Fama French Indices – Performance Statistics
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% |
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% |
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% |
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% |