Extreme Bond Returns

January 6, 2012

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

20 years of data is nowhere near enough to satisfy my insatiable appetite for bigger datasets.  While I showed Record Long Term Treasury Returns with Vanguard’s US Long Treasury mutual fund, its 20 year life is not sufficient to give me comfort risking money.  What happens when we take the Moody’s AAA rate series dating back to 1919?

My opinion changes dramatically when I include 70 more years, and the opportunity is much less certain.

From TimelyPortfolio
From TimelyPortfolio
From TimelyPortfolio

R code from GIST:

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