Historical Returns by Asset Classes

Historical Returns by Asset Classes

The above link is the historical returns by asset classes created by Simba from the Bogleheads forum.  The author uses the data to simulate backtesting of hypothetical portfolios.  It’s highly US and Vanguard centric but nevertheless contains ex-USA information and is highly informational for investors with regards to risks and future expected returns.

You can also read a discussion about the data file here.