Indeks saiki kalebu US Treasuries , masalah sing gegandhengan karo pemerintah, obligasi korporat , pass-throughs sing didhukung hipotek , sekuritase sing didhukung aset , lan sekuritase sing didhukung hipotek . "Indeks S & P 500 ngukur kinerja 500 perusahaan paling gedhé ing pasar saham ing AS.
Tabel ing ngisor iki nuduhake bali saka indeks loro ing saben taun ing taun kalender ing antarane taun 1980-2013, kanthi statistik sawetara.
| Taun | Barclays Agg. | S & P 500 | Prabédan |
| Taun 1980 | 2,71% | 32.50% | -29,79% |
| 1981 | 6.26% | -4,92% | + 11.18% |
| 1982 | 32.65% | 21,55% | + 11,10% |
| 1983 | 8.19% | 22,56% | -14.37% |
| 1984 | 15,15% | 6.27% | + 8,88% |
| 1985 | 22,13% | 31.73% | -9,60% |
| 1986 | 15.30% | 18.67% | -3.37% |
| 1987 | 2,75% | 5.25% | -2.50% |
| 1988 | 7,89% | 16.61% | -8,72% |
| 1989 | 14.53% | 31.69% | -17,16% |
| 1990 | 8,96% | -3,11% | + 12,07% |
| 1991 | 16.00% | 30,47% | -14.47% |
| 1992 | 7.40% | 7.62% | -0.22% |
| 1993 | 9,75% | 10,08% | -0.33% |
| 1994 | -2,92% | 1.32% | -4.34% |
| 1995 | 18.46% | 37.58% | -19,12% |
| 1996 | 3.64% | 22,96% | -19,32% |
| 1997 | 9,64% | 33,36% | -23,72% |
| 1998 | 8,70% | 28.58% | -19.88% |
| 1999 | -0.82% | 21,04% | -21.86% |
| 2000 | 11,63% | -9,11% | + 20,74% |
| 2001 | 8.43% | -11.89% | + 20,32% |
| 2002 | 10,26% | -22,10% | + 32,36% |
| 2003 | 4.10% | 28.68% | -24,58% |
| 2004 | 4.34% | 10,88% | -6.54% |
| 2005 | 2.43% | 4.91% | -2.48% |
| 2006 | 4.33% | 15,79% | -11,46% |
| 2007 | 6.97% | 5.49% | + 1.48% |
| 2008 | 5.24% | -37,00% | + 42,24% |
| 2009 | 5.93% | 26,46% | -20.53% |
| 2010 | 6.54% | 15,06% | -8.52% |
| 2011 | 7,84% | 2.11% | + 5.73% |
| 2012 | 4.22% | 16.00% | -11,78% |
| 2013 | -2,02% | 32,39% | -34,31% |
Statistik Barclays Agregat
Taun Positif: 31 saka 34
Punggung paling dhuwur: 32.65%, 1982
Purang paling ngisor: -2,92%, 1994
Rata-rata Taunan Taun (1980-2013): 8.42%
( Wigati: iki mung gain rata-rata, ora total bali rata-rata tahunan ).
Statistik S & P 500
Taun Positif: 28 saka 34
Punggung paling dhuwur: 37.58%, 1995
Purang paling murah: -37,00%, 2008
Rata-rata Taunan: 13.92%
Statistik komparatif:
Taun kaunggulan: 10 saka 34
Margin Utang Paling Outperformance: 42,24%, 2008
Margin paling gedhé saka kinerja: -34.31%, 2013
Carane Bakal Duwe Alokasi 50-50 Antarane Indeks Loro Iku Bakal Luwih?
Taun Positif: 30 saka 34
Punggung paling dhuwur: 28,02%, 1995
Pandhuan paling ngisor: -15.88%, 2008 (Sing liyane yaiku 2002 (-5,92%), 2001 (-1,73), lan 1994 (-0,80%)
Rata-rata Taunan: 11.17%
Iki nuduhake yen investor bakal ngasilake kira-kira 20% rega saham kanthi pamisah 50-50, nanging portofolio sing digabung uga bakal duwe resiko lower downside.
Return Data, 1928-2013
Sawise sampel dibesarkan, kesenjangan kinerja mundhak. Federal Reserve Bank of St. Louis wis ngukur pengembalian saham, tagihan Keuangan, lan obligasi 10 taun Keuangan wiwit taun 1928. Elinga yen iki makili investasi sing beda tinimbang sing dituduhake ing ndhuwur amarga ora ana S & P 500 utawa Barclays Aggregate . Telung tombol utama yaiku:
- Simpenan rata-rata pulih kira-kira 11,50% ing periode 1928-2013, dene T-tagihan lan T-obligasi rata-rata 3,57% lan 5,21%.
- $ 100 sing dituku ing saham ing taun 1928 bakal entuk nganti $ 255,553.31 ing pungkasan taun 2013, nalika $ 100 ing T-tagihan lan T-obligasi bakal berkembang dadi $ 1,972.72 lan $ 6,925.7940, saben.
- T-tagihan ngasilake pulangan positif ing kabeh 85 taun tanggalan, sementara T-ikatan gained ing 69 saka 85 taun (81%) lan saham ing 61 (72%).