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Total returns in Canadian dollars
Pre-tax and adjusted for inflation
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x |
x |
Long |
All |
Real |
x |
x |
x |
x |
MSCI |
x |
3 month |
Canadian |
Canadian |
Return |
TSX |
S&P |
Wilshire |
MSCI |
Emerging |
Year |
T-bills |
Bonds |
Bonds |
Bonds |
Composite |
500 |
5000 |
EAFE |
Markets |
1970 |
5.4% |
14.7% |
x |
x |
-4.8% |
-3.7% |
x |
-17.1% |
x |
1971 |
-1.0% |
9.3% |
x |
x |
2.9% |
7.9% |
x |
23.8% |
x |
1972 |
-1.6% |
2.8% |
x |
x |
21.2% |
12.4% |
x |
30.0% |
x |
1973 |
-3.9% |
-6.7% |
x |
x |
-8.3% |
-22.0% |
x |
-21.5% |
x |
1974 |
-3.8% |
-15.1% |
x |
x |
-34.1% |
-34.8% |
x |
-31.0% |
x |
1975 |
-1.9% |
-1.3% |
x |
x |
8.3% |
28.6% |
29.8% |
28.5% |
x |
1976 |
3.3% |
16.8% |
x |
x |
4.9% |
16.2% |
18.7% |
-2.7% |
x |
1977 |
-1.6% |
-0.3% |
x |
x |
1.1% |
-8.0% |
-3.5% |
18.3% |
x |
1978 |
0.0% |
-4.0% |
x |
x |
19.7% |
6.6% |
9.2% |
34.3% |
x |
1979 |
1.4% |
-11.4% |
x |
x |
31.9% |
6.4% |
12.7% |
-4.7% |
x |
1980 |
3.5% |
-8.1% |
-4.1% |
x |
17.1% |
21.9% |
23.0% |
14.5% |
x |
1981 |
5.5% |
-12.7% |
-7.1% |
x |
-20.0% |
-15.8% |
-14.8% |
-12.4% |
x |
1982 |
5.6% |
33.6% |
23.9% |
x |
-3.4% |
15.3% |
12.6% |
-5.9% |
x |
1983 |
4.9% |
4.8% |
6.6% |
x |
29.5% |
18.6% |
19.5% |
20.6% |
x |
1984 |
7.7% |
12.7% |
10.6% |
x |
-5.9% |
8.8% |
5.6% |
10.5% |
x |
1985 |
5.3% |
21.4% |
16.1% |
x |
19.8% |
33.5% |
34.4% |
58.9% |
x |
1986 |
4.9% |
12.5% |
10.1% |
x |
4.6% |
12.5% |
10.0% |
61.1% |
x |
1987 |
4.2% |
-2.3% |
-0.1% |
x |
1.7% |
-4.9% |
-7.5% |
12.9% |
x |
1988 |
5.2% |
7.0% |
5.6% |
x |
6.8% |
2.9% |
4.0% |
13.4% |
23.9% |
1989 |
6.7% |
9.4% |
7.2% |
x |
15.3% |
21.5% |
19.2% |
2.2% |
52.2% |
1990 |
8.1% |
-0.6% |
2.4% |
x |
-18.8% |
-7.5% |
-10.4% |
-26.7% |
-14.6% |
1991 |
5.8% |
20.7% |
17.7% |
x |
7.9% |
25.2% |
28.8% |
7.9% |
53.4% |
1992 |
4.9% |
9.2% |
7.6% |
1.8% |
-3.5% |
15.9% |
17.4% |
-5.1% |
20.0% |
1993 |
3.8% |
20.1% |
16.2% |
16.8% |
30.3% |
12.6% |
13.8% |
35.9% |
78.8% |
1994 |
5.0% |
-7.5% |
-4.5% |
-13.9% |
-0.4% |
7.3% |
5.8% |
14.4% |
-1.9% |
1995 |
5.4% |
24.2% |
18.6% |
14.7% |
12.6% |
31.6% |
30.5% |
6.7% |
-9.4% |
1996 |
2.5% |
11.7% |
9.8% |
9.3% |
25.6% |
20.9% |
19.2% |
4.6% |
4.3% |
1997 |
2.4% |
17.6% |
8.8% |
3.9% |
14.1% |
38.2% |
36.0% |
5.7% |
-8.4% |
1998 |
3.7% |
11.7% |
8.1% |
4.9% |
-2.6% |
36.4% |
31.0% |
27.7% |
-20.8% |
1999 |
2.2% |
-8.3% |
-3.6% |
5.3% |
28.4% |
11.1% |
13.4% |
16.8% |
52.7% |
2000 |
2.2% |
9.4% |
6.8% |
13.0% |
4.0% |
-8.5% |
-10.3% |
-13.4% |
-30.2% |
2001 |
3.7% |
5.3% |
7.3% |
-0.1% |
-13.2% |
-7.0% |
-6.1% |
-16.9% |
3.0% |
2002 |
-1.3% |
6.9% |
4.7% |
11.0% |
-15.7% |
-25.7% |
-24.5% |
-19.6% |
-10.4% |
2003 |
0.9% |
6.9% |
4.6% |
11.0% |
24.2% |
3.7% |
6.1% |
12.1% |
25.9% |
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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.
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