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%