Historical International returns

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Historical International returns

Post by SpartanBull » Thu Jan 05, 2017 7:32 pm

I can easily find historical returns of the S and P 500, which is more or less a pretty good bench mark for the US stock market. What would be the equivalent thing to look at for International? I can only find so much data on VTSAX...just wondering what I should look at to compare performance of international vs domestic.

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Re: Historical International returns

Post by lack_ey » Thu Jan 05, 2017 7:58 pm

I guess the DFA Matrix Book (see EAFE, which is historically through much of the period covers the vast majority of ex-US though not Canada and these days not emerging markets, which used to be a very small fraction of world stock):

You have to pay for the Dimson/Marsh/Staunton Triumph of the Optimists raw data. The Credit Suisse yearbook (check near the end) has the individual country returns since 1900 but only in graph form and telling you the average.
http://publications.credit-suisse.com/t ... 9C682E94D5

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