Historical Data

Daily U.S. Stock Returns

 
 

Annual U.S. Stock Returns

 
 

Long Term U.S. Stock Returns

 
 

Long Term U.S. Bond Returns

 
 

Diversification

 

Global Market Returns

 
 
 
 
 
 
 
 
 
 
 
 
 
 

Dimensions Of Returns

 
 
 

Volatility

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

10 Year U.S. Treasury Yields

 

https://www.macrotrends.net/2016/10-year-treasury-bond-rate-yield-chart

 

S&P 500 Historical Prices

 
 

S&P 500 Dividend Yield

 
 

Price/Earnings Ratio for S&P 500 Stocks

 
 

Shiller Cyclically Adjusted Price/Earnings (CAPE) Ratio For U.S. Stocks

 
 

U.S. Inflation Rate

 
 
 
 

Commodities

Currencies

Cryptocurrencies

 
 
 

Bitcoin vs. Russell 3000 Stock Index

Peak-to-Trough Declines / August 2, 2010–December 31, 2024

Past performance is not a guarantee of future results.

Russell data is in USD. Peak-to-trough declines shown are the cumulative negative returns from the prior peak. Peak is defined as the highest index level prior to a given day. The sample start date is based on the earliest available Bitcoin price data, which begins on August 2, 2010, representing the first recorded market price for Bitcoin. Price peaks and troughs are sourced from Bloomberg. Certain Bitcoin offerings may be considered a security and may have different attributes than those described. Dimensional does not offer investment in Bitcoin or cryptocurrency. Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes. Indices are not available for direct investment; therefore, their performance does not reflect the expenses associated with the management of an actual portfolio.

 

Appendix: Selected Data Sources