20 year index returns
[DOC File]MBAC 6060 - Leeds School of Business
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Large company common stock returns (the S&P 500 Index) Small company common stock returns (a small firm index) Long-term, high quality corporate bond returns (AAA bonds with 20-year maturities) Long-term government bond returns (with 20-year maturities). Intermediate-term government bond returns (with 5-year maturities).
CHAPTER 1
(c) 14 If over the past 20 years the annual returns on the S&P 500 market index averaged 12% with a standard deviation of 18%, what was the coefficient of variation? 0.6 0.6%. 1.5 1.5%. 0.66% (d) 15 Given investments A and B with the following risk return characteristics, which one would you prefer and why? Standard Deviation
[DOCX File]VM-20_090612_004
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The equity market returns prescribed in the Deterministic Reserve (DR) scenario are based on analysis for variable products. Applying these returns to indexed accounts within life products results in very low index credited rates that is not consistent with the intent of the DR scenario (as defined in VM-20) to be a one standard deviation shock from the mean for the first 20 projection years.
[DOC File]Introduction
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Select Asset Class Performance (% Annualized Returns) Asset Class 1 Yr 3 Yr 5 Yr 10 Yr NCREIF Property Index 14.52 10.04 9.92 10.87 NAREIT Equity Index 31.57 23.25 21.93 14.80 S&P 500 Index 10.86 3.59 -2.31 12.11 Dow Jones Industrial Average 3.15 2.47 -1.27 10.90 Wilshire 5000 12.62 5.47 -1.42 11.92 Lehman Aggregate Bond Index 4.33 6.19 7.71 7 ...
[DOC File]THE CAUSES AND CONSEQUENCES OF REGULATORY RISK
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This ex-post premium is for the BZW index of gilt returns. The index is based upon perpetual gilts up to 1962 and on 20-year gilts after that date. Table 1: The Ex-post Risk-premium on Long Gilts. 1919-1994 Arithmetic Mean Real Returns. Gilts 2.80%. T-bills 1.63%. …
[DOCX File]VM-20_090612_004
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The returns are higher in years 20-30 because the return shocks only apply for the first 20 years. Index account (IUL product) Account performance for the DR scenario under the current approach is 2.2 standard deviations below the average of SR scenarios in projection years 1-20 and 1.8 standard deviations in projection years 1-30, which is ...
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