Yearbook.

"After October 1936, the approach and arrival of war led to a real stock market decline of 59% by June 1940, though recovery was complete by 1945.

Before the oil crisis, the equity market had hit a high in 1972, but UK equities entered 1975 down from that peak by 74% in real terms, and recovery took til February 1983."
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Taggart » 08 Feb 2012 19:21

Posting this before I've even had a chance to read it, but I most certainly will.

Credit Suisse global investment returns yearbook - 2012
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby ghariton » 11 Feb 2012 23:06

Taggart wrote:Posting this before I've even had a chance to read it, but I most certainly will.

Credit Suisse global investment returns yearbook - 2012

Thank you.

Very good discussion of hedging against inflation (and deflation). Bottom line: equities alone are at best a partial hedge.

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Re: Periodic Tables and Charts of Annual Investment Returns

Postby northbeach » 21 Feb 2012 17:19

Taggart wrote:Posting this before I've even had a chance to read it, but I most certainly will.

Credit Suisse global investment returns yearbook - 2012
Here is article regarding the 2012 edition of the Global Investment Returns Yearbook:

http://howtoinvestonline.blogspot.com/2 ... chive.html
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby DenisD » 18 Jan 2013 00:19

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Re: Periodic Tables and Charts of Annual Investment Returns

Postby northbeach » 23 Jan 2013 11:19

Was not sure where to post this interactive chart.

http://getsmarteraboutmoney.ca/tools-an ... chart.html
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Shurville » 23 Jan 2013 17:27

northbeach wrote:Was not sure where to post this interactive chart.

http://getsmarteraboutmoney.ca/tools-an ... chart.html

Interesting to add the housing numbers as well.
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Taggart » 06 Feb 2013 09:18

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Re: Periodic Tables and Charts of Annual Investment Returns

Postby ig17 » 08 Jan 2014 22:51

Asset Class Returns 2004 - 2013
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby George$ » 11 Jan 2014 14:44

This is similar to what ig17 posted - but I don't think it is the same table - (correct me if it is :oops: )
The Callan Periodic Table of Investment Returns
Annual Returns for Key Indices Ranked in Order of Performance (1994–2013)
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Benchwarmer » 12 Jan 2014 12:19


This is fascinating! Thanks.
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby George$ » 07 Apr 2014 11:31

“The search for truth is more precious than its possession.” Albert Einstein
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Taggart » 14 Apr 2014 01:48

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Re: Periodic Tables and Charts of Annual Investment Returns

Postby parvus » 14 Apr 2014 18:24

Thanks Taggart. Always a good read.
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