UK asset class returns

Stocks

 * All cap stocks: comprehensive index of all equities
 * Large cap stocks: largest 90% by cumulative value of all equities
 * Small cap stocks: next 9% by cumulative value of all equities
 * Micro cap stocks: smallest 1% by cumulative value of all equities



Bonds

 * Treasury bills: rolled-over 90-day treasury bills
 * Intermediate bonds: All high-coupon gilts with maturity of 4½-6½ years
 * Long bonds: all high-coupon gilts with maturity of 15½-30½ years
 * Inflation: Retail Price Index (before 1962, Index of Retail Prices)

Inflation indexed bonds
Index linked bonds first became freely available in the UK in 1981.


 * Index-linked bonds: all index-linked gilts with maturity of 15½-25½ years
 * Inflation: Retail Price Index (before 1962, Index of Retail Prices)