Keystone Annual History
by Robert Sheard
(TMF Sheard)
LEXINGTON, KY. (August 19, 1998) -- Several readers have asked me to update the historical returns for the Keystone model, so today will be a brief recap of that annual history.
The model's history began in 1986, so we have nearly 13 years of data. Someday I hope to have the resources to backtest it even further, but to date I've had no luck finding what I need.
The following table shows the year-by-results:
Year Top 5 Top 10 S&P 500
1986 22.0 23.8 18.5
1987 8.1 11.3 5.2
1988 8.5 6.9 16.8
1989 59.2 52.6 31.5
1990 (0.3) (1.0) (3.2)
1991 71.8 60.0 30.6
1992 12.4 3.3 7.8
1993 36.3 15.1 10.1
1994 9.0 11.3 1.6
1995 43.8 45.5 37.5
1996 38.2 34.2 23.3
1997 56.6 55.6 33.2
1998 18.4 32.7 12.1
1/1/86 100 100 100
8/12/98 2,403 1,899 739
CAGR 28.7% 26.3% 17.2%
The lines dated 1/1/86 and 8/12/98 show the growth of $100 invested at the beginning through last week. And the CAGR (Compound Annual Growth Rate) follows. As a comparison, I've included the Standard & Poor's 500 Index returns (including dividends) for the same years.
I hope this helps those of you who've been searching the archives for this history.
Check out the latest file updates for the Workshop:
New Rankings
| 1998 Returns
| New Database
[Robert Sheard is the author of the The Unemotional Investor (Simon & Schuster, 1998) available now at Amazon.com and your local bookseller.]