Download The Monthly Distribution of US Large Cap Market Returns

Survey
yes no Was this document useful for you?
   Thank you for your participation!

* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project

Document related concepts
no text concepts found
Transcript 
The Monthly Distribution of US Large Cap Market Returns
Monthly Total Returns: January 1926–December 2015
140
Proportion of monthly returns below:
-10%: 2.31%
-15%: 0.93%
Proportion of monthly returns above:
10%: 2.78%
15%: 0.65%
120
100
80
60
40
20
0
‐40.00%
‐30.00%
‐20.00%
‐10.00%
0.00%
10.00%
20.00%
30.00%
40.00%
Red lines show two standard deviations from mean (-9.94%, +11.83%)
While single monthly returns outside of these bounds are rare, they are not unheard of
US Large Cap is the S&P 500 Index, provided by Standard & Poor’s Index Services Group.
Past performance is not a guarantee of future results. Indices are not available for direct investment; therefore, their performance does not reflect the expenses associated with the management of
an actual portfolio. Values change frequently and past performance may not be repeated. There is always the risk that an investor may lose money.
Related documents