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Observations

Exploring Asset Allocation, Portfolio Returns, Asset Class Returns, Indices and Portfolio Construction

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Tuning in to reasonable expectations

Why should long-term investors care about market forecasts? Vanguard, after all, has long counseled investors to set a strategy based on their investment goals and to stick to it, tuning out the noise along the way.

Joseph H. Davis, Ph.D., Vanguard global chief economist
Vanguard, Insights, September 16, 2021

Pension Funds Asset Allocation 2020

Thinking Ahead Institute and secondary sources
Willis Towers Watson, Global Pension Assets Study 2021

Aggregate P7 asset allocation from 2000 to 2020

Thinking Ahead Institute and secondary sources
Willis Towers Watson, Global Pension Assets Study 2021

Domestic equity over total equity exposure

Thinking Ahead Institute and secondary sources
Willis Towers Watson, Global Pension Assets Study 2021

Domestic bonds over total bond exposure

Thinking Ahead Institute and secondary sources
Willis Towers Watson, Global Pension Assets Study 2021

Deep evidence that factor investing works well in bond markets

More than two centuries of data confirms that value, momentum and low risk offer attractive premiums. These are consistent across various market and macroeconomic scenarios.

Guido Baltussen, Lead Portfolio Manager
Robeco, Insights, 12 July 2021

Vanguard Balanced Index Fund Admiral Shares

Balanced Composite Index, 2021 (30.06) YTD Returns

Vanguard, July 2021

Annual Returns of the Main Asset Classes in Swiss Francs (2010 - 2020)

Ranked in Order from the Highest to the Lowest Performance

Hinder Asset Management, January 2021

The Callan Periodic Table of Investment Returns

Annual Returns for Key Indices Ranked in Order of Performance (2001–2020)

Callan, January 2021

Pyramid Distribution of US Equity Returns

S&P 500: 1825 - 2020

InvestmentOffice, January 2021
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