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F-F_Research_Data_5_Factors_2x3.csv
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F-F_Research_Data_5_Factors_2x3.csv
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This file was created by CMPT_ME_BEME_OP_INV_RETS using the 202208 CRSP database.
The 1-month TBill return is from Ibbotson and Associates Inc.
,Mkt-RF,SMB,HML,RMW,CMA,RF
196307, -0.39, -0.41, -0.97, 0.68, -1.18, 0.27
196308, 5.07, -0.80, 1.80, 0.36, -0.35, 0.25
196309, -1.57, -0.52, 0.13, -0.71, 0.29, 0.27
196310, 2.53, -1.39, -0.10, 2.80, -2.01, 0.29
196311, -0.85, -0.88, 1.75, -0.51, 2.24, 0.27
196312, 1.83, -2.10, -0.02, 0.03, -0.07, 0.29
196401, 2.24, 0.13, 1.48, 0.17, 1.47, 0.30
196402, 1.54, 0.28, 2.81, -0.05, 0.91, 0.26
196403, 1.41, 1.23, 3.40, -2.21, 3.22, 0.31
196404, 0.10, -1.52, -0.67, -1.27, -1.08, 0.29
196405, 1.42, -0.63, 1.86, -0.16, 0.17, 0.26
196406, 1.27, 0.29, 0.62, -0.28, -0.17, 0.30
196407, 1.74, 0.50, 0.75, 0.08, 1.91, 0.30
196408, -1.44, 0.41, 0.08, 0.12, 0.35, 0.28
196409, 2.69, -0.34, 1.70, -0.56, 0.62, 0.28
196410, 0.59, 0.87, 1.17, -0.43, 0.47, 0.29
196411, 0.00, -0.15, -1.96, 0.63, -0.26, 0.29
196412, 0.03, -0.69, -2.48, 1.07, -1.50, 0.31
196501, 3.54, 2.44, 0.12, 0.91, 0.10, 0.28
196502, 0.44, 3.31, 0.11, 0.23, -0.68, 0.30
196503, -1.34, 2.12, 1.03, -0.32, 0.69, 0.36
196504, 3.11, 1.05, 0.66, 0.30, -2.20, 0.31
196505, -0.77, 0.10, -1.61, -0.45, 0.53, 0.31
196506, -5.51, -4.28, 0.59, 0.22, 0.37, 0.35
196507, 1.43, 1.08, 2.20, -1.37, 0.03, 0.31
196508, 2.73, 2.71, -1.00, 1.90, -0.74, 0.33
196509, 2.86, 0.62, -0.13, -0.89, 0.80, 0.31
196510, 2.60, 3.47, 1.56, 1.17, -0.65, 0.31
196511, -0.03, 5.19, 0.15, -1.01, -0.94, 0.35
196512, 1.01, 2.66, 2.03, -1.14, -0.53, 0.33
196601, 0.72, 4.68, 3.56, -2.82, -0.11, 0.38
196602, -1.21, 4.71, 0.33, -0.17, -1.49, 0.35
196603, -2.51, 0.32, -1.98, 1.30, 0.06, 0.38
196604, 2.14, 3.35, -0.46, 0.39, -0.95, 0.34
196605, -5.66, -5.10, -1.63, 1.64, -1.52, 0.41
196606, -1.44, 1.37, 0.50, 0.15, 0.78, 0.38
196607, -1.63, -0.41, 0.95, -0.36, 1.79, 0.35
196608, -7.91, -3.12, 0.43, -0.09, 0.80, 0.41
196609, -1.06, -1.14, 0.56, -1.68, 2.37, 0.40
