Callan periodic table of investments for 2013

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arcticpineapplecorp.
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Callan periodic table of investments for 2013

Post by arcticpineapplecorp. »

Didn't see it posted here (apologize if someone has already)...links to the Callan periodic table of investments (through 2013)

http://www.callan.com/research/download ... %2f757.pdf
http://www.callan.com/research/periodic/
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staythecourse
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Re: Callan periodic table of investments for 2013

Post by staythecourse »

Thanks for the table. Love to see EM are either the best or worst EVERY year since 1994, except for 3 years. Love that you will either own a winner or dog!!

Good luck.
"The stock market [fluctuation], therefore, is noise. A giant distraction from the business of investing.” | -Jack Bogle
JohnDoh
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Re: Callan periodic table of investments for 2013

Post by JohnDoh »

I like to amend the chart by showing the fluctuating division between "winners" and "losers". Among other things it facilitates several observations:

1) In 8 of 20 years (40% of the time), EVERY asset class was a "winner" but in no year was EVERY asset class a "loser".
2) In 2 of 20 years (10% of the time), ONLY ONE asset class was a "winner" and that asset class was ALWAYS Barclays Agg (Bonds).
3) In every year that Barclays Agg was the WORST asset class, EVERY asset class was a "winner" (including Barclays Agg).
4) However, in every year that Barclays Agg was the SECOND WORST asset class, it was a "loser" (and so of course was whatever was worse than it).
5) From an investing point of view, the 2008 crash consisted of EXACTLY one bad year (2008) followed by FOUR exceptionally good years and ONE pretty good year (2011).

Of course there are other investable asset classes not included in the chart --- including REITs, Precious Metal Equity, CCFs, etc. --- so I'm not sure how these observations hold when other asset classes are included.

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LadyGeek
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Re: Callan periodic table of investments for 2013

Post by LadyGeek »

Also, thanks. The wiki has been updated for 2013: Callan periodic table of investment returns

The Notes section has a chart which shows the dispersion (variation from high to low) of the returns.
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heyyou
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Re: Callan periodic table of investments for 2013

Post by heyyou »

Thanks JD. I too have drawn a line at the + and - threshold for emphasis, but not connecting them on the sides. I like your method better.
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tyler_cracker
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Re: Callan periodic table of investments for 2013

Post by tyler_cracker »

johndoh,

i like your version with the black line :thumbsup
swaption
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Re: Callan periodic table of investments for 2013

Post by swaption »

Was probably just made available, since I looked for it last week. Was in context of the thread regarding the upcoming bond crash. The data I referenced can be seen plainly here. 2013 was the highest annual S&P 500 annual return and the Barc bond index was the only negative year for bonds this century. So for those trying to time a departure from bonds, it's clear that the low hanging fruit has been well harvested.
billyt
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Re: Callan periodic table of investments for 2013

Post by billyt »

1994 and 1999 were both negative years for bonds as well. 1994 was slightly worse than 1013. Note that in the year following negative bond returns, bonds returned double digits.
madbrain
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Re: Callan periodic table of investments for 2013

Post by madbrain »

Hmm, interesting, Emerging markets were the best asset class in 8 of 20 years, and also the worst asset class in 8 of 20 years.
dbr
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Re: Callan periodic table of investments for 2013

Post by dbr »

madbrain wrote:Hmm, interesting, Emerging markets were the best asset class in 8 of 20 years, and also the worst asset class in 8 of 20 years.
In Rick Ferri's 30 year forecast of investment returns EM has the highest expected standard deviation of returns of all investments listed there at 29%, greater even than small cap stocks at 26%, US large caps at 19%, all the way down to 1 mo. T-bills at 2% and 10 year Treasuries at 6%. Emphasis is that these numbers are SD of annual returns, not SD of value of a holding.
JohnDoh
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Re: Callan periodic table of investments for 2013

Post by JohnDoh »

Allianz has long put out their own periodic table, and I've just found their latest. It covers 2003-2013 (the column heading says "YTD 2013" but the footnote says data is "as of 12/31/13"; it was probably a running chart that did not have its heading changed at year-end). It includes significantly different asset classes and in that respect I prefer it to the Callan chart. I do wish there were a 20 year Allianz chart though.

http://us.allianzgi.com/MarketingProgra ... _ACO33.pdf

I did the same "winner" and "loser" exercise on the Allianz chart as I did on the Callan chart.

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englishgirl
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Re: Callan periodic table of investments for 2013

Post by englishgirl »

Ooh! Love the periodic table(s). Thanks for posting.

The Allianz chart got me wondering if anyone cares to draw lines showing the rate of inflation in each year? It'd be good to see that, especially in relation to cash.
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Gleevec
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Re: Callan periodic table of investments for 2013

Post by Gleevec »

Do any of these charts show aggregate returns (e.g. if you invested $1 in each class at the first year, what it would be as of 2013)?
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