Fama French Data

Year
TSM
192812 38.95 45.86 32.27 23.58 31.23 39.12 39.78 2.81 -6.86
14
21
28
35
42
49
56
63
1928
38.95
45.86
192912 -14.55 -20.05 0.93 -4.67 -45.97 -30.76 -37.43 -30.13 11.96
14
21
28
35
42
49
56
63
1929
-14.55
-20.05
193012 -28.37 -25.49 -29.40 -43.72 -35.20 -30.39 -47.06 -4.68 -15.04
14
21
28
35
42
49
56
63
1930
-28.37
-25.49
193112 -44.42 -35.77 -59.04 -58.70 -41.60 -45.80 -52.19 4.64 -16.76
14
21
28
35
42
49
56
63
1931
-44.42
-35.77
193212 -9.26 -7.19 -14.04 -7.43 -1.92 -10.23 -1.18 5.11 0.25
14
21
28
35
42
49
56
63
1932
-9.26
-7.19
193312 57.98 44.43 90.61 115.50 158.09 126.36 118.08 50.66 15.53
14
21
28
35
42
49
56
63
1933
57.98
44.43
193412 4.29 10.43 -3.39 -19.79 33.26 17.75 8.21 23.99 -27.63
14
21
28
35
42
49
56
63
1934
4.29
10.43
193512 44.46 41.81 45.17 48.81 42.70 78.02 51.18 12.04 7.74
14
21
28
35
42
49
56
63
1935
44.46
41.81
193612 32.39 25.44 38.19 49.58 33.07 45.27 74.32 13.15 32.70
14
21
28
35
42
49
56
63
1936
32.39
25.44
193712 -34.59 -33.22 -31.80 -39.60 -46.29 -47.94 -50.34 -13.32 -5.21
14
21
28
35
42
49
56
63
1937
-34.59
-33.22
193812 28.23 32.55 19.91 25.96 41.88 43.00 26.34 10.94 -11.07
14
21
28
35
42
49
56
63
1938
28.23
32.55
193912 1.99 8.01 -3.72 -12.63 10.86 1.79 -2.42 6.19 -16.96
14
21
28
35
42
49
56
63
1939
1.99
8.01
194012 -7.48 -9.24 -3.92 -1.79 -0.76 -2.77 -9.35 0.69 -0.57
14
21
28
35
42
49
56
63
1940
-7.48
-9.24
194112 -9.50 -12.31 -4.60 -1.18 -17.05 -11.94 -4.06 -4.98 12.06
14
21
28
35
42
49
56
63
1941
-9.5
-12.31
194212 16.10 13.23 16.01 33.62 17.62 26.42 35.34 5.51 19.05
14
21
28
35
42
49
56
63
1942
16.1
13.23
194312 28.06 21.42 33.48 42.17 45.64 54.54 92.02 31.71 33.56
14
21
28
35
42
49
56
63
1943
28.06
21.42
194412 21.36 15.97 20.91 42.00 39.85 40.26 49.07 16.77 17.62
14
21
28
35
42
49
56
63
1944
21.36
15.97
194512 38.36 30.84 38.01 48.25 62.42 59.00 75.62 26.64 15.30
14
21
28
35
42
49
56
63
1945
38.36
30.84
194612 -6.01 -6.69 -1.87 -7.46 -12.73 -9.45 -6.94 -4.37 2.51
14
21
28
35
42
49
56
63
1946
-6.01
-6.69
194712 3.37 3.26 4.39 8.37 -8.32 -2.57 5.46 -7.15 9.44
14
21
28
35
42
49
56
63
1947
3.37
3.26
194812 2.33 3.47 1.14 5.09 -7.58 -6.90 -2.88 -9.02 3.16
14
21
28
35
42
49
56
63
1948
2.33
3.47
194912 20.26 22.68 14.96 18.52 23.20 22.41 21.55 3.66 -2.90
14
21
28
35
42
49
56
63
1949
20.26
22.68
195012 29.86 24.21 29.46 55.36 30.77 32.66 51.91 2.10 26.14
14
21
28
35
42
49
56
63
1950
29.86
24.21
195112 20.86 19.70 25.96 13.75 16.62 15.14 11.69 -5.32 -5.44
14
21
28
35
42
49
56
63
1951
20.86
19.7
195212 13.33 13.14 12.19 20.24 5.60 9.41 8.33 -7.41 4.92
14
21
28
35
42
49
56
63
1952
13.33
13.14
195312 0.33 2.20 -0.21 -7.72 0.59 -1.04 -6.65 -0.46 -8.58
14
21
28
35
42
49
56
63
1953
0.33
2.2
195412 50.28 50.18 46.93 77.34 42.68 59.06 64.24 -2.82 24.36
14
21
28
35
42
49
56
63
1954
50.28
50.18
195512 25.31 30.13 18.37 29.91 17.77 20.90 23.94 -5.27 2.97
14
21
28
35
42
49
56
63
1955
25.31
30.13
195612 8.40 6.65 14.23 4.78 5.85 6.88 7.48 -1.82 -0.12
14
21
28
35
42
49
56
63
1956
8.4
6.65
