1 / 6

Bond Return Histograms

Explore frequency distributions for U.S. Long-Term Government Bond Index returns over varied timeframes. Understand annualized rolling returns and historical performance data on bond investments.

ebiddle
Download Presentation

Bond Return Histograms

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Bond Return Histograms The histogram illustrations on the following pages represent frequency distributions for the Ibbotson U.S. Long-Term Government Bond Index total returns based on a variety of time periods: • 1-year holding period • 5-year holding period* • 10-year holding period* • 20-year holding period* (*returns calculated on a rolling annualized basis) For each chart and each return range, the index return history is sorted from highest to lowest for each segment. For example, in the 1-year holding period chart, the years 1969, 1931, 1956, 1958, 1994, 1999 and 1967 fall into the return interval of -10% to -5%, with 1969 delivering the highest return and 1967 having the lowest return.

  2. U.S. LT Government Bonds Annual Return Histogram

  3. U.S. LT Government Bonds Annualized Rolling 5-Year Return Histogram

  4. U.S. LT Government Bonds Annualized Rolling 10-Year Return Histogram

  5. U.S. LT Government Bonds Annualized Rolling 20-Year Return Histogram

  6. Disclosures Performance represents the total return of the Ibbotson U.S. Long-Term Government Bond Index over a variety of time periods.  The Ibbotson U.S. Long-Term Government Bond Index is an unweighted index which measures the performance of twenty-year maturity U.S. Treasury Bonds. Each year a one-bond portfolio containing the bond having closest to 20 years to maturity is constructed. To measure holding period returns for the one-bond portfolio, it is prices (with accrued coupons) over the holding period and total returns are calculated, including investment of income. Index returns include dividend and/or interest income and do not reflect the removal of fees or expenses.  Index performance is provided as a benchmark but is not illustrative of any particular investment.  An investment cannot be made in an index and market indexes do not include expenses.     The performance data shown represents past performance, which is not a guarantee of future results.  Investment returns and principal value will fluctuate, so that investors' shares, when sold, may be worth more or less than their original cost.      Sources: Ibbotson, FPS calculations  

More Related