Rates of Return over last 25 years

Rates of Return for Oil, Precious Metals and S&P500 since 1987

FTSE World Index TR

FTSE RAFI Index Series

FTSE EPRA NAREIT Global Real Estate Index

MSCI Index historic rolling performance





Historic investment returns over the past 15 years

Annual Asset Class Returns

Annual S&P500 Sector Performance

International Stock Market Returns

Emerging Market Returns

S&P500 and Sectors Return p.a. YTD to 5 years

CAGR of the Stock Market

Understanding Performance

Investors don't get average returns; they get compound returns!
Ignore avg. returns. Instead, focus on multiyear compound returns.
Understanding performance.pdf
Adobe Acrobat Document 255.5 KB

Inflation Calculator CPI (history)

Historic rolling performance and risk data

Absolut Performance Asset Classes

Adobe Acrobat Document 8.0 MB

The Accumulator

Adobe Acrobat Document 234.0 KB
Adobe Acrobat Document 227.6 KB

Countriy profiles

CS Global Investment Returns Year Book 2018
CS Inv. Returns Year Book 2018.pdf
Adobe Acrobat Document 3.8 MB
CS Global Investment Returns Yearbook 2014
Adobe Acrobat Document 3.1 MB

S&P earnings growth and revisions

Director's Report_aggregated earnings gr
Adobe Acrobat Document 52.7 KB

Sector Trends




Stock Rating System


Power Gauge White Paper 2.0.pdf
Adobe Acrobat Document 4.2 MB

US Private Equity Performance

Private Equity Index_Q1_2013_Cambridge A
Adobe Acrobat Document 485.6 KB

Range of annualized real returns of US equities for different holding periods (1850–2008)


Since 1850, a US investor who bought a broad basket of equities could have earned a real return of anything between –62% and 172% in one year (assuming no taxes). If she had held the stocks for 25 years, the range of possible annualized returns would have been smaller but positive (between 1% and 12% per annum). Had she invested in government bonds, the range of returns would have been narrower, but because of inflation she could still have suffered a negative real return after 25 years.


Study on Real Returns after Tax.pdf
Adobe Acrobat Document 383.6 KB
Long-term approach_stockmarket_performan
Adobe Acrobat Document 1.4 MB

Target Return Probabilites over Time

Short Term Market and Sector Returns daily, weekly, monthly, YTD

Nominal and Real Interest Rates

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