Maximum and minimum returns for different holding periods, 1802 – December 2006. Source: Siegel (2008, p. 25).

 
 
  Part of: Abramov A, Radygin A, Chernova M (2015) Long-term portfolio investments: New insight into return and risk. Russian Journal of Economics 1(3): 273-293. https://doi.org/10.1016/j.ruje.2015.12.001