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% |