195712 -10.55 -8.90 -10.51 -22.83 -14.36 -15.92 -15.36 -1.14 -7.46
14
21
28
35
42
49
56
63
1957
-10.55
-8.9
195812 44.81 40.78 45.25 74.58 76.94 56.86 68.20 13.80 12.53
14
21
28
35
42
49
56
63
1958
44.81
40.78
195912 13.10 13.17 12.76 14.79 19.88 18.93 18.60 5.57 0.17
14
21
28
35
42
49
56
63
1959
13.1
13.17
196012 0.84 -2.68 6.66 -7.02 -1.03 -2.29 -5.76 -2.01 -4.54
14
21
28
35
42
49
56
63
1960
0.84
-2.68
196112 27.43 26.00 27.03 25.26 21.19 28.51 31.10 0.84 4.59
14
21
28
35
42
49
56
63
1961
27.43
26
196212 -10.34 -10.51 -4.51 -1.53 -20.92 -15.16 -8.83 -9.45 10.54
14
21
28
35
42
49
56
63
1962
-10.34
-10.51
196312 20.87 21.06 18.84 34.97 8.22 17.24 27.20 -7.40 16.44
14
21
28
35
42
49
56
63
1963
20.87
21.06
196412 16.30 14.99 19.77 19.84 10.86 18.21 22.65 -0.96 8.32
14
21
28
35
42
49
56
63
1964
16.3
14.99
196512 14.36 13.58 9.69 25.33 35.12 33.75 41.48 20.58 9.06
14
21
28
35
42
49
56
63
1965
14.36
13.58
196612 -8.69 -10.92 -6.37 -9.02 -5.56 -4.70 -7.60 2.81 -0.06
14
21
28
35
42
49
56
63
1966
-8.69
-10.92
196712 28.59 29.85 16.02 31.36 79.42 71.17 65.65 46.34 -6.13
14
21
28
35
42
49
56
63
1967
28.59
29.85
196812 14.16 4.08 15.44 23.63 29.50 40.62 45.15 24.04 17.60
14
21
28
35
42
49
56
63
1968
14.16
4.08
196912 -10.85 3.02 -17.05 -16.66 -24.52 -24.09 -25.77 -14.56 -10.47
14
21
28
35
42
49
56
63
1969
-10.85
3.02
197012 0.06 -5.45 8.54 11.22 -20.98 -7.56 6.27 -12.19 21.96
14
21
28
35
42
49
56
63
1970
0.06
-5.45
197112 16.19 22.99 7.02 12.40 21.95 19.22 15.72 4.83 -8.41
14
21
28
35
42
49
56
63
1971
16.19
22.99
197212 17.34 21.86 12.30 18.05 -0.67 7.35 8.06 -12.49 2.46
14
21
28
35
42
49
56
63
1972
17.34
21.86
197312 -18.78 -21.06 -9.20 -0.22 -42.84 -33.15 -25.84 -23.78 18.92
14
21
28
35
42
49
56
63
1973
-18.78
-21.06
197412 -27.87 -29.72 -22.55 -25.46 -32.64 -25.56 -17.35 0.73 9.78
14
21
28
35
42
49
56
63
1974
-27.87
-29.72
197512 37.38 33.83 41.73 50.79 58.80 58.39 57.36 16.07 7.76
14
21
28
35
42
49
56
63
1975
37.38
33.83
197612 26.77 17.45 40.45 46.50 36.90 44.70 57.79 11.66 24.97
14
21
28
35
42
49
56
63
1976
26.77
17.45
197712 -2.97 -9.43 0.04 1.31 19.19 18.23 24.22 23.24 7.88
14
21
28
35
42
49
56
63
1977
-2.97
-9.43
197812 8.54 7.30 6.40 3.60 16.80 19.81 21.77 13.70 0.64
14
21
28
35
42
49
56
63
1978
8.54
7.3
Market B/L
B/M
B/H
S/L
S/M
S/H
SMB
HML
LgCap/Gwt
197912 24.40 18.17 23.07 22.10 50.06 36.72 38.22 20.55 -3.95
14
21
28
35
42
49
56
63
1979
24.4
18.17
198012 33.21 32.65 37.87 15.15 52.93 31.49 22.42 7.06 -24.01
14
21
28
35
42
49
56
63
1980
33.21
32.65
198112 -3.98 -7.57 -7.93 14.41 -12.03 13.35 17.80 6.73 25.91
14
21
28
35
42
49
56
63
1981
-3.98
-7.57
198212 20.43 19.87 16.74 27.35 19.93 31.64 40.83 9.48 14.19
14
21
28
35
42
49
56
63
1982
20.43
19.87
198312 22.71 15.19 24.36 27.45 21.29 39.88 47.96 14.04 19.46
14
21
28
35
42
49
56
63
1983
22.71
15.19
198412 3.27 -0.59 5.52 17.65 -14.41 2.51 7.68 -8.93 20.17
14
21
28
35
42
49
56
63
1984
3.27
-0.59
198512 31.46 33.51 30.60 33.15 28.36 35.67 30.30 -0.97 0.79
14
21
28
35
42
49
56
63
1985
31.46
33.51
198612 15.61 13.96 18.89 21.71 1.52 10.68 13.26 -9.70 9.75
