S&P500 Return Statistics

Number of Total Returns within the limits.

Sequences begin in 1871.

Years                 10    20   30
6.00 to 6.99          8    26   21

5.00 to 7.99         29   36   56
4.00 to 8.99         85   82   72
3.00 to 9.99         59   83   102
2.00 to 10.99        81   92  102
1.00 to 11.99        89  109  102
0.00 to 12.99        93  112  102
(1.99) to 14.99    112  112  102
(3.99) to 16.99    121  112  102
Maximum number  122  112  102

Years                 40   50   60
6.00 to 6.99        25   29   43

5.00 to 7.99        68   67   72
4.00 to 8.99        85   82   72
3.00 to 9.99        92   82   72
2.00 to 10.99       92   82   72
1.00 to 11.99       92   82   72
0.00 to 12.99       92   82   72
(1.99) to 14.99     92   82   72
(3.99) to 16.99     92   82   72
Maximum number   92   82   72

Sequences begin in 1921.

Years                 10   20   30
6.00 to 6.99          5    3    9
5.00 to 7.99         13   14   25
4.00 to 8.99         20   26   47
3.00 to 9.99         30   38   52
2.00 to 10.99       44   45   52
1.00 to 11.99       49   60   52
0.00 to 12.99       50   62   52
(1.99) to 14.99     65   62   52
(3.99) to 16.99     72   62   52
Maximum number   72   62   52

Years                 40   50   60 
6.00 to 6.99        16   12   11 
5.00 to 7.99        33   23   22 
4.00 to 8.99        38   32   22 
3.00 to 9.99        42   32   22 
2.00 to 10.99       42   32   22 
1.00 to 11.99       42   32   22 
0.00 to 12.99       42   32   22 
(1.99) to 14.99     42   32   22 
(3.99) to 16.99     42   32   22 
Maximum number   42   32   22

Number of Total Returns above threshold.

Sequences begin in 1871.

Years                 10    20   30
Above 7              63    52   36
Above 6              72    69   57
Above 5              85    78   77
Above 4              92    83   96
Above 3              95    96  102
Above 2             103  102  102
Above 1             107  110  102
Above 0             108  112  102
Above (1.99)       117  112  102
Above (3.99)       122  112  102
Maximum number  122  112  102

Years                 40   50   60 
Above 7              30   24   15 
Above 6              55   53   58 
Above 5              80   78   72 
Above 4              91   82   72 
Above 3              92   82   72 
Above 2              92   82   72 
Above 1              92   82   72 
Above 0              92   82   72 
Above (1.99)        92   82   72 
Above (3.99)        92   82   72 
Maximum number   92   82   72

Sequences begin in 1921.

Years                  10   20   30
Above 7               40   34   25
Above 6               45   38   34
Above 5               49   40   40
Above 4               53   44   52
Above 3               56   53   52
Above 2               60   55   52
Above 1               62   61   52
Above 0               62   62   52
Above (1.99)        68   62   52
Above (3.99)        72   62   52
Maximum number   72   62   52

Years                 40   50   60 
Above 7              17   13    8 
Above 6              33   25   19 
Above 5              42   30   22 
Above 4              42   32   22 
Above 3              42   32   22 
Above 2              42   32   22 
Above 1              42   32   22 
Above 0              42   32   22 
Above (1.99)        42   32   22 
Above (3.99)        42   32   22 
Maximum number   42   32   22

Have fun.

John Walter Russell
October 6, 2005