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For 'Reversion To The Mean' Believers, US Equities Still Look Good

Published 06/25/2014, 12:16 AM
Updated 07/09/2023, 06:31 AM
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We were fortunate to be invited to a BlackRock “Alts” conference in Chicago last week, presumably the group was in town for the Morningstar throw-down.

Mark Peterson, BlackRock’s Director of Investment Strategy and Education led off the 4 presentations with what I thought was an open and honest discussion of “Liquid Alts” and what they are, and what they are not.

Mark had one slide in particular that caught our attention:

Just dividing the universe between US Stocks (presumably the S&P 500) and US Bonds (presumably something akin to the Barclay’s iShares Core Total US Bond Market (ARCA:AGG)), here is the return data BlackRock provided:

US Stocks (Average Annual Return data):

  • 88-year average: +10.08%
  • 1980-1999 avg: +17.9%
  • 2000 – 2013 avg: +3.6% (and this includes last year’s 32% SP 500 return remember)

US Bonds (Average Annual Return data):

  • 88-year average: +5.29%
  • 1980 – 1999 avg: +10.0%
  • 2000 – 2013 avg: +5.6%

I remember sometime in 2010 or 2011, a reporter or conference attendee asking Larry Fink (BlackRock CEO) what his recommended asset allocation was at that time, and he said “100% equity” which no doubt left every compliance and marketing person at BlackRock clutching their chests and looking for defibrillators, but it was a good call on Larry’s part. CNBC had a field day with that comment.

The above returns are pretty good evidence why we expect the bull-market in the S&P 500 to continue, and why there are so many who are bearish the bond market(s).

You can see how the last 13 years of “average” US Bond returns remains closer to the 88-year average than the same return for US Stocks. The 13-year average return of +3.6% for US Stocks is well under the 88-year average of +10.88%, and hence we think more equity upside remains.

I wonder about that 88-year average US Bond return though. Up until the early 1980s (and Mr. Fink was one of the pioneers of the MBS market), Mortgage-Backed Securities were rare, and the Treasury market was much different. I don’t think we saw 30-Year Treasuries issued until the Reagan Administration, beginning in 1980. The 1980s saw the advent of MBS securities, the corporate high-yield market, and in the late 1980′s the explosion in asset-backed securities.

I'd like to say thanks to BlackRock and Trinity’s wholesalers for the invite. It was a very good 4 hours. Very informative.

We are still looking for a 5% – 7% S&P 500 correction before a strong Q4 ’14 rally.

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