14
21
28
35
42
49
56
63
1986
15.61
13.96
198712 1.75 7.63 4.79 -2.28 -13.14 -3.88 -6.15 -11.10 -1.46
14
21
28
35
42
49
56
63
1987
1.75
7.63
198812 17.59 11.83 16.36 25.14 13.79 27.91 29.55 5.97 14.53
14
21
28
35
42
49
56
63
1988
17.59
11.83
198912 28.53 36.90 25.58 31.22 18.69 18.45 15.35 -13.74 -4.51
14
21
28
35
42
49
56
63
1989
28.53
36.9
199012 -6.03 0.60 -5.76 -13.47 -18.69 -17.83 -23.61 -13.83 -9.50
14
21
28
35
42
49
56
63
1990
-6.03
0.6
199112 33.58 43.16 22.06 26.77 53.73 45.08 40.78 15.86 -14.67
14
21
28
35
42
49
56
63
1991
33.58
43.16
199212 9.02 6.83 9.90 22.05 4.71 23.88 35.51 8.44 23.00
14
21
28
35
42
49
56
63
1992
9.02
6.83
199312 10.67 2.52 15.90 19.72 12.40 20.02 28.23 7.51 16.52
14
21
28
35
42
49
56
63
1993
10.67
2.52
199412 0.06 2.01 0.47 -5.91 -3.92 -1.53 2.82 0.27 -0.59
14
21
28
35
42
49
56
63
1994
0.06
2.01
199512 36.41 37.26 36.88 37.60 35.59 27.16 28.72 -6.76 -3.27
14
21
28
35
42
49
56
63
1995
36.41
37.26
199612 21.56 20.80 26.56 13.40 13.22 21.99 21.45 -1.37 0.41
14
21
28
35
42
49
56
63
1996
21.56
20.8
199712 31.48 31.65 32.92 31.03 15.26 31.80 38.94 -3.20 11.53
14
21
28
35
42
49
56
63
1997
31.48
31.65
199812 24.31 34.91 9.58 18.20 1.27 -4.34 -8.63 -24.80 -13.31
14
21
28
35
42
49
56
63
1998
24.31
34.91
199912 24.23 29.31 6.81 5.39 50.44 11.84 3.86 8.21 -35.25
14
21
28
35
42
49
56
63
1999
24.23
29.31
200012 -9.65 -13.18 5.42 0.55 -21.20 5.03 -3.20 -4.05 15.86
14
21
28
35
42
49
56
63
2000
-9.65
-13.18
LgCap/Val
SmlCap/Gwt
LgCap/Val
SmlCap/Gwt
SmlCap/Med
SmlCap/Val
SmlCap-LgCap
Hi - Lo
32.27
23.58
31.23
39.12
39.78
2.81%
-6.86%
46%
24%
31%
0.93
-4.67
-45.97
-30.76
-37.43
-30.13%
11.96%
17%
18%
-29%
-29.4
-43.72
-35.2
-30.39
-47.06
-4.68%
-15.04%
-13%
-34%
-54%
-73%
-59.04
-58.7
-41.6
-45.8
-52.19
4.64%
-16.76%
-44%
60%
-73%
-14.04
-7.43
-1.92
-10.23
-1.18
5.11%
0.25%
-48%
50%
-75%
-74%
90.61
115.5
158.09
126.36
118.08
50.66%
15.53%
-25%
-45%
40%
-32%
-3.39
-19.79
33.26
17.75
8.21
23.99%
-27.63%
-17%
-56%
30%
-9%
45.17
48.81
42.7
78.02
51.18
12.04%
7.74%
17%
-35%
29%
38.19
49.58
33.07
45.27
74.32
13.15%
32.70%
47%
-2%
72%
-31.8
-39.6
-46.29
-47.94
-50.34
-13.32%
-5.21%
-2%
-41%
19.91
25.96
41.88
43
26.34
10.94%
-11.07%
30%
-26%
-3.72
-12.63
10.86
1.79
-2.42
6.19%
-16.96%
41%
-10%
-35%
-3.92
-1.79
-0.76
-2.77
-9.35
0.69%
-0.57%
28%
-20%
-36%
44%
-4.6
-1.18
-17.05
-11.94
-4.06
-4.98%
12.06%
12%
-37%
-30%
20%
16.01
33.62
17.62
26.42
35.34
5.51%
19.05%
27%
-16%
-40%
41%
33.48
42.17
45.64
54.54
92.02
31.71%
33.56%
54%
20%
105%
20.91
42
39.85
40.26
49.07
16.77%
17.62%
78%
70%
186%
38.01
48.25
62.42
59
75.62
26.64%
15.30%
133%
152%
365%
-1.87
-7.46
-12.73
-9.45
-6.94
-4.37%
2.51%
118%
133%
306%
4.39
8.37
-8.32
-2.57
5.46
-7.15%
9.44%
125%
152%
272%
1.14
5.09
-7.58
-6.9
-2.88
-9.02%
3.16%
133%
165%
244%
14.96
18.52
23.2
22.41
21.55
3.66%
-2.90%
185%
214%
324%
29.46
55.36
30.77
32.66
51.91
2.10%
26.14%
254%
388%
454%
25.96
13.75
16.62
15.14
11.69
-5.32%
-5.44%
324%
455%
546%
12.19
20.24
5.6
9.41
8.33
-7.41%
4.92%
380%
568%
582%
586%
20%
