5 Year Rolling Returns
.
| 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% |