Insights | October 27, 2021

Wounds That Never Heal

Why so focused on bubbles? The damage they inflict can last decades.

Wounds that never heal

Number of years to get back to earning 6% real


It Is Prudent to Pay Close Attention to Bubbles. The chart above highlights four major U.S. equity bubbles going back to 1929 (the 2008 bubble is included in the 1999 time series) and the Japanese equity bubble of the late 1980's. Each line measures the initial damage done when the bubble bursts, and then tracks how long it subsequently takes an investor to climb back to their “expected” 6% real1 return. It’s typically decades. Even with the amazing returns U.S. stocks have delivered for the past ten years, the S&P 500 Index has still not climbed out of the hole created by the tech bubble of 1999 (the red line, above). Bubbles inflict deep and cruel wounds, and it is right and prudent to avoid them, exploit them, or dance around them as best we can.2

Download article here.

1Note that 6% real (or roughly 8% to 8.5% nominal) is a common assumption for equilibrium equity returns. It also is (or historically was) a common long-term equity return assumption for investment consultants, actuaries, pension plans, sovereign wealth funds, endowments, foundations, health care systems, defined contribution systems, family offices, wealth managers, RIAs, CFPs, investment advisors, and individuals.

2Bubbles are not just for avoiding. They can, and have been, spectacular money-making opportunities, as well. We have a long history of creating strategies that are designed to monetize the massive dislocation in pricing that typically characterizes bubbles. We have one such strategy today that is long a diversified basket of global Value stocks and short a basket of global Growth stocks.

Disclaimer: Chart data through 9/30/2021 | Source: GMO
The views expressed are the views of the GMO Asset Allocation team through the period ending October 2021 and are subject to change at any time based on market and other conditions. This is not an offer or solicitation for the purchase or sale of any security and should not be construed as such. References to specific securities and issuers are for illustrative purposes only and are not intended to be, and should not be interpreted as, recommendations to purchase or sell such securities.
Copyright © 2021 by GMO LLC. All rights reserved.
Subscribe to GMO Research