I have posted charts showing annual
stock market and bond market returns for various indices in recent years for the time
periods from 1980-2006, 1980-2007, 1980-2008, 1980-2009, 1980-2010, 1980-2011, and 1980-2012. An updated chart including returns from 2013 is shown below (click on the image for a larger view).
The
chart shown below illustrates total returns for small cap indices (Russell
2000, Russell 2000 Value, and Russell 2000 Growth), large cap indices
(S&P 500, S&P/Citi 500 Value, and S&P/Citi 500
Growth), a broad-based foreign stock index (Morgan Stanley Capital
International Index for the developed stock markets of Europe,
Australasia, and the Far East ("MSCI EAFE index")), an index of bonds
(Barclays Capital Aggregate Bond Index)*, and the Nasdaq Composite Index**.
2013
was a fantastic year for stock market indices across the board as central banks around
the world continued a strategy of monetary easing to provide additional
liquidity to the markets. Small caps and tech led the way, with the Russell 2000 Growth Index rising 43.30%, the Nasdaq Composite rising 40.12%, the Russell 2000 rising 38.82%, and the Russell 200 Value index rising 34.52% . Large caps also performed well, with the S&P 500 Index rising 32.39% The bond market, on the
other hand, posted its first annual decrease in value since 1999, dropping 2.02%.
Value
indices outperformed Growth indices during the past year - the
Russell 2000 Value Index was the strongest equity performer of the
indices shown below for the first time since 2004, returning about
18.05%. The next best performer was the S&P 500 Value Index,
which returned about 17.68% in 2012. International
equities continued to rebound from the tough environment resulting from the Euro-zone
issues in 2011, with the MSCI EAFE Index gaining about 22.78%.
As shown in the chart below, the Russell
2000 Value Index provided the strongest returns by far between 1980 and
2012, returning a total of 6578%, or an annualized return of about 13.15% per year.
The total return of the Russell 2000 Value Index is more than 2,200% more relative to its initial value on December 31, 1979 than
the next best index tracked below, the S&P 500 Index.
* The Barclays Capital Aggregate Bond Index was known as the Lehman Brothers Aggregate Bond Index prior to 2008.
** The Nasdaq Composite Index returns include annual price increases in the Index for 1980-2009 and total returns (accounting for reinvested distributions) for 2010-2013. I have not been able to obtain total returns for the Nasdaq Composite for calendar years prior to 2010.
*** Edit - January 2, 2017 ***
I have updated this chart with results through 2016.
Monday, January 20, 2014
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4 comments:
i am currently trying to figure out if hedged fund was able to outperform the market and was wondering 1) if you have any chart that will show hedged fund charts and 2) where did you obtain the chart for the above?
I'm not sure how you would even do that is there is little/no commonality between hedge funds.
Jim, I just found your site. I was looking for historical Russell 2000 Value returns. Your data goes back to 1980.
I didn't think the index was that old.
Where did you get the data?
Thanks a lot!
Jim --
Great stuff, much appreciated.
In your next update to this multi-indeces compilation, can you include the ETF/fund that maps to each...that would be very helpful?
Thanks for all the hard work!
Eric
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