Sentences with phrase «bond market returns»

It is an indicator of Canadian bond market returns.

The gold bar covers average stock market returns and the silver bar covers average bond market returns.

As a result, the overall bond market returned almost 4 % a year from 1987 through 1990 after inflation.

The returns from the carry trade are, however, too large and consistent relative to traditional stock and bond market return premiums to be fully explained by their risk.

High Canadian real interest rates meant Canadian bond market returns were excellent compared to foreign markets, without the currency volatility.

The S&P Municipal Bond Index has recorded a 4.21 % year - to - date total return for the first three quarters of 2016 lagging the taxable corporate bond market returns of nearly 9 % as tracked by the S&P 500 Bond Index.

For U.S. bond market returns, we use the S&P High Grade Corporate Index from 1926 through 1968, the Citigroup High Grade Index from 1969 through 1972, the Lehman Brothers U.S. Long Credit AA Index from 1973 through 1975, the Barclays U.S. Aggregate Bond Index from 1976 through 2009, and the Spliced Barclays U.S. Aggregate Float Adjusted Bond Index thereafter.

They update performances of the models to include the 25 years since publication and apply them to determine expectations for stock and bond market returns over the decade ahead.

During these speaking engagements he discusses his investment philosophy and shares his «tight - fisted» approach to capturing stock and bond market returns at the lowest possible cost.

Investors pay close attention to yields as a proxy for total return but in our experience bond market returns tend to be more episodic and are rarely delivered in a uniform fashion month after month.

Besides the country - by - country regression analysis, a pooled panel regression of the 22 countries shows a significant positive impact on future stock and bond market returns following a high unemployment rate.

Actuaries, however, are still required to forecast future stock and bond market returns based on extrapolating past returns.

During the 10 years through year - end 2008, the S&P 500 - stock index lost 1.4 % a year, including reinvested dividends, while the broad bond market returned 6.2 %.

Sector selection seems to be a major component of bond market returns in 2016.

GAO calculated hypothetical accumulations using historical stock and bond market returns as well as what return rates would be necessary to accumulate balances of $ 1 million or $ 5 million under each contribution scenario.

Joey Mack will provide some surprising facts about bond market returns, and provide guidance over how investors can participate in the top performing asset classes in Canada.

The rate of return of these policies, however, may trail stock or bond market returns significantly during times of high market returns.

For U.S. bond market returns, we use the S&P High Grade Corporate Index from 1926 through 1968, the Citigroup High Grade Index from 1969 through 1972, the Lehman Brothers U.S. Long Credit AA Index from 1973 through 1975, the Barclays U.S. Aggregate Bond Index from 1976 through 2009, and the Spliced Barclays U.S. Aggregate Float Adjusted Bond Index thereafter.

In their December 2008 paper entitled «The Dynamic Correlation between Stock and Bond Returns», Thomas Chiang and Jiandong Li apply rolling regressions to analyze variations in the correlation between stock market returns and bond market returns.

Because stock market returns are usually more volatile or changeable than bond market returns, combining the two asset classes can help create an overall investment portfolio that generates more stable performance over time.

Bond market returns were also more volatile than single - family rental returns, but less risky than stock market returns on an annual basis.

Fixed indexed annuities can offset those shortcomings: In addition to earnings that grow on a tax - deferred basis, they guarantee a set interest rate and provide exposure to stock market returns, which tend to be higher than bond market returns, according to Ibbotson's white paper.

While I think it's reasonable to lower your expectations for bond market returns and allow for higher volatility because of the level of rates, it seems to me that many of the fears about fixed income are overblown.

The only way to generate the bond market returns of previous years is if interest rates fall big - time.

This article discusses the relationships between tax - exempt municipal bonds, bond market returns, marginal tax rates, and investment asset tax location.»