Extreme Bond Returns
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.
R code from GIST:
To leave a comment
for the author, please follow the link and comment on his blog: Timely Portfolio
offers daily e-mail updates
news and tutorials
on topics such as: visualization (ggplot2
), programming (RStudio
, Web Scraping
) statistics (regression
, time series
) and more...
If you got this far, why not subscribe for updates
from the site? Choose your flavor: e-mail
, or facebook