2016 Callan Periodic Table of Investment Returns
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2016 Callan Periodic Table of Investment Returns
Here is the updated Callan Periodic Table of Returns updated through the end of 2016. 2016 was a great year for Small Cap Value and Small Cap Blend. both were in the bottom half the last two years. Rather than chasing returns in the top asset classes, the poor performers of one year are often the top performers the next. Buy low/sell high.
Developed international was dead last (MSCI EAFE). I suppose that will be used as justification for both sides of the international argument
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Re: 2016 Callan Periodic Table of Investment Returns
The table visually makes a good case for wide diversification and reversion to the mean.
Garland Whizzer
Garland Whizzer
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Re: 2016 Callan Periodic Table of Investment Returns
From 2010, Emerging Markets, EAFE, Barclays Agg have been in the bottom 2 spots for 4 years each, so it must be time to buy! ?LibertyLover wrote:Rather than chasing returns in the top asset classes, the poor performers of one year are often the top performers the next. Buy low/sell high. Developed international was dead last (MSCI EAFE).
Re: 2016 Callan Periodic Table of Investment Returns
I'm sorry to be obtuse but does that mean a 31.74% ANNUAL RETURN for Russell 2000 Value?
Re: 2016 Callan Periodic Table of Investment Returns
Yes. That was the return from 1/1/16 - 12/31/16.kewper wrote:I'm sorry to be obtuse but does that mean a 31.74% ANNUAL RETURN for Russell 2000 Value?
Re: 2016 Callan Periodic Table of Investment Returns
No wonder I felt like this past year was pretty blah.
Over 50% of my portfolio is in bonds and international equities. At least slightly over weighting EM helped a little this year.
Over 50% of my portfolio is in bonds and international equities. At least slightly over weighting EM helped a little this year.
- whodidntante
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Re: 2016 Callan Periodic Table of Investment Returns
It was a good year for my portfolio.
Re: 2016 Callan Periodic Table of Investment Returns
That chart has been the best learning tool for me, not just the relative return squares, but the return numbers accentuate the variations. I would like to see a computer model done with each square height relative to its % return.
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Re: 2016 Callan Periodic Table of Investment Returns
It was quite a banner year for small and value, especially Value.
- Taylor Larimore
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Re: 2016 Callan Periodic Table of Investment Returns
LibertyLover:
Thank you for sharing the latest Callan Periodic Table of Investment Returns. It confirms Mr. Bogles wise advice:
Best wishes.
Taylor
Thank you for sharing the latest Callan Periodic Table of Investment Returns. It confirms Mr. Bogles wise advice:
The Three-Fund PortfolioDon't search for the needle. Buy the haystack.
Best wishes.
Taylor
"Simplicity is the master key to financial success." -- Jack Bogle
- Taylor Larimore
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From worst to best in 12 months
LibertyLover:
Thank you for sharing the latest Callan Periodic Table of Investment Returns.
Did anyone notice that Emerging Markets had the worst return of -53.18% in 2008 and the highest return of +79.02% in 2009--a 132.20% difference in just one year. That's volatility!
The Callan Table confirms Mr. Bogle's wise advice:
Best wishes.
Taylor
Thank you for sharing the latest Callan Periodic Table of Investment Returns.
Did anyone notice that Emerging Markets had the worst return of -53.18% in 2008 and the highest return of +79.02% in 2009--a 132.20% difference in just one year. That's volatility!
The Callan Table confirms Mr. Bogle's wise advice:
The Three-Fund Portfolio"Don't search for the needle. Buy the haystack" (and sleep well).
Best wishes.
Taylor
"Simplicity is the master key to financial success." -- Jack Bogle
Re: 2016 Callan Periodic Table of Investment Returns
Link to the table, please?
- Taylor Larimore
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Re: 2016 Callan Periodic Table of Investment Returns
jrbdmb:jrbdmb wrote:Link to the table, please?
The Table is in the Opening Post.
Best wishes.
Taylor
"Simplicity is the master key to financial success." -- Jack Bogle
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Re: 2016 Callan Periodic Table of Investment Returns
PDF will download from this link: https://www.callan.com/research/files/1309.pdfjrbdmb wrote:Link to the table, please?
They may have you register..... it's free.
