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Asset class statistics

The EV Asset Model captures the variation of asset class expected returns with investment term. Summary statistics over various terms show the term structure of expected risk and return.

Annualised statistics

The table shows annualised statistics of the expected growth rate over the investment term that summarise each asset’s expected return and uncertainty or risk characteristic.

Asset Mean Median Standard Deviation
Money Markets 0.34 -0.05 2.84
UK Government Bonds -0.15 0.46 6.93
UK Index Linked Bonds -0.68 -0.74 8.68
UK Corporate Bonds 0.80 1.10 10.12
Global Government Bonds 0.43 0.44 8.44
High Yield Bonds 0.34 0.51 15.05
UK Equity 3.19 3.33 15.80
US Equity 3.28 3.36 18.78
European Equity 2.75 2.88 20.46
Japanese Equity 4.36 4.52 21.68
Asia-Pacific ex-Japan Equity 1.73 1.90 23.36
Emerging Markets Equity 2.44 2.63 25.47
UK Property -1.75 -1.63 14.57
Asset Mean Median Standard Deviation
Money Markets 0.86 0.42 5.18
UK Government Bonds 0.79 1.05 5.29
UK Index Linked Bonds 0.04 -0.06 9.48
UK Corporate Bonds 1.77 1.82 8.69
Global Government Bonds 1.70 1.68 9.06
High Yield Bonds 1.46 1.49 15.58
UK Equity 3.78 3.79 16.09
US Equity 3.82 3.87 18.96
European Equity 3.36 3.44 20.60
Japanese Equity 4.84 4.91 22.24
Asia-Pacific ex-Japan Equity 2.44 2.56 23.68
Emerging Markets Equity 3.22 3.24 25.34
UK Property 0.02 0.02 14.67
Asset Mean Median Standard Deviation
Money Markets 1.32 0.89 7.39
UK Government Bonds 1.49 1.54 5.04
UK Index Linked Bonds 0.65 0.46 10.60
UK Corporate Bonds 2.51 2.52 8.38
Global Government Bonds 2.48 2.41 10.09
High Yield Bonds 2.23 2.21 16.39
UK Equity 4.31 4.34 16.90
US Equity 4.31 4.28 19.61
European Equity 3.92 3.87 21.08
Japanese Equity 5.31 5.25 22.81
Asia-Pacific ex-Japan Equity 3.12 3.21 24.32
Emerging Markets Equity 3.95 3.93 26.07
UK Property 1.16 1.15 15.34
Asset Mean Median Standard Deviation
Money Markets 1.73 1.30 9.41
UK Government Bonds 2.08 1.99 5.89
UK Index Linked Bonds 1.17 0.95 11.95
UK Corporate Bonds 3.09 3.07 8.73
Global Government Bonds 3.07 2.92 11.35
High Yield Bonds 2.81 2.70 17.39
UK Equity 4.73 4.66 17.98
US Equity 4.70 4.62 20.31
European Equity 4.37 4.31 21.93
Japanese Equity 5.68 5.65 23.40
Asia-Pacific ex-Japan Equity 3.68 3.70 24.88
Emerging Markets Equity 4.54 4.49 26.57
UK Property 1.99 1.93 16.23
Asset Mean Median Standard Deviation
Money Markets 2.08 1.68 11.18
UK Government Bonds 2.57 2.42 7.22
UK Index Linked Bonds 1.61 1.35 13.31
UK Corporate Bonds 3.59 3.55 9.67
Global Government Bonds 3.53 3.34 12.69
High Yield Bonds 3.29 3.16 18.44
UK Equity 5.11 5.02 19.01
US Equity 5.05 5.00 21.25
European Equity 4.78 4.72 22.80
Japanese Equity 6.00 5.94 24.20
Asia-Pacific ex-Japan Equity 4.18 4.18 25.74
Emerging Markets Equity 5.06 5.05 27.32
UK Property 2.62 2.51 17.22