Talk:Canadian asset class returns
Variance
"These very long term compound return rates are the result of considerable shorter term variance." The result of? Or accompanied by?--Shakespeare 16:10, 21 December 2012 (MST)
- I do not have the updated numbers (2011), but the variance drain for Canadian returns 1900-2000 :
| Asset class | Geometric return | Arithmetic return | Variance drain |
|---|---|---|---|
| Equities (nominal | 9.7% | 11.0% | -1.3% |
| Bonds (nominal) | 5.4% | 5.0% | -0.4% |
| Bills (nominal) | 4.9% | 4.9% | 0.0% |
| Equities (real) | 6.4% | 7.7% | -1.3% |
| Bonds (real) | 1.8% | 2.4% | -0.6% |
| Bills (real) | 1.7% | 1.8% | -0.1% |
--Blbarnitz 17:34, 21 December 2012 (MST)
- Perhaps that could be elucidated in the article? --Shakespeare 17:41, 21 December 2012 (MST)
Updating the data
It would be really good to update the numbers in the article. For "1900 - 2000", there are two additional decades of returns that could be added (if we can find the DMS "Triumph of the Optimists" numbers). For "Asset class returns from 1970", the libra data probably goes to 2024, i.e. five additional years, but I don't know how to edit the spreadsheet. In addition, the libra data also has US stocks, EAFE stocks and emerging markets (all expressed in CAD) that are very relevant for Canadian investors and could be added for a more complete picture. --Quebec 19:16, 2 June 2025 (EDT)