HISTORICAL FREQUENCY OF POSITIVE STOCK RETURNS
HISTORICAL FREQUENCY OF POSITIVE STOCK RETURNS
Over very short time periods, stocks' direction can be highly unpredictable. Historically, stocks have been positive on a daily basis 53.0% of the time--little better than a coin flip. However, history also shows the longer the holding period, the greater the likelihood stocks have positive returns.
Exhibit 1: S&P 500 Returns*
Daily Returns Calendar Month Returns Calendar Quarter Returns Calendar Year Returns Rolling 1 Year Returns, Monthly Rolling 5 Year Returns, Monthly Rolling 10 Year Returns, Monthly Rolling 20 Year Returns, Monthly Rolling 25 Year Returns, Monthly
Number of Periods
Positive Negative
Total
12,343
10,916
23,259
693
411
1,104
253
115
368
68
24
92
816
277
1,093
914
130
1,044
926
58
984
864
0
864
804
0
804
Percent of Periods
Positive Negative
53.1%
46.9%
62.8%
37.2%
68.8%
31.3%
73.9%
26.1%
74.7%
25.3%
87.5%
12.5%
94.1%
5.9%
100.0%
0.0%
100.0%
0.0%
Exhibit 2: The Historical Frequency of Positive S&P 500 Returns**
100% 80%
~2 yrs. 90%
70% ~4 mo.
80%
90% ~6 years
100% ~16 years
70%
60%
50% 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Source: Global Financial Data, Inc. as of 12/31/2017. * Exhibit 1 uses historical S&P 500 returns over various periods. Daily return data begin on 01/31/1928, and are based on price appreciation only; all other data begin on 01/31/1926 and reflect total returns. ** Exhibit 2 plots the percent of positive S&P 500 rolling periods (from 0-20 years) showing longer timeframes significantly increase the frequency of positive stock market returns. Calculated using monthly rolling holding periods from 01/31/1926 ? 12/31/2017.
?2018 Fisher Investments. Investing in securities involves the risk of loss. Intended for use by employers considering or sponsoring retirement plans; not for personal use by plan participants.
K02182V February 2018
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