儲蓄保險王

透視各家儲蓄險IRR,踢爆保險黑心貨與偽專家,看見儲蓄險的美麗與陷阱

1972~2015 44年間25個移動20年各類資產表現

by · 2016-06-17

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1972~2015 44年間25個移動20年各類資產表現 - 儲蓄保險王

William Bernstein的智慧型資產配置 P49:

那些忽視投資史的人註定會重蹈歷史覆轍,

應該要研究各類資產的歷史投資報酬與風險,

一項資產的長期投資報酬結果(20年以上)

是該資產未來報酬與風險的適當指引

1972年初到2015年底

總共有44個完整年度

25個移動20年

績效資料來源在此

取了以下13種資產類別為例

13×25=325，共需要抓325次資料

實在該用移動30年為例的 ><“

ETF名稱,版上幾乎都有介紹

若不清楚代號的意義,

可先看這幾篇文章:

全球股市ETF

TD ameritrade的免佣ETF (股市)

TD ameritrade的免佣ETF (續1,股市)

TD ameritrade的免佣ETF (續2,REITS)

TD ameritrade的免佣ETF(續5,高收益債券)

TD ameritrade的免佣ETF(美股篇)

　 ETF
US Stock Market VTI 　
Large Cap Value VTV VYM
Large Cap Blend IVV 　
Large Cap Growth VUG MGK
Small Cap Blend VBK+VBR 　
REIT VNQ+VNQi 　
Intl Stock Market VEU VEA+VWO
Intl Developed Markets VEA VGK+VPL
Emerging Markets VWO 　
Intl Pacific Region VPL 　
Intl Europe VGK 　
High Yield Bond JNK 　
Gold GLD 　

報酬率最高跟標準差最低的類別,以黃底表示

報酬率最低跟標準差最高的類別,以紅底表示

肯恩費雪教你破除50個投資迷思

裡面就有對投資黃金的精采論述

黃金漲跌有時,但以跌為主

從1973年末開始算,

至2009年底

世界股市年均報酬9.1%

標普500指數年均報酬10.5%

10年期美國政府公債年均報酬8.2%

令人驚訝的是,

超級安全的美債績效也優於黃金

同時期,黃金年均報酬6.8%

 

不僅報酬率較差,黃金還傾向大起大落

自1973年來,僅有六段時間顯著上漲

上漲期間僅占15%

相對地,股票,債券,房地產

都是上漲期間多於下跌

剔除這六段上漲期,

黃金年均報酬-3.6%

從1982~2003,23年期間,

黃金都是虧錢的

你是捕抓市場趨勢的高手嗎?

以下資料多次顯示

黃金報酬率最低,標準差(波動風險)又最高,

看到知識不足的”偽”專家推薦黃金長線看好

實在讓人嘆氣

基本知識都沒有,

還教人費用率跟績效八竿子沒關係

靠自己的通靈能力選基金比較重要?

CAGR:

年均複合增長率（Compound Annual Growth Rate)

= (現有價值/基礎價值)(1/N) – 1

其實跟躉繳儲蓄險IRR公式一樣

網站還有提供

Initial Balance, Final Balance

由這兩個數字與公式

計算出來的IRR同CAGR,

(除了高收益債以外)

所以該網站高收益債資料

Final Balance與CAGR (IRR<CAGR)

其中一項資訊是錯的

先以較高CAGR來看,

若有錯誤請再告知

總共有25+2個表,

我將25次平均跟

1972~2015 44年績效放在前兩張

由這些資料分析出來的溢酬機率

則如下一篇文章:各類風險溢酬與資產配置建議

 

