« S&P 500 20-Year Rolling Period Returns Through 2012 | Main | A Review of “The Neatest Little Guide to Stock Market Investing” »
S&P 500 1-Year Rolling Total Returns
By JLP | January 31, 2013
I know most AFM readers don’t care about this stuff but I love crunching numbers and sharing the results. For this study, I looked at 1-year rolling total returns. I began with January 1926 – December 1926 and then February 1926 – January 1927, all the way through January 2012 – December 2012. There were a total of 1,033 1-year rolling periods. Here is a summary of my findings:

As you can see, the returna are all over the place. But, the data seems to gravitate to the 5% to 20% range. Notice that the returns were negative 26.23% of the time (31.66% after inflation). One-year holding periods are quite volatile.
Now, for those of you who like the numbers, I put together a PDF of my findings. Feel free to download a copy. It’s 10 pages of mind-numbing fun (just click on the graphic to download the PDF).

Topics: Investing, S&P 500 Index | No Comments »







