2015 Asset Class Returns

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Tamales
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2015 Asset Class Returns

Post by Tamales »

I keep a larger list than the Callan tables, and just finished updating it so here's the 2015 data.
First, sorted by asset class:

Image

Next, sorted by return (2003-2015). Some of the indexes do not have data prior to that. so I did not sort the entries prior to 2003. Match the color of the sorted boxes to the label on the left (i.e. don't read straight across the row from the label)
Image

any errors are mine.

The commodity index brings up the bottom again.
Last edited by Tamales on Sun Jan 03, 2016 9:57 pm, edited 1 time in total.
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cfs
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Re: 2015 Asset Class Returns

Post by cfs »

Please check the sorted version.

Some of the numbers were moved around during the sort (i.e. NASDAQ return).

Thank you.
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Tamales
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Re: 2015 Asset Class Returns

Post by Tamales »

Hi cfs, can you be more specific? NASDAQ (darkest blue) looks like it sorted OK to me.
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cfs
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Re: 2015 Asset Class Returns

Post by cfs »

Maybe I am reading this wrong.

On the second chart Barclays HY row is shows 5.73.

And the NASDAQ's row shows a -4.47 return.

Again, maybe I am reading the charts wrong.
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Tamales
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Re: 2015 Asset Class Returns

Post by Tamales »

In the 2nd chart, from 2003 onward, the returns and associated numbers are sorted by year, largest to smallest. The associated color stays with the number after the sort. So from 2003 onward you have to match the color of the box to the label on the left.

Unlike Callan, I didn't put the name and the return in each box because I'd have to enter it as a text string and then I cannot auto-sort the return values or create charts.

I don't have data for several of the asset classes prior to 2003, so that's why the sorted version ends there.
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cfs
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Re: 2015 Asset Class Returns

Post by cfs »

I got it.

Roger all, thanks for the amplifying info. Lots of work on those charts.

Thanks again.
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Tamales
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Re: 2015 Asset Class Returns

Post by Tamales »

The most time-consuming part came last year, when I wanted to see whether buying the best or 2nd best, or 3rd best, or 4th best, etc, down the line to the worst, would produce better longer-run returns than the SP500 in any quasi-consistent way. For that, I needed to have just the return numbers in the spreadsheet cells in order to do all the searching and sorting and cumulative return calculations.

Since I had the table of baseline data from that, it's fairly quick to update a column every year.
Tigermoose
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Re: 2015 Asset Class Returns

Post by Tigermoose »

It was a year of "diworsification".
Institutions matter
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Phineas J. Whoopee
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Re: 2015 Asset Class Returns

Post by Phineas J. Whoopee »

Tigermoose wrote:It was a year of "diworsification".
Thank you. What will 2016 be?
PJW
rm
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Re: 2015 Asset Class Returns

Post by rm »

Awesome work. Thanks for doing this. I presume this includes dividend included as well.

Do you mind posting link of your raw data (excel file). I'd like to plot it out with graphs - visually helps a lot.
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FiveK
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Re: 2015 Asset Class Returns

Post by FiveK »

Great work - thanks for sharing.
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Crushtheturtle
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Re: 2015 Asset Class Returns

Post by Crushtheturtle »

Thank you, this is great to see.

Please double check the S&P return. I think when I did it, the result was -0.73 or something.
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ofcmetz
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Re: 2015 Asset Class Returns

Post by ofcmetz »

Crushtheturtle wrote:Thank you, this is great to see.

Please double check the S&P return. I think when I did it, the result was -0.73 or something.
Don't forget to add dividends. With dividends the returns are positive and are also the same as those quoted by the OP.
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Call_Me_Op
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Re: 2015 Asset Class Returns

Post by Call_Me_Op »

Some of the numbers do not look right. For example, small-cap value looks way too bad and emerging markets way to good.
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Re: 2015 Asset Class Returns

Post by sschullo »

Call_Me_Op wrote:Some of the numbers do not look right. For example, small-cap value looks way too bad and emerging markets way to good.
Yeah! I agree.
-32.86 would make it the worst performance on record, worse than 2008?
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Tigermoose
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Re: 2015 Asset Class Returns

Post by Tigermoose »

Phineas J. Whoopee wrote:
Tigermoose wrote:It was a year of "diworsification".
Thank you. What will 2016 be?
PJW
It will be the year prior to 2017.
Institutions matter
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siamond
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Re: 2015 Asset Class Returns

Post by siamond »

Great work, Tamales.

Any time I see a chart like that, I marvel at the fact that the primary pattern is the lack of pattern...

Still, if one were to squint hard, maybe one could expect that emerging markets will rock the boat in 2016... Maybe! :wink:
Topic Author
Tamales
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Re: 2015 Asset Class Returns

Post by Tamales »

The Callan 2015 table is now available, but it looks like you now have to register in order to download it.
https://www.callan.com/research/periodic/
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LadyGeek
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Re: 2015 Asset Class Returns

Post by LadyGeek »

Yes, you do. I have registered on the site and received access to the Callan 2015 table.

Additionally, I have requested and received permission to reproduce the table for the wiki: Callan periodic table of investment returns

I've also added this thread to the wiki ("Further reading").
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