If I'm not mistaken these are the returns of DJA from 1900 to the current date by reference to the first closing day of the year.
The average (arithmetic mean) tends to oscillate between 6 and 8%. Today the average of all returns from 1900 to 2006 is +7.39% 
. 
annual standard deviation of 22.15%
.
Finally this graphic returns the distribution of returns. Each point shows the profitability of a given year from the highest negative return of -56.06% in 1931 to the highest positive return of 80.87% in 1915.
The average loss of this historic negative years is -15.01%
average profit of plus years of this historic
is +19.73%
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