196610, 3.86, -6.45, 2.69, -3.48, 4.25, 0.45
196611, 1.40, 3.34, -4.69, 4.13, -6.62, 0.40
196612, 0.13, 2.02, -1.19, 0.70, -0.34, 0.40
196701, 8.15, 9.10, 2.27, 0.96, -3.16, 0.43
196702, 0.78, 3.06, -2.22, 1.99, -0.99, 0.36
196703, 3.99, 1.87, 0.37, 0.86, -1.60, 0.39
196704, 3.89, 0.43, -2.48, 2.33, -3.67, 0.32
196705, -4.33, 2.29, 1.09, -1.73, 1.73, 0.33
196706, 2.41, 6.43, 0.85, -0.62, -2.42, 0.27
196707, 4.58, 3.54, 2.73, 0.48, 2.70, 0.31
196708, -0.89, 0.72, 1.44, 0.30, 1.45, 0.31
196709, 3.11, 2.44, -2.50, 0.20, -0.95, 0.32
196710, -3.09, 0.53, -3.30, 1.01, -2.62, 0.39
196711, 0.37, -0.04, -1.70, 1.34, -2.34, 0.36
196712, 3.05, 5.75, -0.53, -0.81, 0.13, 0.33
196801, -4.06, 4.51, 4.80, -4.62, 6.46, 0.40
196802, -3.75, -2.91, 1.28, -0.16, 2.45, 0.39
196803, 0.20, -1.59, -0.59, 1.05, -1.10, 0.38
196804, 9.05, 6.18, -1.13, 2.69, -3.65, 0.43
196805, 2.28, 7.00, 0.85, 0.43, -1.92, 0.45
196806, 0.69, -0.28, 0.73, -1.41, 2.76, 0.43
196807, -2.72, -1.41, 5.39, -3.13, 3.72, 0.48
196808, 1.34, 2.27, 1.01, -0.70, 0.48, 0.42
196809, 4.03, 2.81, 0.30, -1.99, 0.87, 0.43
196810, 0.42, -0.42, 2.86, -1.32, 2.70, 0.44
196811, 5.43, 2.39, -0.92, 0.43, -2.43, 0.42
196812, -3.94, 3.52, -0.01, -1.86, 1.76, 0.43
196901, -1.25, -0.44, 1.67, -1.55, 1.38, 0.53
196902, -5.84, -4.16, 0.91, 2.07, 0.83, 0.46
196903, 2.64, -0.45, -0.51, -1.43, -0.35, 0.46
196904, 1.46, -0.80, -0.03, 0.41, 0.06, 0.53
196905, -0.10, -0.11, 0.70, -0.95, 1.39, 0.48
196906, -7.18, -5.45, -1.08, 4.32, -1.60, 0.51
196907, -7.00, -3.41, 1.20, 1.48, 1.91, 0.53
196908, 4.68, 0.70, -3.79, 1.13, -4.02, 0.50
196909, -2.98, 1.29, -3.27, 3.39, -0.82, 0.62
196910, 5.06, 3.96, -3.16, 0.05, -2.15, 0.60
196911, -3.79, -2.45, -1.19, 1.46, 0.30, 0.52
196912, -2.63, -3.76, -2.86, 2.54, -1.81, 0.64
197001, -8.10, 3.12, 3.13, -1.72, 3.84, 0.60
197002, 5.13, -2.76, 3.93, -2.29, 2.76, 0.62
197003, -1.06, -2.41, 3.99, -1.00, 4.29, 0.57
197004, -11.00, -6.40, 6.18, -0.64, 6.21, 0.50
197005, -6.92, -4.48, 3.33, -1.21, 3.90, 0.53
197006, -5.79, -2.20, 0.60, 0.13, 2.96, 0.58
197007, 6.93, -0.62, 0.90, -0.26, 1.84, 0.52
197008, 4.49, 1.52, 1.15, 0.56, -0.21, 0.53
197009, 4.18, 8.51, -5.47, 0.30, -5.83, 0.54
197010, -2.28, -4.43, 0.22, 1.71, 2.34, 0.46
