Fama French Indices – 10 Year Rolling Returns
10 Year Rolling Returns
| Year |
Fama-French Large Growth |
Fama-French Large Value |
Fama-French Small Growth |
Fama-French Small Value |
| 1937 |
-0.52% |
-4.78% |
-0.36% |
-3.19% |
| 1938 |
-1.56% |
-4.66% |
0.28% |
-4.25% |
| 1939 |
1.55% |
-5.55% |
7.40% |
-0.28% |
| 1940 |
3.64% |
-0.33% |
12.34% |
5.04% |
| 1941 |
7.07% |
8.67% |
16.53% |
12.46% |
| 1942 |
9.31% |
12.25% |
18.99% |
15.73% |
| 1943 |
7.46% |
7.74% |
12.27% |
14.22% |
| 1944 |
7.94% |
14.32% |
12.71% |
17.95% |
| 1945 |
7.14% |
14.16% |
13.86% |
19.51% |
| 1946 |
3.75% |
8.82% |
8.88% |
12.26% |
| 1947 |
8.61% |
15.69% |
15.36% |
21.31% |
| 1948 |
5.89% |
13.68% |
10.42% |
18.24% |
| 1949 |
7.33% |
17.20% |
11.64% |
20.96% |
| 1950 |
10.72% |
22.80% |
14.63% |
27.46% |
| 1951 |
14.30% |
24.56% |
18.61% |
29.58% |
| 1952 |
14.32% |
23.18% |
17.75% |
26.79% |
| 1953 |
12.32% |
17.90% |
13.37% |
17.94% |
| 1954 |
15.06% |
20.55% |
13.52% |
18.98% |
| 1955 |
14.76% |
18.89% |
9.45% |
14.93% |
| 1956 |
16.487% |
20.32% |
11.73% |
16.486% |
| 1957 |
14.91% |
16.29% |
10.63% |
13.89% |
| 1958 |
18.59% |
22.19% |
17.88% |
20.36% |
| 1959 |
17.58% |
22.20% |
17.68% |
19.99% |
| 1960 |
14.88% |
15.90% |
14.34% |
14.35% |
| 1961 |
15.48% |
17.29% |
14.91% |
16.11% |
| 1962 |
12.73% |
14.86% |
11.13% |
14.02% |
| 1963 |
14.72% |
18.99% |
12.06% |
17.74% |
| 1964 |
11.83% |
14.35% |
8.96% |
14.43% |
| 1965 |
10.44% |
13.69% |
11.22% |
16.08% |
| 1966 |
8.50% |
12.10% |
9.80% |
14.49% |
| 1967 |
12.38% |
18.24% |
19.18% |
22.67% |
| 1968 |
8.97% |
14.69% |
15.92% |
20.82% |
| 1969 |
7.94% |
10.73% |
10.66% |
15.39% |
| 1970 |
7.57% |
12.86% |
8.38% |
16.86% |
| 1971 |
7.35% |
11.34% |
8.70% |
15.34% |
| 1972 |
10.72% |
13.62% |
11.52% |
17.31% |
| 1973 |
5.91% |
10.06% |
4.24% |
10.84% |
| 1974 |
0.94% |
5.31% |
-0.47% |
6.31% |
| 1975 |
2.67% |
7.88% |
0.95% |
7.36% |
| 1976 |
5.54% |
13.15% |
4.84% |
13.36% |
| 1977 |
1.86% |
10.25% |
0.16% |
9.98% |
| 1978 |
2.15% |
8.01% |
-1.04% |
8.05% |
| 1979 |
3.43% |
12.23% |
5.79% |
15.00% |
| 1980 |
7.22% |
12.81% |
12.89% |
16.59% |
| 1981 |
4.17% |
12.83% |
8.98% |
16.88% |
| 1982 |
4.18% |
13.66% |
10.92% |
20.02% |
| 1983 |
8.25% |
16.84% |
20.14% |
28.81% |
| 1984 |
11.98% |
21.81% |
23.14% |
32.52% |
| 1985 |
11.83% |
19.78% |
20.50% |
30.24% |
| 1986 |
11.52% |
17.74% |
16.89% |
26.02% |
| 1987 |
13.45% |
17.22% |
13.35% |
22.45% |
| 1988 |
14.02% |
19.55% |
13.25% |
23.29% |
| 1989 |
15.80% |
20.22% |
10.89% |
21.11% |
| 1990 |
12.48% |
16.80% |
4.24% |
15.31% |
| 1991 |
17.46% |
18.22% |
10.23% |
17.38% |
| 1992 |
15.92% |
17.84% |
8.88% |
16.94% |
| 1993 |
14.61% |
17.13% |
8.00% |
15.42% |
| 1994 |
14.92% |
14.70% |
9.01% |
14.95% |
| 1995 |
15.30% |
15.21% |
9.45% |
14.55% |
| 1996 |
15.98% |
14.38% |
10.52% |
15.16% |
| 1997 |
18.35% |
17.92% |
13.58% |
19.75% |
| 1998 |
20.50% |
16.98% |
12.18% |
15.53% |
| 1999 |
19.89% |
13.95% |
15.01% |
14.48% |
| 2000 |
18.02% |
16.17% |
14.08% |
17.75% |
| 2001 |
11.94% |
13.26% |
9.23% |
17.72% |
| 2002 |
8.58% |
6.61% |
4.68% |
12.76% |
| 2003 |
10.89% |
7.92% |
7.94% |
16.19% |
| 2004 |
11.37% |
10.46% |
9.72% |
18.59% |
| 2005 |
8.21% |
8.22% |
7.03% |
16.13% |
| 2006 |
7.05% |
9.07% |
6.96% |
16.23% |
| 2007 |
5.53% |
5.39% |
6.20% |
10.76% |
| 2008 |
-1.69% |
-2.95% |
0.35% |
5.39% |
| 2009 |
-1.80% |
0.33% |
-1.05% |
10.57% |
| 2010 |
1.13% |
1.74% |
4.48% |
13.91% |
| 2011 |
3.27% |
0.90% |
4.00% |
9.32% |
| 2012 |
7.33% |
7.14% |
9.16% |
12.82% |
| 2013 |
7.99% |
7.54% |
8.86% |
10.30% |