Periodic Tables and Charts of Annual Investment Returns

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Bylo Selhi
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Re: Periodic Tables and Charts of Annual Investment Returns

Post by Bylo Selhi »

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

Post by Taggart »

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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Shakespeare
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Re: Periodic Tables and Charts of Annual Investment Returns

Post by Shakespeare »

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

Post by Taggart »

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

Post by Taggart »

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

Post by ghariton »

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

Post by northbeach »

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

Post by northbeach »

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

Post by Shurville »

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

Post by ig17 »

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

Post by George$ »

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

Post by Benchwarmer »

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

Post by George$ »

“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

Post by parvus »

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

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Sedulously eschew obfuscatory hyperverbosity and prolixity.
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Re: Periodic Tables and Charts of Annual Investment Returns

Post by Flaccidsteele »

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

Post by Springbok »

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

Post by Flaccidsteele »

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

Post by AltaRed »

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

Post by ghariton »

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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