Periodic Tables and Charts of Annual Investment Returns

[Bylo Selhi]

Dimson et al in Triumph of the Optimists?

[Taggart]

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

[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%.

[Taggart]

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."

[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

[ghariton]

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.

George

[northbeach]

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

[DenisD]

The Callan Periodic Table of Investment Returns including 2012.

Found at: http://www.bogleheads.org/forum/viewtop ... 0&t=109145

[northbeach]

Was not sure where to post this interactive chart.

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

[Shurville]

Was not sure where to post this interactive chart.

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

Interesting to add the housing numbers as well.

[Taggart]

Credit Suisse Global Returns Yearbook 2013