25次移動20年平均 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 11.95% 16.77% 36.12% -22.51% 1.00 0.56
Large Cap Value 12.59% 15.85% 40.24% -22.12% 0.93 0.56
Large Cap Blend 12.01% 16.63% 37.20% -22.78% 0.99 0.55
Large Cap Growth 11.65% 19.92% 41.84% -26.00% 0.95 0.48
Small Cap Blend 12.51% 19.56% 47.99% -25.93% 0.84 0.50
REIT 12.56% 16.84% 37.94% -23.47% 0.48 0.31
Intl Stock Market 11.00% 22.32% 57.13% -29.02% 0.56 1.00
Intl Developed Markets 9.81% 21.78% 57.13% -29.13% 0.56 0.99
Emerging Markets 17.14% 32.02% 73.82% -32.24% 0.46 0.83
Intl Pacific Region 7.49% 28.08% 79.35% -34.44% 0.35 0.90
Intl Europe 11.98% 21.06% 61.66% -25.74% 0.72 0.84
High Yield Bond 8.76% 9.95% 27.23% -10.79% 0.72 0.57
Gold 3.26% 20.75% 58.81% -26.97% -0.15 0.22
1972~2015 (44年) CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 10.15% 17.93% 38.44% -37.04% 1 0.66
Large Cap Value 11.49% 17.72% 56.87% -35.97% 0.93 0.62
Large Cap Blend 10.07% 17.61% 37.45% -37.02% 0.99 0.65
Large Cap Growth 9.52% 20.24% 42.21% -38.32% 0.96 0.6
Small Cap Blend 11.80% 21.83% 57.04% -36.07% 0.86 0.56
REIT 11.81% 18.04% 47.29% -37.05% 0.59 0.4
Intl Stock Market 9.73% 22.65% 68.33% -44.10% 0.66 1
Intl Developed Markets 8.91% 21.87% 69.44% -41.27% 0.66 0.99
Emerging Markets 14.48% 31.73% 75.98% -52.81% 0.54 0.87
Intl Pacific Region 8.79% 29.79% 106.99% -34.47% 0.44 0.86
Intl Europe 9.77% 21.62% 79.32% -44.73% 0.75 0.88
High Yield Bond 7.37% 9.80% 29.01% -21.29% 0.76 0.67
Gold 7.07% 28.94% 125.65% -32.87% -0.24 -0.02

