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.
Yahoo Finance · Macrotrends · Robert Shiller · FRED · S&P Global · Nasdaq · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets including Yahoo Finance, Macrotrends, Robert Shiller, FRED, S&P Global, Nasdaq, 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.