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 15:42

Dimson et al in Triumph of the Optimists?
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Taggart » 18 Jan 2012 05:57

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 09:10

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 09:42

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 18:21

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 22:06

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 16:19

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 » 17 Jan 2013 23:19

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Re: Periodic Tables and Charts of Annual Investment Returns

Postby northbeach » 23 Jan 2013 10:19

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 16:27

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 08:18

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Re: Periodic Tables and Charts of Annual Investment Returns

Postby ig17 » 08 Jan 2014 21:51

Asset Class Returns 2004 - 2013
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jp-morgan-funds-q1-guide-to-the-markets.png
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby George$ » 11 Jan 2014 13:44

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 11:19


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

Postby George$ » 07 Apr 2014 10:31

“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 00:48

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Re: Periodic Tables and Charts of Annual Investment Returns

Postby parvus » 14 Apr 2014 17:24

Thanks Taggart. Always a good read.
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Bylo Selhi » 09 Jan 2015 12:04

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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Flaccidsteele » 09 Jan 2015 18:39

I personally love the Russell Value/Growth. If I went for a low-fee index, I'd probably go for one or both of those two.

I think Royce has funds that do well in those categories.
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Springbok » 09 Jan 2015 18:48

Provided you have myopia, the S&P 500 looks like a good bet ;)

http://www.ndir.com/cgi-bin/PeriodicTab ... eturns.cgi
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby Flaccidsteele » 09 Jan 2015 19:27

Springbok wrote:Provided you have myopia, the S&P 500 looks like a good bet ;)

http://www.ndir.com/cgi-bin/PeriodicTab ... eturns.cgi


Wow.
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby AltaRed » 09 Jan 2015 22:15

Flaccidsteele wrote:Wow.

Further to the discussion we had in Canadian Banks thread, that periodic chart is a good part of your data source for your study from a Canadian's perspective. Feel free to work a wide range of rolling forward periods of the S&P500 vs TSX vs ?
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Re: Periodic Tables and Charts of Annual Investment Returns

Postby ghariton » 09 Jan 2015 22:20

AltaRed wrote:S&P500 vs TSX vs ?

Try RRBs :wink:

All that, plus protection against unexpected inflation. As NormR has said in a different context and in different words, sometimes you get the reward without the risk. (Of course, sometimes you get the risk without the reward.)

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