Periodic Tables and Charts of Annual Investment Returns

[George$]

I know that some of these charts have been posted on other threads but I cannot find them just now via a local "search" . Thus this thread and its title.

Callan Periodic Table of Annual Returns, 1987-2006

Allianz-Pimco Periodic Table of Annual Returns, 1996-2005

Hopefully others will add similar useful charts and tables. I think Fidelity had something like it for Canadian indexes but I cannot locate it just now.

Added:
Here is Norbert's heroic tables of annual returns in Canadian dollars (Excel table) -

[Bylo Selhi]

George, I keep links to the latest charts and related articles here. I'll update it with the links you provided. Thanks.

[George$]

Thanks Bylo. I should have checked your site first. I will add some more here as well.

Templeton-Canada Annual Returns, 1983-2003

Fidelity-Canada Periodic Table by Sector, 1993-2003, see page 6

Although Callan seems to be the grand-daddy of the periodic table type of display, others have copied it for related comparisons. Here are some more

S&P Global Sector Performance - from iShares, 1998-2005
Similar but Dow Jones Sector Peformance, from iShares, 1994-2005

Crowe Wealth Mngmt Key Indices table, 1990-2005 Including "US Private Equity" index performance

Janus table - as per Callan but more Indices per year, 1991-2005

This is probably more than enuf.

[Bylo Selhi]

Janus table - as per Callan but more Indices per year, 1991-2005

As well as highlighting the very important point that a diversified portfolio has achieved middle-of-the-pack returns consistently over that period.

OTOH since Janus' notion of a "diversified portfolio" (equal amounts in 11 asset classes where 1/11 is fixed, 1/11 is international and the remainder is the US sliced and diced 9 ways) is hardly what most would consider to be diversified, perhaps it's not all that useful in demonstrating the benefits of broad diversification.

[George$]

And here is another chart I like, first posted on another thread by kcowan I think - and related to the message illustrated in the above periodic tables.

The Inefficient Frontier
- showing how your equity to bond ratio (efficient frontier) returns changes over different decades. And so how using a rear view mirror, or chasing yesterday's performance, to invest can be quite misleading. It's moving target and aiming where it was does not guarantee success.

[Bylo Selhi]

And so how using a rear view mirror, or chasing yesterday's performance, to invest can be quite misleading. It's moving target and aiming where it was does not guarantee success.

Which isn't quite how Rydex spins it

A static portfolio may not be right for changing market conditions. Call your financial professional today to re-evaluate your portfolio for today’s markets—and ensure that it still meets your risk/return expectations.

[George$]

...Which isn't quite how Rydex spins it

A static portfolio may not be right for changing market conditions. Call your financial professional today to re-evaluate your portfolio for today’s markets—and ensure that it still meets your risk/return expectations.

Understood but Curious. Who is Rydex?
ooops. Just realized that my last link is to Rydex.

[Bylo Selhi]

BTW another set of charts that are well worth spending some time looking at are published by Andex. Be sure to click on the detailed view.

Unfortunately these charts and handouts are quite expensive, however, most financial institutions (Andex says "Bank of Montreal, CIBC, Great West Life, London Life, Investors Group, Royal Bank, Scotia Securities, TD Mutual Funds") buy them for internal use. Ask at your local bank branch or your advisor if you have one, if they can show you their copy (or maybe even give you last year's edition.)

[George$]

A couple of useful tables from Paul Merriman at FundAdvice

Table: Balanced Asset Class Portfolios (1970-2005)

and see page 2 for
Table 2 – Inflation-Adjusted Returns for Fine Tuning Your Asset Allocation. All returns are after actual inflation

[Bylo Selhi]

The Benefits of a Diversified Bond Portfolio

Various sectors of the bond market react differently to changes in the economy and interest rates. The chart below ranks the total return of twelve sectors from best to worst from 1997–2006—a strong case for holding a diversified bond portfolio.

[NormR]

For fun, I added a little periodic table to my Upside/Downside calculator which includes a user specified portfolio.

[George$]

Time to update this thread with
2007 Callan Periodic Table of Returns

[George$]

Time to update this thread with
2008 Callan Periodic Table of Returns

A great visual lesson of why not to chase past perfoprmance!

To illustrate, look at MSCI EAFE over the past 4 years

+13.5% in 2005 in first place
+26.3% in 2006 in first place
+11.2% in 2007 in first place
-43.4% in 2008 in last place

+7.6% net sum over 4 years or on average a bit less than 2% gain per year for the 4 years.

Interesting lesson?

[NormR]

A new little effort ... Periodic Table of Annual Returns for Canadians

[bender]

A new little effort ... Periodic Table of Annual Returns for Canadians

Cool! Nice to see the RRBs in there too.

[George$]

A new little effort ... Periodic Table of Annual Returns for Canadians

Neato Norm! This visual view is much more effective than a simple table of numbers with the same data.
Am I correct in thinking your periodic table is based on Norbert's Excel table of annual returns?

The other observation I see is that the gap between highest return and lowest return reached a record 70.7% in 2008 - perhaps a measure of increased (record high?) overall financial volatility?

[scomac]

Many thanks, Norm. Your work always shines a fresh light on something new.

[like_to_retire]

For fun, I added a little periodic table to my Upside/Downside calculator which includes a user specified portfolio.

Norm, have you considered adding Canadian preferred shares to the calculator?

ltr

[NormR]

A new little effort ... Periodic Table of Annual Returns for Canadians

Neato Norm! This visual view is much more effective than a simple table of numbers with the same data.
Am I correct in thinking your periodic table is based on Norbert's Excel table of annual returns?

Mostly, I list the sources at the bottom of the page.

The other observation I see is that the gap between highest return and lowest return reached a record 70.7% in 2008 - perhaps a measure of increased (record high?) overall financial volatility?

I admit that I hadn't noticed that. 2008 was quite a year.

[NormR]

For fun, I added a little periodic table to my Upside/Downside calculator which includes a user specified portfolio.

Norm, have you considered adding Canadian preferred shares to the calculator?

I might, but I don't have a source of data for preferred shares.

[Bylo Selhi]

Thanks Norm!

P.S. You might want to highlight/explain the - and + horizontal scrolling links on the sides.

[George$]

...
Mostly, I list the sources at the bottom of the page.

- Apologies. Until now I did not realize there was anything below the periodic table on my laptop screen.

Norm: Another informational addition could be to someplace show the annual $CA <=> $US exchange rate used in the table.

[NormR]

P.S. You might want to highlight/explain the - and + horizontal scrolling links on the sides.

I changed them to < >, but I'm not sure how to elegantly do much more.

Another informational addition could be to someplace show the annual $CA <=> $US exchange rate used in the table.

Humm, I'll have to think about a us/ca flag.

[NormR]

This seems like an ok thread for this link ... Unwanted Partners.

The charts at the bottom provide TSX returns corrected for fees, taxes, and inflation.

[Taggart]

Thornburg, published June 2008 (U.S.)

A Study of Real Real Returns