1972~2015 44年間25個移動20年各類資產表現 - 儲蓄保險王

1. 1972~1991 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 11.51% 18.27% 38.44% -27.34% 1 0.57
Large Cap Value 14.29% 18.56% 56.87% -23.26% 0.91 0.52
Large Cap Blend 11.47% 17.45% 36.95% -26.63% 0.99 0.59
Large Cap Growth 10.37% 20.10% 40.89% -29.36% 0.97 0.54
Small Cap Blend 13.86% 25.33% 57.04% -31.06% 0.84 0.4
REIT 12.70% 17.96% 47.29% -21.56% 0.76 0.39
Intl Stock Market 15.25% 24.08% 68.33% -23.74% 0.57 1
Intl Developed Markets 13.56% 24.00% 69.44% -23.41% 0.55 1
Emerging Markets\ 23.86% 28.79% 64.31% -25.71% 0.61 0.89
Intl Pacific Region 17.08% 34.98% 106.99% -34.47% 0.38 0.85
Intl Europe 12.75% 23.01% 79.32% -23.01% 0.62 0.84
High Yield Bond 10.82% 12.36% 29.01% -5.85% 0.77 0.62
Gold 10.59% 39.29% 125.65% -32.87% -0.33 -0.22
2. 1973~1992 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 11.16% 18.27% 38.44% -27.34% 1 0.57
Large Cap Value 14.04% 18.55% 56.87% -23.26% 0.91 0.52
Large Cap Blend 10.91% 17.43% 36.95% -26.63% 0.99 0.58
Large Cap Growth 9.57% 20.05% 40.89% -29.36% 0.97 0.54
Small Cap Blend 14.57% 25.16% 57.04% -31.06% 0.85 0.42
REIT 13.03% 17.90% 47.29% -21.56% 0.77 0.4
Intl Stock Market 12.90% 24.26% 68.33% -23.74% 0.57 1
Intl Developed Markets 11.12% 24.29% 69.44% -23.41% 0.55 0.99
Emerging Markets 22.01% 28.49% 64.31% -25.71% 0.62 0.88
Intl Pacific Region 11.77% 29.70% 93.30% -34.47% 0.42 0.92
Intl Europe 11.76% 23.36% 79.32% -23.01% 0.62 0.86
High Yield Bond 11.24% 11.49% 29.01% -5.85% 0.73 0.51
Gold 8.08% 38.81% 125.65% -32.87% -0.34 -0.23
3. 1974~1993 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 12.85% 16.78% 38.44% -27.34% 1 0.49
Large Cap Value 15.21% 17.99% 56.87% -23.26% 0.92 0.47
Large Cap Blend 12.34% 16.24% 36.95% -26.63% 0.99 0.51
Large Cap Growth 11.00% 18.65% 40.89% -29.36% 0.96 0.44
Small Cap Blend 17.72% 22.43% 57.04% -20.08% 0.82 0.32
REIT 15.02% 16.45% 47.29% -21.56% 0.72 0.33
Intl Stock Market 15.70% 23.70% 68.33% -23.74% 0.49 1
Intl Developed Markets 13.62% 23.66% 69.44% -23.41% 0.48 0.99
Emerging Markets 26.41% 28.89% 74.07% -25.71% 0.5 0.87
Intl Pacific Region 14.84% 28.72% 93.30% -34.47% 0.34 0.91
Intl Europe 13.67% 23.01% 79.32% -23.01% 0.58 0.86
High Yield Bond 12.00% 10.96% 29.01% -5.85% 0.68 0.53
Gold 6.05% 36.36% 125.65% -32.87% -0.24 -0.13
4. 1975~1994 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 14.65% 14.13% 38.44% -6.18% 1 0.36
Large Cap Value 16.70% 15.96% 56.87% -8.29% 0.89 0.35
Large Cap Blend 14.16% 13.59% 36.95% -7.97% 0.99 0.39
Large Cap Growth 13.11% 16.04% 40.89% -11.49% 0.94 0.3
Small Cap Blend 19.02% 20.98% 57.04% -19.68% 0.79 0.21
REIT 16.59% 14.26% 47.29% -15.58% 0.61 0.17
Intl Stock Market 17.59% 21.82% 68.33% -21.54% 0.36 1
Intl Developed Markets 15.58% 21.89% 69.44% -23.41% 0.35 0.99
Emerging Markets 27.79% 27.31% 74.07% -10.97% 0.39 0.83
Intl Pacific Region 16.92% 27.23% 93.30% -34.47% 0.2 0.9
Intl Europe 15.27% 21.42% 79.32% -10.64% 0.49 0.83
High Yield Bond 10.55% 11.27% 29.01% -5.85% 0.73 0.56
Gold 3.08% 33.44% 125.65% -32.87% 0.01 0.05
5. 1976~1995 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 14.54% 13.92% 35.79% -6.18% 1 0.27
Large Cap Value 15.91% 13.87% 43.70% -8.29% 0.9 0.26
Large Cap Blend 14.18% 13.64% 37.45% -7.97% 0.99 0.28
Large Cap Growth 13.28% 16.33% 40.89% -11.49% 0.95 0.21
Small Cap Blend 18.02% 19.73% 57.04% -19.68% 0.75 0.15
REIT 16.39% 14.26% 47.29% -15.58% 0.6 0.17
Intl Stock Market 16.32% 21.55% 68.33% -21.54% 0.27 1
Intl Developed Markets 14.47% 21.53% 69.44% -23.41% 0.27 0.99
Emerging Markets 25.50% 27.93% 74.07% -10.97% 0.26 0.83
Intl Pacific Region 15.72% 27.45% 93.30% -34.47% 0.14 0.9
Intl Europe 14.35% 20.54% 79.32% -10.64% 0.42 0.82
High Yield Bond 11.30% 10.96% 29.01% -5.85% 0.73 0.51