10%
-8%
31%
1940
1934
1928
0%
45%
-0.21
-7.72
0.59
-1.04
-6.65
-0.46%
-8.58%
390%
516%
46.93
77.34
42.68
59.06
64.24
-2.82%
24.36%
637%
993%
879%
18.37
29.91
17.77
20.9
23.94
-5.27%
2.97%
859%
1320%
1053%
1121%
14.23
4.78
5.85
6.88
7.48
-1.82%
-0.12%
922%
1388%
-10.51
-22.83
-14.36
-15.92
-15.36
-1.14%
-7.46%
831%
1048%
945%
45.25
74.58
76.94
56.86
68.2
13.80%
12.53%
1211%
1904%
1750%
12.76
14.79
19.88
18.93
18.6
5.57%
0.17%
1384%
2201%
2118%
6.66
-7.02
-1.03
-2.29
-5.76
-2.01%
-4.54%
1344%
2039%
2095%
27.03
25.26
21.19
28.51
31.1
0.84%
4.59%
1719%
2579%
2560%
-4.51
-1.53
-20.92
-15.16
-8.83
-9.45%
10.54%
1528%
2538%
2003%
18.84
34.97
8.22
17.24
27.2
-7.40%
16.44%
1871%
3461%
2176%
19.77
19.84
10.86
18.21
22.65
-0.96%
8.32%
2167%
4168%
2424%
9.69
25.33
35.12
33.75
41.48
20.58%
9.06%
2474%
5249%
3310%
-6.37
-9.02
-5.56
-4.7
-7.6
2.81%
-0.06%
2193%
4766%
3120%
16.02
31.36
79.42
71.17
65.65
46.34%
-6.13%
2878%
6292%
5678%
15.44
23.63
29.5
40.62
45.15
24.04%
17.60%
2999%
7803%
7382%
-17.05
-16.66
-24.52
-24.09
-25.77
-14.56%
-10.47%
3093%
6486%
5547%
8.54
11.22
-20.98
-7.56
6.27
-12.19%
21.96%
2919%
7225%
4363%
7.02
12.4
21.95
19.22
15.72
4.83%
-8.41%
3613%
8133%
5342%
12.3
18.05
-0.67
7.35
8.06
-12.49%
2.46%
4425%
9619%
5306%
-9.2
-0.22
-42.84
-33.15
-25.84
-23.78%
18.92%
3472%
9598%
2990%
-22.55
-25.46
-32.64
-25.56
-17.35
0.73%
9.78%
2410%
7129%
1981%
41.73
50.79
58.8
58.39
57.36
16.07%
7.76%
3259%
10801%
3205%
40.45
46.5
36.9
44.7
57.79
11.66%
24.97%
3846%
15869%
4425%
0.04
1.31
19.19
18.23
24.22
23.24%
7.88%
3474%
16079%
5293%
6.4
3.6
16.8
19.81
21.77
13.70%
0.64%
3734%
16661%
6199%
1946
LgCap/Gwt
LgCap/Med
23.07
22.1
50.06
36.72
38.22
20.55%
-3.95%
4431%
20365%
9352%
37.87
15.15
52.93
31.49
22.42
7.06%
-24.01%
5911%
23466%
14356%
-7.93
14.41
-12.03
13.35
17.8
6.73%
25.91%
5456%
26861%
12617%
16.74
27.35
19.93
31.64
40.83
9.48%
14.19%
6559%
34235%
15151%
24.36
27.45
21.29
39.88
47.96
14.04%
19.46%
7571%
43660%
18398%
5.52
17.65
-14.41
2.51
7.68
-8.93%
20.17%
7526%
51384%
15733%
30.6
33.15
28.36
35.67
30.3
-0.97%
0.79%
10081%
68451%
20223%
18.89
21.71
1.52
10.68
13.26
-9.70%
9.75%
11502%
83334%
20532%
4.79
-2.28
-13.14
-3.88
-6.15
-11.10%
-1.46%
12388%
81431%
17821%
16.36
25.14
13.79
27.91
29.55
5.97%
14.53%
13865%
101928%
20292%
25.58
31.22
18.69
18.45
15.35
-13.74%
-4.51%
19018%
133781%
24103%
-5.76
-13.47
-18.69
-17.83
-23.61
-13.83%
-9.50%
19133%
115748%
19579%
22.06
26.77
53.73
45.08
40.78
15.86%
-14.67%
27434%
146760%
30153%
9.9
22.05
4.71
23.88
35.51
8.44%
23.00%
29314%
179143%
31578%
15.9
19.72
12.4
20.02
28.23
7.51%
16.52%
30056%
214489%
35506%
0.47
-5.91
-3.92
-1.53
2.82
0.27%
-0.59%
30662%
201807%
34110%
36.88
37.6
35.59
27.16
28.72
-6.76%
-3.27%
42124%
277724%
46286%
26.56
13.4
13.22
21.99
21.45
-1.37%
0.41%
50906%
314952%
52418%
32.92
31.03
15.26
31.8
38.94
-3.20%
11.53%
67049%
412713%
60432%
9.58
18.2
1.27
-4.34
-8.63
-24.80%
-13.31%
90491%
487845%
61201%
6.81
5.39
50.44
11.84
3.86
8.21%
-35.25%
117044%
514145%
92122%
5.42
0.55
-21.2
5.03
-3.2
