According to this Times piece, the S&P's real annualized return was -5.1% in the 10 years ended January 2009. That's the worst 10 years in its history.
http://www.nytimes.com/2009/02/07/business/07charts.html?_r=2&ref=business
http://www.nytimes.com/2009/02/07/business/07charts.html?_r=2&ref=business