Gold 4.79% 32.49% 125.65% -32.87% 0.09 0.1
6. 1977~1996 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 14.29% 13.74% 35.79% -6.18% 1 0.29
Large Cap Value 14.96% 12.42% 36.94% -8.29% 0.93 0.36
Large Cap Blend 14.14% 13.61% 37.45% -7.97% 0.98 0.3
Large Cap Growth 13.57% 16.46% 40.89% -11.49% 0.96 0.21
Small Cap Blend 16.35% 17.66% 45.76% -19.68% 0.75 0.25
REIT 15.89% 13.12% 35.62% -15.58% 0.59 0.23
Intl Stock Market 16.57% 21.40% 68.33% -21.54% 0.29 1
Intl Developed Markets 14.68% 21.41% 69.44% -23.41% 0.29 0.99
Emerging Markets 25.95% 27.68% 74.07% -10.97% 0.29 0.82
Intl Pacific Region 14.14% 28.07% 93.30% -34.47% 0.11 0.92
Intl Europe 15.86% 19.87% 79.32% -10.64% 0.5 0.8
High Yield Bond 11.15% 10.47% 29.01% -5.85% 0.72 0.51
Gold 4.76% 32.50% 125.65% -32.87% 0.1 0.1
7. 1978~1997 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 16.10% 13.37% 35.79% -6.18% 1 0.26
Large Cap Value 16.40% 12.31% 36.94% -8.29% 0.93 0.32
Large Cap Blend 16.27% 13.07% 37.45% -5.20% 0.99 0.26
Large Cap Growth 15.95% 16.06% 40.89% -11.49% 0.95 0.17
Small Cap Blend 16.33% 17.64% 45.76% -19.68% 0.83 0.22
REIT 15.71% 13.06% 35.62% -15.58% 0.65 0.22
Intl Stock Market 15.33% 21.80% 68.33% -21.54% 0.26 1
Intl Developed Markets 13.85% 21.66% 69.44% -23.41% 0.26 0.99
Emerging Markets 22.42% 29.12% 74.07% -16.82% 0.25 0.83
Intl Pacific Region 11.76% 29.66% 93.30% -34.47% 0.02 0.92
Intl Europe 15.89% 19.88% 79.32% -10.64% 0.56 0.77
High Yield Bond 11.21% 10.03% 29.01% -5.85% 0.7 0.49
Gold 2.46% 32.99% 125.65% -32.87% 0.09 0.13
8. 1979~1998
CAGR
 Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 16.91% 13.25% 35.79% -6.18% 1 0.3
Large Cap Value 17.02% 11.89% 36.94% -8.29% 0.92 0.4
Large Cap Blend 17.41% 13.04% 37.45% -5.20% 0.98 0.31
Large Cap Growth 17.63% 16.81% 42.21% -11.49% 0.93 0.19
Small Cap Blend 14.97% 18.15% 45.76% -19.68% 0.8 0.21
REIT 14.14% 14.94% 35.62% -16.32% 0.51 0.22
Intl Stock Market 14.42% 21.38% 68.33% -21.54% 0.3 1
Intl Developed Markets 13.30% 21.34% 69.44% -23.41% 0.3 0.99
Emerging Markets 18.79% 30.10% 74.07% -18.12% 0.24 0.78
Intl Pacific Region 9.71% 28.73% 93.30% -34.47% 0.05 0.91
Intl Europe 16.11% 20.00% 79.32% -10.64% 0.59 0.76
High Yield Bond 10.80% 9.77% 29.01% -5.85% 0.67 0.49
Gold 0.81% 32.23% 125.65% -32.87% 0.12 0.09
9. 1980~1999 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 16.96% 13.27% 35.79% -6.18% 1 0.33
Large Cap Value 16.64% 11.92% 36.94% -8.29% 0.91 0.39
Large Cap Blend 17.56% 13.06% 37.45% -5.20% 0.98 0.31
Large Cap Growth 17.87% 16.93% 42.21% -11.49% 0.93 0.22
Small Cap Blend 14.12% 17.16% 45.76% -19.68% 0.82 0.28
REIT 12.18% 14.71% 35.42% -16.32% 0.46 0.23
Intl Stock Market 15.69% 21.39% 68.33% -21.54% 0.33 1
Intl Developed Markets 14.41% 21.34% 69.44% -23.41% 0.33 0.99
Emerging Markets 21.56% 30.92% 74.07% -18.12% 0.28 0.78
Intl Pacific Region 12.42% 30.05% 93.30% -34.47% 0.1 0.9
Intl Europe 16.22% 19.98% 79.32% -10.64% 0.59 0.75
High Yield Bond 10.23% 9.67% 29.01% -5.85% 0.62 0.45
Gold -3.19% 14.90% 21.72% -32.87% 0.09 0.46
10. 1981~2000 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 14.68% 14.21% 35.79% -10.57% 1 0.42
Large Cap Value 15.72% 12.06% 36.94% -8.29% 0.89 0.42
Large Cap Blend 15.39% 13.99% 37.45% -9.06% 0.99 0.4
Large Cap Growth 14.49% 18.56% 42.21% -22.21% 0.94 0.33
Small Cap Blend 12.13% 16.72% 45.76% -19.68% 0.81 0.33
REIT 12.28% 14.80% 35.42% -16.32% 0.29 0.14
Intl Stock Market 13.54% 22.58% 68.33% -21.54% 0.42 1
Intl Developed Markets 12.39% 22.33% 69.44% -23.41% 0.41 0.99
Emerging Markets 18.18% 33.08% 74.07% -27.56% 0.39 0.8
Intl Pacific Region 9.07% 31.05% 93.30% -34.47% 0.18 0.91
Intl Europe 14.96% 20.80% 79.32% -10.64% 0.66 0.78
High Yield Bond 9.50% 9.78% 29.01% -5.85% 0.66 0.51
Gold -4.14% 14.38% 21.72% -32.87% 0.04 0.45

