UBS YEARBOOK 2026 · 1920s—2020s — Every factor spends a decade looking broken
The factor decades — Annualized premia for five factors across eleven decades, as a 5×11 matrix.
Five factors against eleven decades of annualized premia. Momentum leads the full period at 7.7% and its single losing decade lands right after it topped the previous one; value is negative in three of the last four; income has never led a decade.
What this page answers
This static page is built to answer searches for UBS YEARBOOK 2026 · 1920s—2020s. It summarizes the live dataset behind the Every factor spends a decade looking broken panel and links to the full interactive chart.
Five factors against eleven decades of annualized premia. Momentum leads the full period at 7.7% and its single losing decade lands right after it topped the previous one; value is negative in three of the last four; income has never led a decade. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
The plate
Data & Source
GET /api/static/ubs-yearbook.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.