Historical Market Return and Current Expectations

Have you been looking at your portfolio’s performance lately? Has it met with what you were expecting? Do you understand how last year’s returns stacked up and how that might translate into future returns by location and sector moving forward?

Many posters on the Bogleheads forum, and other financial experts broadcasting on a variety of outlets, have collectively forecasted lower equity returns in the coming decade or two.

This analysis offers a similar view, with some suggestions on how to position yourself to emerge as a successful investor during this time.

Historical Market Return and Current Expectations

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In 2021, the S&P 500 hit 71x, which was a record high–the most in 26 years–and the second most ever after 1995 (77x).

Best Performers of the Past Decade

US large caps that represent over 50% of world stocks remained the best risk-adjusted asset class. Most back-testing tools frequently overweight it in portfolios and it’s one of the reasons why some US investors are reluctant to invest internationally. 

Best Risk-Adjusted Performers

In 1991, John Bogle presented a model to estimate long-run stock returns in the United States in the Journal of Portfolio Management.

Equity Markets May Be More Rational than You Think

While you can’t control market returns, you may still think of small adjustments. A more practical take-away from Vanguard’s analysis would be to keep your lazy World ETF & perhaps remove that Nasdaq bet that you may have that worked so well during the pandemic!

Conclusions

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