-4.05%
15.86%
101604%
516974%
72571%
370%
471%
767%
869%
949%
880%
1509%
1894%
2043%
1714%
2951%
3519%
3310%
4371%
3976%
5085%
6260%
8897%
8214%
13672%
19889%
14738%
15668%
18147%
19618%
14523%
11986%
18918%
29909%
37177%
45292%
Mix
35.1%
-27.0%
SmlCap/Val
-37.9%
-47.1%
-4.4%
109.0%
8.0%
46.1%
45.6%
-42.4%
31.7%
9.4%
1.0%
-5.3%
-8.7%
25.0%
50.3%
36.7%
1993
-8.5%
2.2%
1998
54.3%
1988
1983
1978
384%
1973
359%
25.0%
1968
393%
1963
181%
1958
-2%
88%
25.0%
1953
-28%
1948
-24%
1943
-17%
1964
1958
1952
1946
-15%
25.0%
1938
36%
-32%
1933
-22%
25.0%
$1
11.5%
5.9%
7.8%
9.9%
$1
-5.0%
-1.2%
-11.5%
-9.4%
LgCap/Gwt
LgCap/Val
SmlCap/Gwt
$0
-6.4%
-10.9%
-8.8%
-11.8%
$100,000
$0
-8.9%
-14.7%
-10.4%
-13.0%
$0
-1.8%
-1.9%
-0.5%
-0.3%
$0
11.1% Growth
28.9%of $1.00
39.5%
29.5%
$1$10,000
2.6%
-4.9%
8.3%
2.1%
$1
10.5%
12.2%
10.7%
12.8%
$1
6.4%
12.4%
8.3%
18.6%
Mix = 25% : 25% : 25% : 25%
$1 $1,000
-8.3%
-9.9%
-11.6%
-12.6%
$1
8.1%
6.5%
10.5%
6.6%
$1
2.0%
-3.2%
2.7%
-0.6%
$1 $100
-2.3%
-0.4%
-0.2%
-2.3%
$1
-3.1%
-0.3%
-4.3%
-1.0%
$1
3.3%
8.4%
4.4%
8.8%
$10
$2
5.4%
10.5%
11.4%
23.0%
$3
4.0%
10.5%
10.0%
12.3%
$5
7.7%
12.1%
15.6%
18.9%
$1
$5
-1.7%
-1.9%
-3.2%
-1.7%
$5
0.8%
2.1%
-2.1%
1.4%
$5
0.9%
1.3%
-1.9%
-0.7%
$0
$6
5.7%
4.6%
5.8%
5.4%
$9
6.1%
13.8%
7.7%
13.0%
$10
4.9%
3.4%
4.2%
2.9%
$10
3.3%
5.1%
1.4%
2.1%
$10
0.6%
-1.9%
0.1%
-1.7%
$16
12.5%
19.3%
10.7%
16.1%
$20
7.5%
7.5%
4.4%
6.0%
$21
1.7%
1.2%
1.5%
1.9%
$18
-2.2%
-5.7%
-3.6%
-3.8%
$31
10.2%
18.6%
19.2%
17.1%
$36
3.3%
3.7%
5.0%
4.7%
$34
-0.7%
-1.8%
-0.3%
-1.4%
$45
6.5%
6.3%
5.3%
7.8%
$41
-2.6%
-0.4%
-5.2%
-2.2%
$52
5.3%
8.7%
2.1%
6.8%
$64
3.7%
5.0%
2.7%
5.7%
$90
3.4%
6.3%
8.8%
10.4%
$83
-2.7%
-2.3%
-1.4%
-1.9%
$138
7.5%
7.8%
19.9%
16.4%
$200
1.0%
5.9%
7.4%
11.3%
$148
0.8%
-4.2%
-6.1%
-6.4%
$158
-1.4%
2.8%
-5.2%
1.6%
$182
5.7%
3.1%
5.5%
3.9%
$197
5.5%
4.5%
-0.2%
2.0%
$146
-5.3%
-0.1%
-10.7%
-6.5%
$121
-7.4%
-6.4%
-8.2%
-4.3%
$190
8.5%
12.7%
14.7%
14.3%
$300
4.4%
11.6%
9.2%
14.4%
$373
-2.4%
0.3%
4.8%
6.1%
$454
1.8%
0.9%
4.2%
5.4%
1928
-48%
$1
$1
$0
$0
$0
$1
$1
$1
$2
$1
$1
$1
$1
$1
$1
$2
$3
$5
$4
$4
$3
$4
$6
$6
$7
$7
$10
$12
$12
$10
$18
$22
$22
$27
$21
$23
$25
$34
$32
$58
$75
$56
$45
$54
$54
$31
$21
$33
$45
$54
$63
2000
-52%
1988
-78%
$1
$1
$1
$0
$0
$1
$0
$1
$1
$1
$1
$1
$1
$1
$1
$1
$2
$3
$2
$3
$3
$3
$5
$6
$7
$6
$11
$14
$15
$11
$20
$23
$21
$27
$26
$36
$43
$53
$49
$64
$79
$66
$73
$82
$97
$97
$72
$109
$160
$162
$168
1982
-78%
1976
-13%
SmlCap-LgCap
-54%
$1
$1
Hi - Lo
$1
$1
$1
$1
$1
$1
$1
$1
$1
$1
$1
$1
$1
$2
$2
$2
$2
$2
$2
$3
$4
$4
$5
$5
$7
$10
$10
$9
$13
$15
$14
$18
$16
$20
$23
$26
$23
$30
$31
$32
$30
$37
$45
$36
$25
$34
$39
$36
$38
1994
LgCap/Gwt LgCap/ValSmlCap/GwtSmlCap/Val
40%
1970
SmlCap/Val
-0.5%
21.5%
40.6%
15.4%
11.8%
-2.9%
58.6%
25.4%
6.2%
-15.4%
65.1%
16.6%
-4.1%
25.9%
-10.4%
22.9%
17.1%
28.9%
-8.3%
51.6%
25.6%
-16.0%
-2.2%
18.3%
11.8%
-22.5%
-26.3%
50.2%
39.7%
8.8%
12.4%
62641%
76708%
90379%
127322%
188434%
202913%
264426%
299502%
281077%
364164%
420079%
320875%
451768%
612226%
785086%
807228%
1039093%
1262000%
1753462%
1602129%
