Tag: 2008
2008 Price Swings
by Doug on Jan.12, 2009, under Financial
This chart shows the price swing for certain asset class proxies in 2008. The price swings are roughly correlated to total return or loss: the more price swing the more you can expected in total return. Even though standard deviation and beta are another approach to measuring volatility, watching the price swing is something most people do on a regular basis. After looking at these price swings no wonder people fret when thinking of investments.
Ranked by total return.
| Stock
Symbol |
%Total Return | %price swing | 3 yr SD | Description | Low Price | High Price |
| TLT | 33.8 | 39 | 25.1 | Long Term Treasury Bonds | 88.59 | 123.15 |
| VBMFX | 5.05 | 8.3 | 4.1 | U.S. taxable bond index | 9.58 | 10.37 |
| 4.8 | 0 | Stable Value Index | ||||
| 3.9 | 0 | 1 yr CD certificate of deposit | n/a | n/a | ||
| GLD | 2.99 | 52 | 28.6 | Gold Bullion | 66.00 | 100.44 |
| SHV | 2.8 | 1.8 | 0.4 | Short term Treasury Bonds | 108.85 | 110.82 |
| VMMXX | 2.8 | 0 | Money market mutual funds | $1.00 | $1.00 | |
| 2.44 | 0 | Money market account | n/a | n/a | ||
| 0.70 | 0 | Passbook rate APY | n/a | n/a | ||
| TIP | -2.5 | 33 | 11.8 | Treasury Inflation Note index | 84.14 | 112.11 |
| VWINX | -9.8 | 27 | 7.1 | 40% stocks 60% bonds | 17.18 | 21.87 |
| VBINX | -22 | 49 | 10.2 | 60% stocks 40% bonds | 14.66 | 21.89 |
| PFF | -24 | 148 | 34.6 | Preferred stock index | 19.00 | 47.21 |
| JNK | -30 | 81 | 24.6 | High Yield bond index | 26.50 | 48.02 |
| BSR | -32.5 | 105 | 31.0 | MLP Index | 17.19 | 35.31 |
| VTI | -36.8 | 101 | 22.7 | Total U.S. Stock Market index | 36.32 | 73.07 |
| VNQ | -37 | 206 | 48.2 | REIT Index | 22.52 | 68.81 |
| SPY | -37.5 | 98 | 21.4 | S&P 500 index | 74.34 | 146.99 |
%price swing = (high – low) / low
Stable value index and passbook rate are of 11-30-08.
2008 Returns on Selected Assets
by Doug on Dec.20, 2008, under Indexes
Returns are before taxes.
| Stock Symbol | %Total Return | %Yield | Description |
| TLT | 33.8 | 4.07 | Long Term Treasury Bonds |
| MBB | 7.75 | Mortgage backed securities | |
| VBMFX | 5.05 | 4.25 | U.S. taxable bond index |
| 4.8 | 4.8 | Stable Value Index | |
| 4.79 | 4.79 | I Bonds | |
| 3.9 | 3.9 | 1 yr CD certificate of deposit | |
| GLD | 2.99 | 0 | Gold Bullion |
| SHV | 2.8 | 0.31 | Short term Treasury Bonds |
| VMMXX | 2.8 | 2.29 | Money market mutual funds |
| 2.44 | 2.12 | Money market account | |
| 0.70 | 0.46 | Passbook rate APY | |
| TIP | -2.5 | 9.67 | Treasury Inflation Note index |
| VWINX | -9.8 | 5.78 | 40% stocks 60% bonds |
| FFRHX | -16.5 | 6.00 | Bank loan fund |
| VBINX | -22 | 3.5 | 60% stocks 40% bonds |
| PFF | -24 | 17.81 | Preferred stock index |
| JNK | -30 | 14.38 | High Yield bond index |
| BSR | -32.5 | 9.76 | MLP Index |
| VTI | -36.8 | 2.99 | Total U.S. Stock Market index |
| VNQ | -37 | 10.27 | REIT Index |
| SPY | -37.5 | 3.19 | S&P 500 index |
The long term treasury interest rate dropped about 2% in 2008 which is why the total return was so remarkable.
7 day or 30 day SEC yield is used when possible.
Notes
APY = annual percentage yield
VBMFX – proxy for Barclays US Aggregate Bond Index. The broadest measure of the taxable U.S. bond market, including most Treasury, agency, corporate, mortgage-backed, asset-backed, and international dollar-denominated issues, all with investment-grade ratings (rated Baa3 or above by Moody’s) and maturities of 1 year or more.
Stable Value Index – Heuler Stable Value Pooled Index. The average of top quality stable value trusts.
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