Fama-French Large Cap Growth | ||
---|---|---|
Standard Deviation | 0.200318425 | |
Best Return | 48.050% | |
Worst Return | -36.960% | |
Median Return | 13.265% | |
Mean Return | 11.022% | |
Years with Negative Returns | 22 | |
Annualized Return: | ||
85 Years | 8.673% | |
80 Years | 10.225% | |
75 Years | 10.115% | |
70 Years | 10.625% | |
65 Years | 10.781% | |
60 Years | 10.345% | |
55 Years | 9.417% | |
50 Years | 9.490% | |
45 Years | 9.517% | |
40 Years | 10.403% | |
35 Years | 11.719% | |
30 Years | 11.131% | |
25 Years | 10.813% | |
20 Years | 9.430% | |
15 Years | 4.793% | |
10 Years | 7.993% | |
5 Years | 19.057% |
Fama-French Large Cap Value | ||
---|---|---|
Standard Deviation | 0.274201523 | |
Best Return | 116.910% | |
Worst Return | -58.240% | |
Median Return | 18.665% | |
Mean Return | 14.834% | |
Years with Negative Returns | 27 | |
Annualized Return: | ||
85 Years | 11.143% | |
80 Years | 12.915% | |
75 Years | 13.440% | |
70 Years | 13.674% | |
65 Years | 13.403% | |
60 Years | 12.984% | |
55 Years | 11.875% | |
50 Years | 11.820% | |
45 Years | 11.258% | |
40 Years | 12.264% | |
35 Years | 12.204% | |
30 Years | 10.777% | |
25 Years | 9.395% | |
20 Years | 7.732% | |
15 Years | 4.616% | |
10 Years | 7.545% | |
5 Years | 21.558% |
Fama-French Small Cap Growth | ||
---|---|---|
Standard Deviation | 0.32831992 | |
Best Return | 159.410% | |
Worst Return | -48.640% | |
Median Return | 12.450% | |
Mean Return | 14.119% | |
Years with Negative Returns | 27 | |
Annualized Return: | ||
85 Years | 9.223% | |
80 Years | 10.772% | |
75 Years | 10.474% | |
70 Years | 10.559% | |
65 Years | 10.481% | |
60 Years | 10.098% | |
55 Years | 9.186% | |
50 Years | 9.709% | |
45 Years | 7.744% | |
40 Years | 11.122% | |
35 Years | 10.395% | |
30 Years | 8.268% | |
25 Years | 9.274% | |
20 Years | 8.400% | |
15 Years | 7.379% | |
10 Years | 8.858% | |
5 Years | 22.956% |
Fama-French Small Cap Value | ||
---|---|---|
Standard Deviation | 0.322686811 | |
Best Return | 118.690% | |
Worst Return | -51.870% | |
Median Return | 20.390% | |
Mean Return | 18.897% | |
Years with Negative Returns | 25 | |
Annualized Return: | ||
85 Years | 13.934% | |
80 Years | 16.313% | |
75 Years | 16.606% | |
70 Years | 16.616% | |
65 Years | 16.356% | |
60 Years | 16.396% | |
55 Years | 15.644% | |
50 Years | 16.129% | |
45 Years | 14.524% | |
40 Years | 17.490% | |
35 Years | 16.444% | |
30 Years | 13.941% | |
25 Years | 13.812% | |
20 Years | 13.210% | |
15 Years | 12.679% | |
10 Years | 10.304% | |
5 Years | 28.791% |