Re: 2016 Callan Periodic Table of Investment Returns
thank goodness for international - theres room to run maybe
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Re: 2016 Callan Periodic Table of Investment Returns
Could someone simply post the pdf itself? I'm supposedly registered with Callan, but when I try to login using my existing login ID and password, it won't accept them. When I try to change my password, it claims it doesn't recognize my email, saying it is not on file. I would be happy to start from scratch again and register, but I see no way to do that. I'm stuck.
If someone could simply post the pdf, that's all I really want.
Thanks.
If someone could simply post the pdf, that's all I really want.
Thanks.
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Re: 2016 Callan Periodic Table of Investment Returns
Bobinbrea,
I wasn't sure how to upload a PDF so I loaded it onto my Google drive to share.
https://drive.google.com/file/d/0B8JsbZ ... p=drivesdk
I wasn't sure how to upload a PDF so I loaded it onto my Google drive to share.
https://drive.google.com/file/d/0B8JsbZ ... p=drivesdk
- in_reality
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Re: 2016 Callan Periodic Table of Investment Returns
For 2016, my funds show:LibertyLover wrote:
Developed international was dead last (MSCI EAFE). I suppose that will be used as justification for both sides of the international argument
Developed Small Value +8.89%
Developed Large Value +7.7%
EM Value +30%sambb wrote:thank goodness for international - theres room to run maybe
[S&P 500 + 14.4%]
Even after those returns actually there is. P/E10 of my EM fund I believe is still about 10 as compared to around 25 for the S&P.
Anyway, I TLH'd out of VTIAX in 2014 and into value funds so am glad to see this.
- saltycaper
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Re: 2016 Callan Periodic Table of Investment Returns
Where can one get P/E10 info for specific funds?in_reality wrote:
P/E10 of my EM fund I believe is still about 10 as compared to around 25 for the S&P.
Quod vitae sectabor iter?
- in_reality
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Re: 2016 Callan Periodic Table of Investment Returns
I don't think it's generally available. The fund provider did the calculation when they wrote an article about it.saltycaper wrote:Where can one get P/E10 info for specific funds?in_reality wrote:
P/E10 of my EM fund I believe is still about 10 as compared to around 25 for the S&P.
- saltycaper
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Re: 2016 Callan Periodic Table of Investment Returns
Thanks. Bummer. I was excited for a moment.in_reality wrote:
I don't think it's generally available. The fund provider did the calculation when they wrote an article about it.
Quod vitae sectabor iter?
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Re: 2016 Callan Periodic Table of Investment Returns
Got it--thanks for your help!LibertyLover wrote:Bobinbrea,
I wasn't sure how to upload a PDF so I loaded it onto my Google drive to share.
https://drive.google.com/file/d/0B8JsbZ ... p=drivesdk
BobinBerea
Re: 2016 Callan Periodic Table of Investment Returns
Thank you for sharing this chart!LibertyLover wrote:... I wasn't sure how to upload a PDF so I loaded it onto my Google drive to share.
https://drive.google.com/file/d/0B8JsbZ ... p=drivesdk
I'm with Taylor, it really shows you how performance varies year-to-year, and chasing it is incredibly difficult.
- Aptenodytes
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Re: 2016 Callan Periodic Table of Investment Returns
I toyed around with a different way to present this information, The main changes are:
[Embedded animated GIF removed, here's the link: return ranks.gif (GIF Image, 500 × 500 pixels) --admin LadyGeek]
- + It goes back to 1985
+ I tried to cover the most-utilized asset categories among Bogleheads (e.g. I added REITs and I dropped international-developed)
+ As does the Callan table it stacks each asset category in descending order of annual returns, year by year, but it connects the positions with a line to help illustrate dynamic patterns.
[Embedded animated GIF removed, here's the link: return ranks.gif (GIF Image, 500 × 500 pixels) --admin LadyGeek]
Re: 2016 Callan Periodic Table of Investment Returns
^^^ Sorry, but animated GIFs are not permitted in this forum, see: General Etiquette
If anyone has any questions, please PM me.avoid posting in ALL CAPITAL LETTERS or otherwise using distracting formatting
Re: 2016 Callan Periodic Table of Investment Returns
The wiki has been updated for 2016: Callan periodic table of investment returns
Permission to reproduce the chart in the wiki has been received. All you need to do is ask.
Permission to reproduce the chart in the wiki has been received. All you need to do is ask.
Re: 2016 Callan Periodic Table of Investment Returns
That is a great way to represent this! Thanks.Aptenodytes wrote:I toyed around with a different way to present this information