 images4N93C693博客來 

11. 1982~2001 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 14.24% 14.80% 35.79% -10.97% 1 0.48
Large Cap Value 14.93% 13.21% 36.94% -11.88% 0.9 0.49
Large Cap Blend 14.96% 14.61% 37.45% -12.02% 0.99 0.47
Large Cap Growth 14.39% 18.67% 42.21% -22.21% 0.94 0.38
Small Cap Blend 12.20% 16.67% 45.76% -19.68% 0.79 0.34
REIT 12.62% 14.70% 35.42% -16.32% 0.25 0.12
Intl Stock Market 12.30% 23.72% 68.33% -21.54% 0.48 1
Intl Developed Markets 11.08% 23.54% 69.44% -23.41% 0.47 0.99
Emerging Markets 17.81% 33.30% 74.07% -27.56% 0.41 0.8

 
Intl Pacific Region 7.01% 32.26% 93.30% -34.47% 0.27 0.92
Intl Europe 14.31% 21.56% 79.32% -20.30% 0.68 0.81
High Yield Bond 9.10% 9.62% 29.01% -5.85% 0.66 0.53
Gold -2.19% 12.56% 21.72% -21.72% -0.14 0.39
12. 1983~2002 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 11.86% 16.78% 35.79% -20.96% 1 0.55
Large Cap Value 12.57% 15.49% 36.94% -20.91% 0.92 0.57
Large Cap Blend 12.46% 16.83% 37.45% -22.15% 0.99 0.55
Large Cap Growth 11.82% 20.62% 42.21% -23.68% 0.95 0.46
Small Cap Blend 9.74% 18.03% 45.76% -20.02% 0.83 0.44
REIT 11.74% 14.74% 35.42% -16.32% 0.28 0.17
Intl Stock Market 11.45% 24.40% 68.33% -21.54% 0.55 1
Intl Developed Markets 10.21% 24.22% 69.44% -23.41% 0.54 0.99
Emerging Markets 17.37% 33.59% 74.07% -27.56% 0.47 0.8

