T12.16 Historical Returns, Standard Deviations, and Frequency Distributions: 1926-1996  (Figure 12.10)

Source: © Stocks, Bonds, Bills, and Inflation 1997 Yearbook™, Ibbotson Associates, Inc., Chicago (annually updates work by Roger G. Ibbotson and Rex A. Sinquefield). All rights reserved.

– 90%

+ 90%

0%

Average Standard Series Annual Return Deviation Distribution

Large Company Stocks 12.7% 20.3%

Small Company Stocks 17.7 34.1

Long-Term Corporate Bonds 6.0 8.7

Long-Term Government Bonds 5.4 9.2

U.S. Treasury Bills 3.8 3.3

Inflation 3.2 4.5

Previous slide

Next slide

Back to first slide

View graphic version