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Stocks T.Bills T.Bonds

This document contains annual return data for stocks, treasury bills (T-Bills), and treasury bonds (T-Bonds) from 1928 to 2001. It includes the average annual returns for each asset class over this period, the standard deviation of annual returns (a measure of risk/volatility), and the correlation between the returns of different asset classes. Stocks had the highest average annual returns of 12.05% but also the highest risk with a standard deviation of 20.08%, while T-Bills had the lowest returns of 3.96% and lowest risk of 3.16%.

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50 views1 page

Stocks T.Bills T.Bonds

This document contains annual return data for stocks, treasury bills (T-Bills), and treasury bonds (T-Bonds) from 1928 to 2001. It includes the average annual returns for each asset class over this period, the standard deviation of annual returns (a measure of risk/volatility), and the correlation between the returns of different asset classes. Stocks had the highest average annual returns of 12.05% but also the highest risk with a standard deviation of 20.08%, while T-Bills had the lowest returns of 3.96% and lowest risk of 3.16%.

Uploaded by

CH NAIR
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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A B C D E F G H I

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6 Annual Returns on Investments in
7 Year Stocks T.Bills T.Bonds
8 1928 43.81% 3.08% 0.84%
9 1929 -8.30% 3.16% 4.20%
10 1930 -25.12% 4.55% 4.54%
11 1931 -43.84% 2.31% -2.56%
12 1932 -8.64% 1.07% 8.79%
13 1933 49.98% 0.96% 1.86%
14 1934 -1.19% 0.30% 7.96%
15 1935 46.74% 0.23% 4.47%
16 1936 31.94% 0.15% 5.02%
17 1937 -35.34% 0.12% 1.38%
18 1938 29.28% 0.11% 4.21%
19 1939 -1.10% 0.03% 4.41%
20 1940 -10.67% 0.04% 5.40%
21 1941 -12.77% 0.02% -2.02%
22 1942 19.17% 0.33% 2.29%
23 1943 25.06% 0.38% 2.49%
24 1944 19.03% 0.38% 2.58%
25 1945 35.82% 0.38% 3.80%
26 1946 -8.43% 0.38% 3.13%
27 1947 5.20% 0.38% 0.92%
28 1948 5.70% 0.95% 1.95%
29 1949 18.30% 1.16% 4.66%
30 1950 30.81% 1.10% 0.43%
31 1951 23.68% 1.34% -0.30%
32 1952 18.15% 1.73% 2.27%
33 1953 -1.21% 2.09% 4.14%
34 1954 52.56% 1.60% 3.29%
35 1955 32.60% 1.15% -1.34%
36 1956 7.44% 2.54% -2.26%
37 1957 -10.46% 3.21% 6.80%
38 1958 43.72% 3.04% -2.10%
39 1959 12.06% 2.77% -2.65%
40 1960 0.34% 4.49% 11.64%
41 1961 26.64% 2.25% 2.06%
42 1962 -8.81% 2.60% 5.69%
43 1963 22.61% 2.87% 1.68%
44 1964 16.42% 3.52% 3.73%
45 1965 12.40% 3.84% 0.72%
46 1966 -9.97% 4.38% 2.91%
47 1967 23.80% 4.96% -1.58%
48 1968 10.81% 4.97% 3.27%
49 1969 -8.24% 5.96% -5.01%
50 1970 3.56% 7.82% 16.75%
51 1971 14.22% 4.87% 9.79%
52 1972 18.76% 4.01% 2.82%
53 1973 -14.31% 5.07% 3.66%
54 1974 -25.90% 7.45% 1.99%
55 1975 37.00% 7.15% 3.61%
56 1976 23.83% 5.44% 15.98%
57 1977 -6.98% 4.35% 1.29%
58 1978 6.51% 6.07% -0.78%
59 1979 18.52% 9.08% 0.67%
60 1980 31.74% 12.04% -2.99%
61 1981 -4.70% 15.49% 8.20%
62 1982 20.42% 10.85% 32.81%
63 1983 22.34% 7.94% 3.20%
64 1984 6.15% 9.00% 13.73%
65 1985 31.24% 8.06% 25.71%
66 1986 18.49% 7.10% 24.28%
67 1987 5.81% 5.53% -4.96%
68 1988 16.54% 5.77% 8.22%
69 1989 31.48% 8.07% 17.69%
70 1990 -3.06% 7.63% 6.24%
71 1991 30.23% 6.74% 15.00%
72 1992 7.49% 4.07% 9.36%
73 1993 9.97% 3.22% 14.21%
74 1994 1.33% 3.06% -8.04%
75 1995 37.20% 5.60% 23.48%
76 1996 23.82% 5.14% 1.43%
77 1997 31.86% 4.91% 9.94%
78 1998 28.34% 5.16% 14.92%
79 1999 20.89% 4.39% -8.25% variance sigma
80 2000 -9.03% 5.37% 16.66% 0.0110947174 0.1053314647
81 2001 -11.85% 5.73% 5.57%
82
83 stocks tbills bonds Stocks T.Bills T.Bonds
84 averages 12.05% 3.96% 5.21% Stocks 1 -0.001443 0.123372
85 sigma 20.08% 3.16% 7.63% T.Bills -0.0014428158 1 0.382041
86 T.Bonds 0.1233716792 0.382041 1
87 fraction 0.5 0.25 0.25
88 sigma*fraction 0.100414635 0.007911 0.019068359 1 -0.001443 0.123372
89 1 0.382041
90 1

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