1663975%
1610725%
$45
$60
$56
$67
$77
$76
$102
$116
$125
$140
$191
$192
$275
$294
$302
$308
$422
$510
$671
$906
$1,171
$1,017
$205
$236
$270
$343
$438
$515
$686
$834
$815
$1,020
$1,339
$1,158
$1,469
$1,792
$2,146
$2,019
$2,778
$3,151
$4,128
$4,879
$5,142
$5,171
$95
$145
$127
$153
$185
$158
$203
$206
$179
$204
$242
$197
$303
$317
$356
$342
$464
$525
$605
$613
$922
$727
$627
$768
$905
$1,274
$1,885
$2,030
$2,645
$2,996
$2,812
$3,643
$4,202
$3,210
$4,519
$6,123
$7,852
$8,073
$10,392
$12,621
$17,536
$16,022
$16,641
$16,108
4.5%
5.5%
12.5%
9.6%
32.1%
8.2%
3.8%
13.2%
5.6%
30.8%
-1.9%
3.6%
-3.0%
4.5%
3.2%
5.0%
6.8%
5.0%
10.2%
27.0%
3.8%
6.9%
5.3%
12.0%
28.0%
-0.1%
4.4%
-3.6%
1.9%
2.6%
8.4%
8.3%
7.1%
7.6%
31.3%
3.5%
5.4%
0.4%
3.3%
12.6%
1.9%
-0.6%
-3.3%
-1.5%
-3.5%
3.0%
6.3%
3.4%
7.4%
20.1%
9.2%
7.8%
4.7%
3.8%
25.5%
0.2%
-3.4%
-4.7%
-5.9%
-13.8%
10.8%
6.7%
13.4%
10.2%
41.1%
1.7%
5.5%
1.2%
8.9%
17.3%
0.6%
4.9%
3.1%
7.1%
15.7%
0.5%
-1.5%
-1.0%
0.7%
-1.3%
9.3%
9.4%
8.9%
7.2%
34.8%
5.2%
3.4%
3.3%
5.4%
17.2%
7.9%
7.8%
3.8%
9.7%
29.2%
8.7%
4.6%
0.3%
-2.2%
11.4%
7.3%
1.3%
12.6%
1.0%
22.3%
-3.3%
0.1%
-5.3%
-0.8%
-9.3%
Mix
LgCap/Gwt
LgCap/Val
$1
45.86%
23.58%
SmlCap/Gwt SmlCap/Val
31.23%
39.78%
$1
-20.05%
-4.67%
-45.97%
-37.43%
Mix
$1
-25.49%
-43.72%
-35.20%
-47.06%
-52.19%
$0
-35.77%
-58.70%
-41.60%
14.2%
$0
-7.19%
-7.43%
-1.92%
-1.18%
$1
12.4%
$1
44.43%
115.50%
158.09%
118.08%
10.43%
-19.79%
33.26%
8.21%
$1
12.0%
$1
41.81%
48.81%
42.70%
51.18%
25.44%
49.58%
33.07%
74.32%
$1
10.0%
$1
9.4%$1
-33.22%
-39.60%
-46.29%
-50.34%
32.55%
25.96%
41.88%
26.34%
8.01%
-12.63%
10.86%
-2.42%
$1
SD
$1
-9.24%
-1.79%
-0.76%
-9.35%
-12.31%
-1.18%
-17.05%
-4.06%
$1
32.0%
$2
27.3%
$3
13.23%
33.62%
17.62%
35.34%
21.42%
42.17%
45.64%
92.02%
15.97%
42.00%
39.85%
49.07%
$4
26.2%
30.84%
48.25%
62.42%
75.62%
$4
19.8%
$4
-6.69%
-7.46%
-12.73%
-6.94%
3.26%
8.37%
-8.32%
5.46%
$4
32.9%
$4
3.47%
5.09%
-7.58%
-2.88%
22.68%
18.52%
23.20%
21.55%
$6
24.21%
55.36%
30.77%
51.91%
$7
19.70%
13.75%
16.62%
11.69%
$8
13.14%
20.24%
5.60%
8.33%
$8
2.20%
-7.72%
0.59%
-6.65%
$12
50.18%
77.34%
42.68%
64.24%
$16
30.13%
29.91%
17.77%
23.94%
$16
6.65%
4.78%
5.85%
7.48%
$14
-8.90%
-22.83%
-14.36%
-15.36%
$23
40.78%
74.58%
76.94%
68.20%
$27
13.17%
14.79%
19.88%
18.60%
$26
-2.68%
-7.02%
-1.03%
-5.76%
$32
26.00%
25.26%
21.19%
31.10%
$29
-10.51%
-1.53%
-20.92%
-8.83%
$36
21.06%
34.97%
8.22%
27.20%
$42
14.99%
19.84%
10.86%
22.65%
$54
13.58%
25.33%
35.12%
41.48%
$49
-10.92%
-9.02%
-5.56%
-7.60%
$75
29.85%
31.36%
79.42%
65.65%
$94
4.08%
23.63%
29.50%
45.15%
$79
3.02%
-16.66%
-24.52%
-25.77%
$77
-5.45%
11.22%
-20.98%
6.27%
$91
22.99%
12.40%
21.95%
15.72%
$102
21.86%
18.05%
-0.67%
8.06%
$79
-21.06%
-0.22%
-42.84%
-25.84%
$58
-29.72%
-25.46%
-32.64%
-17.35%
$88
33.83%
50.79%
58.80%
57.36%
$122
17.45%
46.50%
36.90%
57.79%
$133
-9.43%
1.31%
19.19%
24.22%
$149
7.30%
3.60%
16.80%
21.77%
SD (Mix) =
26.2%
44.0%
23.2%
SD (Sm/Gwt) =
32.9%
16.0%
SD (Sm/Val) =
32.0%
16.9%
57.74868 100.0%
Mix = 25% : 25% : 25% : 25%
SD (Lg/Gwt) =
19.8%
SD (Lg/Val) =
