Real Return, Risk, Asset Analysis

Question 1

Using data from 1900-2018 (TOTO) what is the real return on Tbills? Compare to the 1802-2013 data set?

Answer 1

0.8% (3.7% nominal) vs long study 2% real

Question 2

Using data from 1900-2018 (TOTO) what is the real return on Government Bonds? Compare to the 1802-2013 data set?

Answer 2

2% vs long study 3.5% real

Question 3

Using data from 1900-2018 (TOTO) what is the real return on US Equities? Compare to the 1802-2013 data set?

Answer 3

6.5% vs 6.7% from the longer study