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Preet Banerjee, B.Sc., FMA, DMS is a former stockbroker and financial advisor in Toronto. Information on this site is for entertainment purposes ONLY. Always seek individual professional advice before making any financial decisions.

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Total Returns From 1825 to 2008

March 2nd, 2009 • Related • Filed Under
                                                         
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This is a graph that shows the distribution of returns from 1825 to 2008 for the US stock market. Note that different indices were used (and index data collection methodologies) depending on the time period. It’s not 100% perfect, but is pretty close for the purposes intended: to show just how much of an outlier 2008 was. This was originally posted towards the end of November 2008 (hence the red block indicating YTD 2008). Click the picture to enlarge.

Source: Value Square Asset Management, Yale University as found on Ritholz.com/blog

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There Are 5 Responses So Far. »

  1. Comment by Mark Wolfinger on 2 March 2009:

    Hi Preet.

    With 2008 being such an outlier, what’s that suggest for 2009?

    Mark

  2. Comment by Preet on 2 March 2009:

    @Mark Wolfinger: Hopefully it suggests that strong positive years are soon in the cards, although I don’t know if that will be 2009 necessarily.

  3. Pingback by Canadian Personal Finance Blog » Blog Archive » Random Thoughts: Spring Ahead on 6 March 2009:

    [...] at Where Does All My Money Go posts a very interesting graph showing the Distribution of Stock Market return from 1825 to today. A descriptive graphical help, with the disappointing point that this year is starting at the far [...]

  4. Pingback by This and That: Iceland Bubble edition on 6 March 2009:

    [...] Preet posted an interesting chart of long-term stock returns that shows how much of an outlier 2008 was. [...]

  5. Pingback by The Equal Short Bull-Bear As The Ultimate Negative Correlator? : WhereDoesAllMyMoneyGo.com on 27 May 2009:

    [...] more than it goes down (historically the market goes up 70% of the time and down 30% of the time – if the US market is a proxy). If corrections are severe it could be even better. If markets went down more often than up, then [...]

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