27.3%
$198
18.17%
22.10%
50.06%
38.22%
$258
32.65%
15.15%
52.93%
22.42%
$266
-7.57%
14.41%
-12.03%
17.80%
$338
19.87%
27.35%
19.93%
40.83%
$433
15.19%
27.45%
21.29%
47.96%
$444
-0.59%
17.65%
-14.41%
7.68%
$583
33.51%
33.15%
28.36%
30.30%
$657
13.96%
21.71%
1.52%
13.26%
$634
7.63%
-2.28%
-13.14%
-6.15%
$761
11.83%
25.14%
13.79%
29.55%
$956
36.90%
31.22%
18.69%
15.35%
$824
0.60%
-13.47%
-18.69%
-23.61%
$1,163
43.16%
26.77%
53.73%
40.78%
$1,364
6.83%
22.05%
4.71%
35.51%
$1,578
2.52%
19.72%
12.40%
28.23%
$1,558
2.01%
-5.91%
-3.92%
2.82%
$2,100
37.26%
37.60%
35.59%
28.72%
$2,462
20.80%
13.40%
13.22%
21.45%
$3,181
31.65%
31.03%
15.26%
38.94%
$3,545
34.91%
18.20%
1.27%
-8.63%
$4,334
29.31%
5.39%
50.44%
3.86%
$3,933
-13.18%
0.55%
-21.20%
-3.20%
Gain (Mix) =
12.0%
Year
25.0%
25.0%
0.0%
50.0%
Mix
Mix
Gain (Lg/Gwt) =
10.0%
1928
11.5%
5.9%
0.0%
19.9%
37.3%
$1
Gain (Lg/Val) =
12.4%
1929
-5.0%
-1.2%
0.0%
-18.7%
-24.9%
$1
Gain (Sm/Gwt) =
9.4%
1930
-6.4%
-10.9%
0.0%
-23.5%
-40.8%
$1
SD (Sm/Val) =
14.2%
1931
-8.9%
-14.7%
0.0%
-26.1%
-49.7%
$0
1932
-1.8%
-1.9%
0.0%
-0.6%
-4.2%
$0
13.2%
27.8%
$1
2.0%
$100
-2.3%
-3.2%
0.0%
-1.2%
-2.4%
$1
-0.4%
0.0%
-4.7%
-7.4%
$1
-3.1%
$10
3.3%
-0.3%
0.0%
-2.0%
-5.4%
$1
8.4%
0.0%
17.7%
29.4%
$1
5.4%
$1
4.0%
10.5%
0.0%
46.0%
61.9%
$2
10.5%
0.0%
24.5%
39.0%
$2
1946
7.7%
$0
-1.7%
1947
1945
12.1%
0.0%
37.8%
57.6%
1998
0.0%
1993
$1
6.5%
1988
1944
$1
1983
1943
$1
55.9%
-43.4%
1978
1942
$1
-25.2%
1973
1941
1.8%
48.2%
0.0%
1968
1940
$1
-9.9%
1963
1939
Mix
99.0%
-8.3%
$1,000
8.1%
1958
1938
SmlCap/Val
59.0%
-4.9%of $1.00 0.0%

4.1%
Growth
12.2%
0.0%
25.6%
Mix12.4%
(SD=14%) = 25%
: 50%
0.0%: 25% : 0%
37.2%
10.5%
$10,000
6.4%
1953
1937
SmlCap/Gwt
0.0%
1948
1936
LgCap/Val
1943
1935
28.9%
1938
1934
LgCap/Gwt
11.1%
$100,000
2.6%
1933
1933
1928
73
$4
-1.9%
0.0%
-3.5%
-7.0%
$4
0.8%
2.1%
0.0%
2.7%
5.6%
$4
1948
0.9%
1.3%
0.0%
-1.4%
0.7%
$4
1949
5.7%
4.6%
0.0%
10.8%
21.1%
$5
1950
6.1%
13.8%
0.0%
26.0%
45.8%
$7
1951
4.9%
3.4%
0.0%
5.8%
14.2%
$8
1952
3.3%
5.1%
0.0%
4.2%
12.5%
$9
1953
0.6%
-1.9%
0.0%
-3.3%
-4.7%
$8
1954
12.5%
19.3%
0.0%
32.1%
64.0%
$14
1955
7.5%
7.5%
0.0%
12.0%
27.0%
$17
1956
1.7%
1.2%
0.0%
3.7%
6.6%
$19
1957
-2.2%
-5.7%
0.0%
-7.7%
-15.6%
$16
1958
10.2%
18.6%
0.0%
34.1%
62.9%
$25
1959
3.3%
3.7%
0.0%
9.3%
16.3%
$30
1960
-0.7%
-1.8%
0.0%
-2.9%
-5.3%
$28
1961
6.5%
6.3%
0.0%
15.6%
28.4%
$36
1962
-2.6%
-0.4%
0.0%
-4.4%
-7.4%
$33
1963
5.3%
8.7%
0.0%
13.6%
27.6%
$43
1964
3.7%
5.0%
0.0%
11.3%
20.0%
$51
1965
3.4%
6.3%
0.0%
20.7%
30.5%
$67
1966
-2.7%
-2.3%
0.0%
-3.8%
-8.8%
$61
1967
7.5%
7.8%
0.0%
32.8%
48.1%
$90
1968
1.0%
5.9%
0.0%
22.6%
29.5%
$117
1969
0.8%
-4.2%
0.0%
-12.9%
-16.3%
$98
1970
-1.4%
2.8%
0.0%
3.1%
4.6%
$102
1971
5.7%
3.1%
0.0%
7.9%
16.7%
$119
1972
5.5%
4.5%
0.0%
4.0%
14.0%
$136
1973
-5.3%
-0.1%
0.0%
-12.9%
-18.2%
$111
1974
-7.4%
-6.4%
0.0%
-8.7%
-22.5%
$86
1975
8.5%
12.7%
0.0%
28.7%
49.8%
$129
1976
4.4%
11.6%
0.0%
28.9%
44.9%
$187
1977
-2.4%
0.3%
0.0%
12.1%
10.1%
$206
1978
1.8%
0.9%
0.0%
10.9%
13.6%
$234
1979
4.5%
5.5%
0.0%
19.1%
29.2%
$302