 
Intl Pacific Region 6.84% 32.35% 93.30% -34.47% 0.32 0.92
Intl Europe 12.89% 22.77% 79.32% -20.30% 0.74 0.82
High Yield Bond 8.68% 9.51% 29.01% -5.85% 0.66 0.55
Gold -1.76% 13.45% 24.96% -21.72% -0.35 0.27
13. 1984~2003 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 12.28% 17.17% 35.79% -20.96% 1 0.58
Large Cap Value 12.75% 15.72% 36.94% -20.91% 0.93 0.59
Large Cap Blend 12.78% 17.08% 37.45% -22.15% 0.99 0.56
Large Cap Growth 12.29% 20.80% 42.21% -23.68% 0.95 0.48
Small Cap Blend 10.42% 19.24% 45.76% -20.02% 0.83 0.48
REIT 11.96% 15.11% 35.65% -16.32% 0.32 0.22
Intl Stock Market 12.08% 24.99% 68.33% -21.54% 0.58 1
Intl Developed Markets 10.81% 24.79% 69.44% -23.41% 0.56 0.99
Emerging Markets 18.47% 34.49% 74.07% -27.56% 0.49 0.82
Intl Pacific Region 7.34% 32.76% 93.30% -34.47% 0.34 0.92
Intl Europe 13.61% 23.34% 79.32% -20.30% 0.75 0.83
High Yield Bond 9.11% 9.43% 29.01% -5.85% 0.68 0.57
Gold 0.01% 13.62% 24.96% -21.72% -0.23 0.37
14. 1985~2004 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 12.71% 17.04% 35.79% -20.96% 1 0.57
Large Cap Value 13.03% 15.69% 36.94% -20.91% 0.93 0.59
Large Cap Blend 13.02% 17.00% 37.45% -22.15% 0.99 0.56
Large Cap Growth 12.75% 20.55% 42.21% -23.68% 0.95 0.47
Small Cap Blend 11.86% 18.75% 45.76% -20.02% 0.83 0.48
REIT 12.42% 15.55% 35.65% -16.32% 0.33 0.24
Intl Stock Market 12.71% 24.97% 68.33% -21.54% 0.57 1
Intl Developed Markets 11.43% 24.80% 69.44% -23.41% 0.56 0.99
Emerging Markets 19.44% 34.29% 74.07% -27.56% 0.49 0.81
Intl Pacific Region 7.60% 32.80% 93.30% -34.47% 0.34 0.92
Intl Europe 14.63% 23.10% 79.32% -20.30% 0.75 0.83
High Yield Bond 9.08% 9.18% 29.01% -5.85% 0.68 0.57
Gold 1.33% 12.76% 24.96% -21.72% -0.3 0.37
15. 1986~2005 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 11.48% 16.58% 35.79% -20.96% 1 0.53
Large Cap Value 11.88% 15.23% 36.94% -20.91% 0.93 0.54
Large Cap Blend 11.75% 16.64% 37.45% -22.15% 0.99 0.51
Large Cap Growth 11.45% 20.20% 42.21% -23.68% 0.95 0.43
Small Cap Blend 10.76% 18.33% 45.76% -20.02% 0.82 0.44
REIT 12.08% 15.50% 35.65% -16.32% 0.32 0.22
Intl Stock Market 11.00% 22.98% 68.33% -21.54% 0.53 1
Intl Developed Markets 9.67% 22.72% 69.44% -23.41% 0.51 0.99
Emerging Markets 18.14% 33.04% 74.07% -27.56% 0.44 0.8
Intl Pacific Region 6.93% 32.29% 93.30% -34.47% 0.3 0.94
Intl Europe 11.83% 17.82% 44.11% -20.30% 0.79 0.82
High Yield Bond 8.16% 8.81% 29.01% -5.85% 0.66 0.5
Gold 1.90% 13.22% 24.96% -21.72% -0.34 0.37
16. 1987~2006 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 11.46% 16.58% 35.79% -20.96% 1 0.6
Large Cap Value 11.99% 15.30% 36.94% -20.91% 0.92 0.6
Large Cap Blend 11.64% 16.61% 37.45% -22.15% 0.99 0.57
Large Cap Growth 11.14% 20.22% 42.21% -23.68% 0.94 0.48
Small Cap Blend 11.28% 18.28% 45.76% -20.02% 0.83 0.59
REIT 12.79% 16.22% 35.65% -16.32% 0.31 0.25
Intl Stock Market 9.44% 19.32% 40.34% -21.54% 0.6 1
Intl Developed Markets 8.07% 18.64% 38.67% -23.41% 0.6 0.99
Emerging Markets 16.76% 31.64% 74.07% -27.56% 0.45 0.8
Intl Pacific Region 4.05% 25.89% 57.05% -34.47% 0.34 0.9
Intl Europe 11.40% 16.99% 38.70% -20.30% 0.82 0.79
