5 Year Rolling Returns

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Year	Fama-French Large Growth	Fama-French Large Value	Fama-French Small Growth	Fama-French Small Value
1932	-12.98%	-22.88%	-23.50%	-25.03%
1933	-13.39%	-13.71%	-12.81%	-18.15%
1934	-7.26%	-17.13%	4.19%	-9.10%
1935	5.81%	0.78%	23.21%	12.13%
1936	21.61%	29.82%	46.69%	44.86%
1937	13.74%	17.57%	29.78%	25.02%
1938	11.88%	5.33%	15.34%	12.01%
1939	11.20%	7.64%	10.71%	9.40%
1940	1.52%	-1.42%	2.43%	-1.60%
1941	-5.73%	-9.03%	-7.43%	-12.70%
1942	5.05%	7.17%	9.10%	7.12%
1943	3.22%	10.21%	9.29%	16.47%
1944	4.78%	21.42%	14.74%	27.18%
1945	13.07%	32.21%	26.57%	45.15%
1946	14.18%	30.17%	28.05%	44.37%
1947	12.29%	24.88%	21.99%	37.38%
1948	8.62%	17.25%	11.57%	20.04%
1949	9.93%	13.13%	8.62%	15.04%
1950	8.42%	14.05%	3.81%	11.92%
1951	14.42%	19.20%	9.86%	16.30%
1952	16.39%	21.49%	13.65%	17.01%
1953	16.15%	18.55%	15.19%	15.89%
1954	20.43%	28.46%	18.65%	23.06%
1955	21.47%	23.94%	15.39%	18.02%
1956	18.60%	21.46%	13.62%	16.67%
1957	13.46%	11.31%	7.69%	10.85%
1958	21.09%	25.93%	20.64%	25.00%
1959	14.79%	16.24%	16.72%	17.00%
1960	8.65%	8.38%	13.30%	10.78%
1961	12.44%	13.27%	16.21%	15.56%
1962	12.00%	18.52%	14.68%	17.27%
1963	8.69%	12.43%	4.10%	10.90%
1964	8.95%	12.49%	1.71%	11.92%
1965	12.25%	19.25%	9.18%	21.64%
1966	4.69%	10.93%	3.75%	13.44%
1967	12.76%	17.96%	23.87%	28.31%
1968	9.25%	17.00%	29.09%	31.62%
1969	6.94%	9.00%	20.40%	18.98%
1970	3.08%	6.81%	7.58%	12.27%
1971	10.08%	11.75%	13.89%	17.26%
1972	8.71%	9.43%	0.41%	7.26%
1973	2.68%	3.53%	-15.83%	-6.66%
1974	-4.72%	1.74%	-17.73%	-5.00%
1975	2.27%	8.96%	-5.28%	2.66%
1976	1.19%	14.56%	-3.49%	9.59%
1977	-4.56%	11.08%	-0.09%	12.78%
1978	1.61%	12.68%	16.35%	25.08%
1979	12.28%	23.81%	36.04%	39.22%
1980	12.41%	16.79%	34.55%	32.41%
1981	7.24%	11.13%	23.06%	24.66%
1982	13.73%	16.31%	23.14%	27.73%
1983	15.32%	21.16%	24.06%	32.66%
1984	11.67%	19.85%	11.47%	26.14%
1985	11.24%	22.84%	7.91%	28.11%
1986	15.98%	24.75%	11.02%	27.41%
1987	13.16%	18.14%	4.33%	17.39%
1988	12.73%	17.96%	3.38%	14.59%
1989	20.08%	20.59%	10.31%	16.28%
1990	13.72%	11.05%	0.69%	3.79%
1991	18.97%	12.04%	9.45%	8.14%
1992	18.74%	17.54%	13.63%	16.50%
1993	16.52%	16.31%	12.84%	16.25%
1994	9.98%	9.11%	7.73%	13.63%
1995	16.90%	19.53%	18.97%	26.43%
1996	13.06%	16.78%	11.60%	22.64%
1997	17.97%	18.31%	13.53%	23.10%
1998	24.61%	17.65%	11.52%	14.82%
1999	30.70%	19.01%	22.79%	15.34%
2000	19.15%	12.90%	9.40%	9.66%
2001	10.83%	9.84%	6.91%	13.00%
2002	-0.05%	-3.94%	-3.49%	3.29%
2003	-1.33%	-1.01%	4.48%	17.58%
2004	-5.09%	2.53%	-1.97%	21.93%
2005	-1.73%	3.73%	4.71%	22.97%
2006	3.41%	8.31%	7.01%	19.55%
2007	11.43%	15.62%	16.86%	18.77%
2008	-2.04%	-4.85%	-3.62%	-5.53%
2009	1.61%	-1.81%	-0.13%	0.27%
2010	4.06%	-0.21%	4.24%	5.51%
2011	3.14%	-6.00%	1.07%	-0.04%
2012	3.38%	-0.71%	1.97%	7.17%
2013	19.06%	21.56%	22.96%	28.79%