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Global Investment Returns Yearbook

Credit Suisse Global Investment Returns Yearbook provides investment performance evaluations and commentary about over 20 major investment markets.
Each year Elroy Dimson, Paul Marsh, and Mike Staunton from the London Business School put together a Global Investment Returns Yearbook. The publication provides investment performance evaluations and commentary about over 20 major investment markets, allowing them to compared and contrasted to one another.

The publication is available as a free download from the Credit Suisse website, and makes for a fascinating read. The source data behind the publication is available for separate purchase.

One thing the yearbook is very useful at doing is shining a spotlight on how much an investor’s home market bias asset allocations may be costing them.

Real annualised returns by asset class internationally, 1900-2016

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