High Yield Bond 7.75% 8.59% 29.01% -5.85% 0.66 0.46
Gold 1.94% 13.31% 24.96% -21.72% -0.33 0.29
17. 1988~2007 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 11.68% 16.46% 35.79% -20.96% 1 0.64
Large Cap Value 11.98% 15.31% 36.94% -20.91% 0.92 0.63
Large Cap Blend 11.67% 16.59% 37.45% -22.15% 0.99 0.59
Large Cap Growth 11.53% 20.13% 42.21% -23.68% 0.94 0.51
Small Cap Blend 11.87% 17.77% 45.76% -20.02% 0.83 0.66
REIT 12.00% 17.17% 35.65% -16.46% 0.3 0.27
Intl Stock Market 8.94% 19.01% 40.34% -21.54% 0.64 1
Intl Developed Markets 7.45% 18.32% 38.67% -23.41% 0.65 0.99
Emerging Markets 16.91% 31.74% 74.07% -27.56% 0.45 0.8
Intl Pacific Region 2.57% 24.75% 57.05% -34.47% 0.41 0.89
Intl Europe 11.91% 16.86% 38.70% -20.30% 0.81 0.83
High Yield Bond 7.72% 8.61% 29.01% -5.85% 0.66 0.48
Gold 2.30% 14.09% 30.57% -21.72% -0.32 0.24
18. 1989~2008 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 8.23% 19.82% 35.79% -37.04% 1 0.75
Large Cap Value 8.39% 18.61% 36.94% -35.97% 0.95 0.74
Large Cap Blend 8.31% 19.96% 37.45% -37.02% 0.99 0.72
Large Cap Growth 8.30% 23.22% 42.21% -38.32% 0.96 0.66
Small Cap Blend 8.19% 20.67% 45.76% -36.07% 0.88 0.75
REIT 8.76% 20.53% 35.65% -37.05% 0.52 0.49
Intl Stock Market 4.44% 22.01% 40.34% -44.10% 0.75 1
Intl Developed Markets 3.34% 20.89% 38.67% -41.27% 0.75 0.99
Emerging Markets 10.73% 35.39% 74.07% -52.81% 0.59 0.84
Intl Pacific Region -1.05% 25.24% 57.05% -34.47% 0.51 0.88
Intl Europe 7.83% 21.23% 38.70% -44.73% 0.88 0.89
High Yield Bond 5.76% 10.71% 29.01% -21.29% 0.77 0.64
Gold 3.42% 13.38% 30.57% -21.72% -0.26 0.28
19. 1990~2009 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 8.24% 19.83% 35.79% -37.04% 1 0.76
Large Cap Value 8.15% 18.43% 36.94% -35.97% 0.94 0.73
Large Cap Blend 8.10% 19.72% 37.45% -37.02% 0.99 0.73
Large Cap Growth 8.32% 23.25% 42.21% -38.32% 0.96 0.68
Small Cap Blend 9.07% 21.45% 45.76% -36.07% 0.89 0.77
REIT 9.72% 20.94% 35.65% -37.05% 0.56 0.53
Intl Stock Market 5.19% 22.88% 40.34% -44.10% 0.76 1
Intl Developed Markets 4.11% 21.48% 38.67% -41.27% 0.77 0.99
Emerging Markets 11.12% 36.31% 75.98% -52.81% 0.59 0.87
Intl Pacific Region -0.22% 25.61% 57.05% -34.47% 0.54 0.89
Intl Europe 7.96% 21.38% 38.70% -44.73% 0.88 0.9
High Yield Bond 6.63% 11.08% 29.01% -21.29% 0.83 0.69
Gold 4.71% 13.96% 30.57% -21.72% -0.16 0.37
20. 1991~2010 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 9.44% 19.50% 35.79% -37.04% 1 0.75
Large Cap Value 9.35% 17.94% 36.94% -35.97% 0.94 0.72
Large Cap Blend 9.04% 19.49% 37.45% -37.02% 0.99 0.73
Large Cap Growth 9.20% 23.13% 42.21% -38.32% 0.96 0.68
Small Cap Blend 11.63% 20.45% 45.76% -36.07% 0.89 0.74
REIT 12.04% 20.21% 35.65% -37.05% 0.53 0.47
Intl Stock Market 7.03% 21.82% 40.34% -44.10% 0.75 1
Intl Developed Markets 5.93% 20.30% 38.67% -41.27% 0.76 0.99
Emerging Markets 12.73% 35.71% 75.98% -52.81% 0.57 0.86
Intl Pacific Region 2.66% 24.18% 57.05% -34.36% 0.51 0.87
Intl Europe 8.42% 21.17% 38.70% -44.73% 0.87 0.9
High Yield Bond 7.58% 10.69% 29.01% -21.29% 0.82 0.66
Gold 6.17% 14.79% 30.57% -21.72% -0.15 0.33

