Lehman Brothers Government/Corporate

DATE
Lehman
G/C
1-year
Aggregate
Lehman
G/C
5-year
Aggregate
Lehman
G/C
5-year
Annualized
Lehman
G/C
10-year
Aggregate
Lehman
G/C
10-year
Annualized
Lehman
G/C
20-year
Aggregate
Lehman
G/C
20-year
Annualized
 
12/31/74
0.17
 
12/31/75
12.30
 
12/31/76
15.59
 
12/31/77
2.99
 
12/31/78
1.18
35.48
6.26
 
12/31/79
2.30
38.37
6.71
 
12/31/80
3.06
26.99
4.89
 
12/31/81
7.26
17.84
3.34
 
12/31/82
31.10
50.00
8.45
 
12/31/83
7.99
60.10
9.87
116.91
8.05
 
12/31/84
15.02
80.01
12.48
149.08
9.56
 
12/31/85
21.30
111.87
16.20
169.05
10.40
 
12/31/86
15.62
128.39
17.96
169.12
10.41
 
12/31/87
2.29
78.21
12.25
167.32
10.33
 
12/31/88
7.58
77.53
12.16
184.22
11.01
 
12/31/89
14.23
76.31
12.01
217.37
12.24
 
12/31/90
8.28
57.39
9.49
233.45
12.80
 
12/31/91
16.13
58.08
9.59
261.03
13.70
 
12/31/92
7.58
66.25
10.70
196.27
11.47
 
12/31/93
11.03
71.58
11.40
204.60
11.78
560.70
9.90
12/31/94
(3.51)
44.93
7.70
155.53
9.84
536.46
9.70
12/31/95
19.24
59.60
9.80
151.19
9.65
575.81
10.02
12/31/96
2.90
41.43
7.18
123.56
8.38
501.66
9.39
12/31/97
9.76
44.29
7.61
139.88
9.14
541.23
9.74
12/31/98
9.47
42.26
7.30
144.10
9.33
593.77
10.17
12/31/99
(2.15)
44.27
7.61
109.09
7.65
563.59
9.92
12/31/00
11.85
35.33
6.24
115.98
8.00
620.19
10.38
12/31/01
8.50
42.69
7.37
101.80
7.27
628.56
10.44
12/31/02
11.04
44.35
7.62
108.28
7.61
517.07
9.53
 
Average
9.31
57.34
9.29
160.89
9.93
563.90
9.92

Source: Ned Davis Research