1980
8.2%
3.8%
0.0%
11.2%
23.2%
$372
1981
-1.9%
3.6%
0.0%
8.9%
10.6%
$411
1982
5.0%
6.8%
0.0%
20.4%
32.2%
$544
1983
3.8%
6.9%
0.0%
24.0%
34.6%
$732
1984
-0.1%
4.4%
0.0%
3.8%
8.1%
$792
1985
8.4%
8.3%
0.0%
15.2%
31.8%
$1,044
1986
3.5%
5.4%
0.0%
6.6%
15.5%
$1,206
1987
1.9%
-0.6%
0.0%
-3.1%
-1.7%
$1,185
1988
3.0%
6.3%
0.0%
14.8%
24.0%
$1,469
1989
9.2%
7.8%
0.0%
7.7%
24.7%
$1,832
1990
0.2%
-3.4%
0.0%
-11.8%
-15.0%
$1,557
1991
10.8%
6.7%
0.0%
20.4%
37.9%
$2,147
1992
1.7%
5.5%
0.0%
17.8%
25.0%
$2,683
1993
0.6%
4.9%
0.0%
14.1%
19.7%
$3,211
1994
0.5%
-1.5%
0.0%
1.4%
0.4%
$3,225
1995
9.3%
9.4%
0.0%
14.4%
33.1%
$4,291
1996
5.2%
3.4%
0.0%
10.7%
19.3%
$5,119
1997
7.9%
7.8%
0.0%
19.5%
35.1%
$6,917
1998
8.7%
4.6%
0.0%
-4.3%
9.0%
$7,537
1999
7.3%
1.3%
0.0%
1.9%
10.6%
$8,337
2000
-3.3%
0.1%
0.0%
-1.6%
-4.8%
$7,940
Year ?
1980
Year
LgCap/Gwt
LgCap/Val
SmlCap/Gwt
SmlCap/Val
LgCap/Gwt
LgCap/Val
SmlCap/Gwt
SmlCap/Val
Row =
53
1981
32.65%
15.15%
52.93%
22.42%
$1.33
$1.15
$1.53
$1.22
1982
-7.57%
14.41%
-12.03%
17.80%
$1.23
$1.32
$1.35
$1.44
1983
19.87%
27.35%
19.93%
40.83%
$1.47
$1.68
$1.61
$2.03
1984
15.19%
27.45%
21.29%
47.96%
$1.69
$2.14
$1.96
$3.00
1985
-0.59%
17.65%
-14.41%
7.68%
$1.68
$2.52
$1.67
$3.24
1986
33.51%
33.15%
28.36%
30.30%
$2.25
$3.35
$2.15
$4.22
1987
13.96%
21.71%
1.52%
13.26%
$2.56
$4.08
$2.18
$4.78
1988
7.63%
-2.28%
-13.14%
-6.15%
$2.76
$3.98
$1.90
$4.48
1989
11.83%
25.14%
13.79%
29.55%
$3.08
$4.99
$2.16
$5.81
1990
36.90%
31.22%
18.69%
15.35%
$4.22
$6.54
$2.56
$6.70
1991
0.60%
-13.47%
-18.69%
-23.61%
$4.24
$5.66
$2.08
$5.12
1992
43.16%
26.77%
53.73%
40.78%
$6.08
$7.18
$3.20
$7.20
1993
6.83%
22.05%
4.71%
35.51%
$6.49
$8.76
$3.35
$9.76
1994
2.52%
19.72%
12.40%
28.23%
$6.66
$10.49
$3.77
$12.51
Mix (SD=14%) = 25% : 25% : 0% : 50%
1995
2.01%
-5.91%
-3.92%
2.82%
$6.79
$9.87
$3.62
$12.87
1996
37.26%
37.60%
35.59%
28.72%
$9.32
$13.58
$4.91
$16.56
1997
20.80%
13.40%
13.22%
21.45%
$11.26
$15.39
$5.56
$20.12
1998
31.65%
31.03%
15.26%
38.94%
$14.82
$20.17
$6.40
$27.95
1999
34.91%
18.20%
1.27%
-8.63%
$19.99
$23.84
$6.49
$25.54
2000
29.31%
5.39%
50.44%
3.86%
$25.85
$25.13
$9.76
$26.52
20-year growth of $1.00, from 1980

LgCap/Gwt
LgCap/Val
SmlCap/Gwt
SmlCap/Val
Mix
$30
20-year growth of $1.00, from 1980
$25
50%
50%
1.035
1.276
1.156
1.177
1.379
1.278
$1.22
$1.76
$1.48
Mix (SD=14%) = 25% : 25% : 0% : 50%
$20
$15
$10
$5
1999
1997
1995
1993
1991
1989
1987
1985
1983
1981
$0
0.800
1.400
1.100
1.700
1.000
1.350
$1.36
$1.40
$1.49
Mix
Mix
23.16%
$1.23
10.61%
$1.36
32.22%
$1.80
34.64%
$2.43
8.11%
$2.62
31.82%
$3.46
15.55%
$3.99
-1.74%
$3.92
24.02%
$4.87
24.71%
$6.07
-15.02%
$5.16
37.87%
$7.11
24.98%
$8.89
19.68%
$10.63
0.44%
$10.68
33.08%
$14.21
19.28%
$16.95
35.14%
$22.91
8.96%
$24.96
10.61%
$27.61
yes!!
13.8%

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Year

-4.9%of $1.00 0.0%

Mix (SD=14%) = 25% : 25% : 0% : 50%

20-year growth of $1.00, from 1980

20-year growth of $1.00, from 1980

Mix (SD=14%) = 25% : 25% : 0% : 50%

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