Asset classes performance over time chart

nxdmsandkaskdjaqd

I have seen a chart of asset class performance over time as a chart (square boxes in different colours). So shows which assets (global, UK, Europe, Japan, etc) have performed best/worst over the years.

Anyone have a link to a current version?

System

Morningstar present data like that.

https://www.morningstar.co.uk

westy22

They are widely available on the internet in a variety of types; regional, by country or by asset classes etc. Google 'Investment periodic tables'

bd10

https://monevator.com/wp-content/uploads/2015/03/UK-Asset-Returns-Table.jpg

AnotherJoe

The only problem with those is, they are always historic, you never see one for say the next five years.

AnotherJoe

bd10 wrote: »

https://monevator.com/wp-content/uploads/2015/03/UK-Asset-Returns-Table.jpg

That would lead itself to some interesting back testing.

Eg suppose you put equal amounts (or any other proportions) in all classes and rebalanced every year,vs (say) all in any one class (global equities or teh classic 60/40 equities/bonds split being teh two obvious)

nxdmsandkaskdjaqd

Got the charts thanks

Linton

AnotherJoe wrote: »

That would lead itself to some interesting back testing.

Eg suppose you put equal amounts (or any other proportions) in all classes and rebalanced every year,vs (say) all in any one class (global equities or teh classic 60/40 equities/bonds split being teh two obvious)

Having spent some time spreadsheeting I can give you the answers, assuming no errors .......

Returns over 15 yars (2000-2014), starting with 10% in each class - this is 60/40 equity/bonds
1) Rebalanced every year: 146% total return = 6.18% annual
2) No rebalancing:128% total return = 5.65% annual

Global equity: 93% total return = 4.5% annual

The best single performer was EM equity at 221% total return=8.1% annually

Make of that what you will. Dont forget the time period contained 2 major equity crashes and only 1.5 recoveries. I think the results would be rather different if we could add in the past 5 years.

bd10

These results seem sensible in my eyes. It's a real pity that they did not split up equities into subcategories. I would bet that tech/midcap stocks were at par with EM.

Freecall

AnotherJoe wrote: »

The only problem with those is, they are always historic, you never see one for say the next five years.

Don't be so impatient, I have it on good authority that one is due to be published. Just give it a little time.

AnotherJoe

Linton wrote: »

Having spent some time spreadsheeting I can give you the answers, assuming no errors .......

Returns over 15 yars (2000-2014), starting with 10% in each class - this is 60/40 equity/bonds
1) Rebalanced every year: 146% total return = 6.18% annual
2) No rebalancing:128% total return = 5.65% annual

Global equity: 93% total return = 4.5% annual

The best single performer was EM equity at 221% total return=8.1% annually

Make of that what you will. Dont forget the time period contained 2 major equity crashes and only 1.5 recoveries. I think the results would be rather different if we could add in the past 5 years.

Here we go I think https://www.vanguard.co.uk/documents/adv/literature/tactical-asset-allocation-equity-and-bond.pdf