Historical U.S. Equity Returns for a 5-Year Horizon
January 2, 2024 - Equity Options
A subscriber asked about the historical experience (distribution of outcomes) of an investor with a 5-year horizon (holding period). To investigate we consider returns for 5-year intervals rolled annually at the end of the year based on: Annual nominal and real total returns for Shiller’s long-run S&P Composite Index during 1871-2022, offering 146 overlapping 5-year… Keep Reading