Woody, das mit den rollenden Renditen über verschiedene Jahreszeiträume habe ich ja gemacht. Die Werte oben sind die jeweiligen Maximalwerte aller dieser Zeiträume.
Hier nochmal die ganzen Daten:
Stoxx Europe Small:
YOY 3 year 5 year 10 year 15 year 20 year 27 year
-20,28%
27,97%
22,00% 7,57%
-24,71% 5,54%
1,71% -2,24% -0,96%
-12,01% -12,33% 1,02%
46,12% 9,35% 3,73%
-7,41% 5,98% -1,83%
-4,86% 8,78% 2,87%
15,32% 0,53% 5,49% 2,22%
15,32% 8,16% 11,35% 6,06%
-10,91% 5,82% 0,86% 2,29%
30,91% 10,39% 8,10% 3,01%
-1,50% 4,74% 8,85% 5,82%
-10,51% 4,89% 3,47% 4,47% 2,63%
-24,81% -12,81% -5,02% 2,84% 2,23%
28,95% -4,62% 2,27% 1,56% 2,28%
21,57% 5,63% 0,77% 4,37% 2,26%
29,43% 26,60% 6,42% 7,63% 6,02%
34,89% 28,51% 15,53% 9,33% 8,03% 5,71%
-6,06% 17,93% 20,79% 7,11% 8,51% 6,58%
-46,70% -12,26% 1,22% 1,75% 1,45% 2,02%
50,77% -8,95% 5,68% 3,19% 4,80% 3,10%
22,66% -0,48% 4,55% 5,48% 6,59% 5,65%
-14,93% 16,30% -4,66% 4,95% 4,45% 4,71%
24,73% 9,18% 0,90% 10,40% 5,00% 6,55%
23,82% 9,52% 19,43% 9,95% 7,33% 5,67% 4,96%
Stoxx Europe 600
YOY 3 year 5 year 10 year 15 year 20 year 27 year
-13,64%
25,70%
27,66% 11,49%
-15,30% 10,77%
16,26% 7,92% 6,42%
5,65% 1,33% 10,79%
40,76% 20,02% 13,33%
-6,90% 11,45% 6,39%
17,98% 15,63% 13,69%
22,34% 10,35% 14,85% 10,55%
44,83% 27,86% 22,33% 16,42%
23,43% 29,80% 19,16% 16,21%
33,43% 33,61% 28,05% 16,72%
-4,71% 16,21% 22,70% 18,11%
-15,75% 2,32% 13,88% 14,36% 11,65%
-27,19% -16,39% -0,76% 10,18% 10,39%
13,77% -11,30% -2,36% 7,86% 9,65%
11,69% -2,56% -5,77% 9,84% 8,68%
26,42% 17,12% -0,29% 10,61% 11,62%
21,86% 19,83% 7,35% 10,56% 11,97% 10,56%
-0,18% 15,43% 14,34% 6,52% 11,55% 11,36%
-41,30% -10,62% 0,17% -1,11% 5,23% 7,20%
30,32% -8,60% 3,30% -1,34% 7,62% 7,31%
10,87% -5,34% 0,63% 0,17% 7,17% 8,77%
-8,37% 9,81% -4,95% 1,01% 5,13% 7,48%
19,30% 6,62% -1,50% 6,12% 3,78% 8,13%
17,51% 8,71% 13,17% 6,47% 3,44% 7,16% 8,05%
Das ganze verrutscht hier etwas, aber ich denke man kann es erkennen. Der erste Zeitraum ist eben ab 1987 bis 1992 und dann 1988-1993 und so weiter. Die Small Caps sind immer schlechter ... Es sind übrigens Net Return, d.h. bei Stoxx, dass die Dividenden nach Steuern reinvestiert werden.