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%