Stagnant market over last ten years

ymlam said:

Would your analysis show how often in the past 10 or 20 years how often would the gain be more than a fixed bank deposit; I expect about 6%.

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alphaman said:

6% over 10 years is 81.9% return isn't it? Assuming 0.5% per month compunded 120 times.

Between 3/Jan 1928 and 6/Nov 2009, the frequency of S&P500 2520-day returns (before dividends) exceeding 81.9% is 55.5%.

For 5040-day returns (20 years), the frequency of beating 6% improves to 94%.

For 7560-day returns, the frequency drops back to 63.4%. That's surprising.

Keep in mind this is all before dividends.

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