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What historical compound annual growth rates (CAGRs) have the major markets provided? Data as far back as has been recorded is preferable. Specifically I'm looking for returns of:

  • Short-term, intermediate, and long-term U.S. bond markets
  • Large, medium, and small cap U.S. stocks
  • U.S. vs. non-U.S. large-cap stocks

Even better would be data on dollar-cost-averaged returns.

  • 1
    Jeff - the downvotes are likely in response to the lack of clarification. There are grids showing general data that are easily found via Google. One point I'd make to you is the distinction between Average Return vs Compound Annual Growth, which of course I happened to write about earlier this week. The About data, 12.64% looks like average return for that period, while the CAGR is 11.24% over that same time. The Schwab data correctly shows the (preferred) CAGR for the period you cite. – JTP - Apologise to Monica Apr 18 '13 at 19:12
  • DCA returns could be tricky as there are more than a few different kinds of periods one could use. Is one investing daily, weekly, bi-weekly, monthly, quarterly, or annually? – JB King Apr 19 '13 at 16:39
  • @JBKing good point, the investment period would certainly change the data, but any of those could be more useful than assuming a lump sum investment at the beginning. – glenviewjeff Apr 19 '13 at 18:36
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Center for Research in Security Prices would be my suggestion for where to go for US stock price history.

Major Asset Classes 1926 - 2011 - JVL Associates, LLC has a PDF with some of the classes you list from the data dating back as far as 1926.

There is also the averages stated on a Bogleheads article that has some reference links that may also be useful.

Four Pillars of Investing's Chapter 1 also has some historical return information in it that may be of help.

  • The CRSP provides extremely rich data sets, so that's a great recommendation. – John Bensin Apr 20 '13 at 23:11
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Under construction, but here's what I have so far:

Schwab Data from 1970-2012:

  • large-cap stocks: 9.9%
  • bonds: 8.2%

About.com data from 1980-2012:

  • Barclay Capital U.S. Aggregate Bond Index: 8.8%
  • S&P 500: 12.64%
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    Which average are you taking, arithmetic average or compounded average? – JB King Apr 19 '13 at 18:36
  • @JBKing I'm not taking an average; the data shown is as reported in the articles listed. – glenviewjeff Apr 30 '13 at 16:31

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