2014 2nd Quarter Update

Here are links to the Figures and Tables from the book, updated to June 30, 2014

Figure 7.16: Secular Bull Markets since 1900
Figure 7.17: Secular Bull Market Composite
Figure 7.18: Secular Bear Markets since 1900
Figure 7.19: Secular Bear Market Composite
Figure 8.3: Secular Bear Market PE since 1900
Figure 8.4: Secular Bear Market PE Composite
Figure 8.5: Secular Bull Market PE since 1900
Figure 8.6: Secular Bull Market PE Composite
Figure 8.18: 20-Year Annualized Return of S&P 500 Price
Figure 8.19: 20-Year Annualized Total Return for S&P 500
Figure 8.20: 20-Year Annualized Total Return for S&P 500 Inflation Adjusted
Figure 8.22: Distribution of Inflation Adjusted 20-Year Returns by Quartile
Figure 8.23: Distribution of Inflation Adjusted 20-Year Returns by Decile
Figure 8.24: Distribution of Inflation Adjusted 20-Year Returns by Standard Deviation
Figure 8.25: Distribution of Inflation Adjusted 20-Year Returns by Percentage Ranges
Figure 11.8: S&P 500 Distribution of Drawdowns Greater than 15 Percent
Figure 11.9: S&P 500 Distribution of All Drawdowns
Figure 11.13: Dow Industrials Distribution of Drawdowns Greater than 15 Percent
Figure 11.14: Dow Industrials Distribution of All Drawdowns
Table 10.9: Trend Analysis on 109 Market Indices
Table 11.2: S&P 500 Drawdown Decline
Table 11.3: S&P 500 Drawdown Recovery
Table 11.4: S&P 500 Drawdown Duration
Table 11.10: S&P 500 Bear Markets since 1928
Table 11.15: Dow Industrials Drawdown Decline
Table 11.16: Dow Industrials Drawdown Recovery
Table 11.17: Dow Industrials Drawdown Duration
Table 11.23: Dow Industrials Bear Markets since 1885

All Figures and Tables for 2014 2nd Quarter Update

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3 comments
  1. Kenneth Metz said:

    I don’t understand the meaning of the “Average Drawdown” column in Table 11.10. Because this table is a list of all the individual S&P 500 drawdowns, how can any one of them have an “average” value that is different from its actual value?

    Looking forward to your reply.

    Thanks,

    Ken Metz

    • TopGun75 said:

      Ken,
      The Average DD is the average of the drawdown stream, taking into consideration the magnitude and duration. Sort of like the Ulcer Index and Pain Index. I addressed Average DD in the book. I realize, thanks to your comment, that it probably had no benefit to include in that table. Thanks, Greg

  2. Kenneth Metz said:

    Thanks, Greg.

    That makes sense to me. It’s another way to estimate the pain of holding such an uncomfortable position for the duration.

    Ken

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