Visualizing historical risk and return data with CRSP
July 2012
Risk and Return - June 2012
Our June 2012 chart in the series is a look at Risk & Return based on holding period and asset class. This chart compares rolling 1, 5, 10 and 20 year periods for various asset classes and illustrates the relative performance for each holding period.
comparison of long-run return performance - may 2012
This new series begins with a comparison of the long-run return performance of major asset classes. CRSP data underpin the 86-year history for stock and treasury bill performance beginning with 1926.
The commonly used 1926 starting point for historical data is a result of the initial study by Chicago Booth Professors James Lorie and Lawrence Fisher and their seminal research paper Rates of Return on Investments in Common Stock. More information about the development of CRSP can found here.
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