Pre-tax total returns in Canadian dollars

These series are derived from data available on the Web at the indicated links. The Globe and Mail data is from public library microfilm.

Exchange rates: Globe and Mail (1970); Prof. Werner Antweiler, UBC (1971-1992); Bank of Canada (1993-)
Inflation: Bank of Canada; BC Government Statistics
T-bills: Scotia Capital via Leith Wheeler (1970-1992); Bank of Canada (1993-)
Long bonds: Scotia Capital via Leith Wheeler (1970-1992); Globe and Mail (1993-)
All bonds: Scotia Capital via Leith Wheeler (1980-1992); Globe and Mail (1993-)
Real return bonds: Libra Investment Management (1991-2002) from various pension plan reports; Scotia Capital (2003-)
TSX composite: Canadian Institute of Actuaries; Yahoo Canada; Yahoo Finance
S&P 500: Standard & Poors via Economagic.com
Wilshire 5000: Wilshire Associates
MSCI EAFE and Emerging Markets: Morgan Stanley Capital International

This table may not be reproduced without attribution to Libra Investment Management .

Last updated: 2004-11-08