What is the long-term rate of return for each asset class?

Original link: https://deepinvest.org/post/2022/09/05/the-rate-of-return-on-everything/

  • How is the total return on all assets related to the economic growth rate? If the return on assets is really higher than the economic growth rate, by how much?
  • Are returns on assets falling in the long run?
  • Which major asset class has a higher long-term return?

A paper I recently read, The Rate of Return on Everything, 1870–2015, summarizes the annual returns on equity, real estate, bonds, and treasury bills in 16 developed countries from 1870 to 2015. questions to answer. This paper contains more than 100 pages of appendices, and it is not easy to read it, so here is a brief summary of the main conclusions of the paper.

Data Coverage

Composition of investable assets

This article is reproduced from: https://deepinvest.org/post/2022/09/05/the-rate-of-return-on-everything/
This site is for inclusion only, and the copyright belongs to the original author.

Leave a Comment