 

21. 1992~2011 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 7.89% 18.83% 35.79% -37.04% 1 0.76
Large Cap Value 8.22% 17.78% 36.94% -35.97% 0.94 0.72
Large Cap Blend 7.71% 19.03% 37.45% -37.02% 0.99 0.72
Large Cap Growth 7.44% 22.17% 42.21% -38.32% 0.96 0.68
Small Cap Blend 9.39% 19.28% 45.63% -36.07% 0.89 0.76
REIT 10.81% 19.59% 35.65% -37.05% 0.5 0.46
Intl Stock Market 5.26% 22.32% 40.34% -44.10% 0.76 1
Intl Developed Markets 4.62% 20.78% 38.67% -41.27% 0.78 0.99
Emerging Markets 8.97% 35.29% 75.98% -52.81% 0.54 0.88
Intl Pacific Region 1.39% 24.52% 57.05% -34.36% 0.53 0.88
Intl Europe 7.14% 21.75% 38.70% -44.73% 0.89 0.91
High Yield Bond 6.59% 9.50% 20.13% -21.29% 0.81 0.67
Gold 7.24% 14.21% 30.57% -21.72% -0.08 0.36
22. 1993~2012 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 8.20% 18.89% 35.79% -37.04% 1 0.77
Large Cap Value 8.29% 17.80% 36.94% -35.97% 0.95 0.74
Large Cap Blend 8.12% 19.08% 37.45% -37.02% 0.99 0.73
Large Cap Growth 8.03% 22.19% 42.21% -38.32% 0.96 0.69
Small Cap Blend 9.39% 19.28% 45.63% -36.07% 0.89 0.79
REIT 10.96% 19.62% 35.65% -37.05% 0.5 0.47
Intl Stock Market 6.62% 22.09% 40.34% -44.10% 0.77 1
Intl Developed Markets 6.20% 20.44% 38.67% -41.27% 0.8 0.99
Emerging Markets 9.34% 35.29% 75.98% -52.81% 0.54 0.89
Intl Pacific Region 3.15% 24.06% 57.05% -34.36% 0.54 0.88
Intl Europe 8.34% 21.67% 38.70% -44.73% 0.9 0.91
High Yield Bond 6.59% 9.50% 20.13% -21.29% 0.82 0.73
Gold 7.92% 13.81% 30.57% -21.72% -0.08 0.33
23. 1994~2013 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 9.23% 19.60% 35.79% -37.04% 1 0.8
Large Cap Value 8.93% 18.46% 36.94% -35.97% 0.95 0.73
Large Cap Blend 9.12% 19.72% 37.45% -37.02% 0.99 0.76
Large Cap Growth 9.46% 22.60% 42.21% -38.32% 0.96 0.75
Small Cap Blend 10.20% 20.11% 45.63% -36.07% 0.9 0.79
REIT 10.10% 19.69% 35.65% -37.05% 0.45 0.46
Intl Stock Market 5.63% 21.02% 40.34% -44.10% 0.8 1
Intl Developed Markets 5.76% 19.92% 38.67% -41.27% 0.84 0.99
Emerging Markets 6.07% 32.64% 75.98% -52.81% 0.53 0.86
Intl Pacific Region 2.42% 23.22% 57.05% -34.36% 0.57 0.86
Intl Europe 8.16% 21.49% 38.70% -44.73% 0.92 0.91
High Yield Bond 5.94% 9.14% 20.13% -21.29% 0.81 0.69
Gold 5.30% 15.94% 30.57% -28.33% -0.21 0.22
24. 1995~2014 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 9.88% 19.42% 35.79% -37.04% 1 0.8
Large Cap Value 9.64% 18.27% 36.94% -35.97% 0.95 0.73
Large Cap Blend 9.75% 19.58% 37.45% -37.02% 0.99 0.76
Large Cap Growth 10.00% 22.50% 42.21% -38.32% 0.96 0.75
Small Cap Blend 10.62% 19.93% 45.63% -36.07% 0.9 0.8
REIT 11.40% 19.97% 35.65% -37.05% 0.44 0.42
Intl Stock Market 5.12% 21.19% 40.34% -44.10% 0.8 1
Intl Developed Markets 5.06% 20.14% 38.67% -41.27% 0.83 0.99
Emerging Markets 6.52% 32.45% 75.98% -52.81% 0.52 0.86
Intl Pacific Region 1.55% 23.23% 57.05% -34.36% 0.59 0.87
Intl Europe 7.68% 21.76% 38.70% -44.73% 0.9 0.91
High Yield Bond 6.27% 8.95% 20.13% -21.29% 0.8 0.7
Gold 5.32% 15.93% 30.57% -28.33% -0.23 0.23
25. 1996~2015 CAGR Std.Dev. Best Year Worst Year US Mkt Correlation Intl Mkt Correlation
US Stock Market 8.23% 18.72% 33.35% -37.04% 1 0.83
Large Cap Value 7.87% 17.41% 32.85% -35.97% 0.95 0.77
Large Cap Blend 8.09% 18.73% 33.19% -37.02% 0.99 0.79
Large Cap Growth 8.41% 21.76% 42.21% -38.32% 0.96 0.77
Small Cap Blend 9.03% 19.86% 45.63% -36.07% 0.9 0.81
REIT 10.74% 20.12% 35.65% -37.05% 0.46 0.43
Intl Stock Market 4.40% 21.34% 40.34% -44.10% 0.83 1
Intl Developed Markets 4.49% 20.18% 38.67% -41.27% 0.86 0.99
Emerging Markets 5.62% 32.91% 75.98% -52.81% 0.58 0.87
Intl Pacific Region 1.52% 23.23% 57.05% -34.36% 0.62 0.87
Intl Europe 6.50% 21.72% 38.70% -44.73% 0.91 0.92
High Yield Bond 5.27% 8.62% 20.13% -21.29% 0.79 0.74
Gold 4.70% 16.34% 30.57% -28.33% -0.18 0.25

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