197011, 4.60, -3.86, 1.69, 1.57, 1.47, 0.46
197012, 5.72, 2.94, 1.00, 0.27, 0.30, 0.42
197101, 4.84, 7.54, 1.33, -1.99, 0.07, 0.38
197102, 1.41, 2.04, -1.23, 0.62, -0.70, 0.33
197103, 4.13, 2.26, -3.95, 1.82, -2.71, 0.30
197104, 3.15, -0.36, 0.69, -1.47, 0.87, 0.28
197105, -3.98, -1.11, -1.44, 1.40, 0.25, 0.29
197106, -0.10, -1.48, -1.87, 1.53, -1.64, 0.37
197107, -4.50, -1.39, 0.02, 0.64, 1.46, 0.40
197108, 3.79, -0.16, 2.63, -0.43, 2.64, 0.47
197109, -0.85, 0.28, -2.91, 2.56, -1.58, 0.37
197110, -4.42, -1.60, -0.48, 1.62, -1.35, 0.37
197111, -0.46, -2.86, -1.68, 2.44, -0.34, 0.37
197112, 8.71, 3.27, -0.40, -0.40, -1.75, 0.37
197201, 2.49, 6.10, 2.24, -1.69, 0.55, 0.29
197202, 2.87, 0.87, -2.79, 1.61, -0.52, 0.25
197203, 0.63, -0.43, -1.61, 1.63, -0.18, 0.27
197204, 0.29, 0.23, 0.12, -0.42, -1.03, 0.29
197205, 1.25, -3.10, -2.70, 2.34, -1.95, 0.30
197206, -2.43, -0.43, -2.48, 1.88, -0.36, 0.29
197207, -0.80, -2.77, 0.66, 1.14, -0.66, 0.31
197208, 3.26, -3.48, 4.54, -1.96, 2.85, 0.29
197209, -1.14, -2.23, 0.46, 1.68, -1.97, 0.34
197210, 0.52, -2.54, 1.34, -0.15, 0.02, 0.40
197211, 4.60, -0.62, 4.85, -1.95, 3.37, 0.37
197212, 0.62, -1.89, -2.19, 2.60, -2.16, 0.37
197301, -3.29, -2.81, 2.68, 0.42, 0.90, 0.44
197302, -4.85, -3.91, 1.60, -0.26, 0.02, 0.41
197303, -1.30, -2.33, 2.62, -1.07, 0.62, 0.46
197304, -5.68, -2.90, 5.41, -1.58, 2.60, 0.52
197305, -2.94, -6.17, 0.41, 1.95, -1.57, 0.51
197306, -1.57, -2.48, 1.20, -0.21, 0.11, 0.51
197307, 5.05, 7.26, -5.31, -0.05, -3.28, 0.64
197308, -3.82, -1.84, 1.24, -1.31, 1.30, 0.70
197309, 4.75, 3.60, 2.01, -2.33, 1.77, 0.68
197310, -0.83, -0.38, 1.94, -1.90, 2.71, 0.65
197311, -12.75, -7.28, 3.87, -2.63, 1.73, 0.56
197312, 0.61, -4.69, 3.85, -2.78, 2.48, 0.64
197401, -0.17, 10.41, 6.02, -3.07, 4.42, 0.63
197402, -0.47, 0.06, 2.81, -1.87, 2.63, 0.58
197403, -2.81, 2.65, -0.32, 2.80, 0.44, 0.56
197404, -5.29, -0.70, 0.85, 2.87, 2.09, 0.75
197405, -4.68, -3.07, -2.02, 4.95, -0.42, 0.75
197406, -2.83, 0.00, 0.77, 0.57, 2.94, 0.60
197407, -8.05, 1.92, 5.16, -3.25, 4.60, 0.70
197408, -9.35, 0.26, 2.64, -0.28, 2.59, 0.60
197409, -11.77, 1.48, 5.58, -4.44, 5.91, 0.81
197410, 16.10, -6.82, -9.87, -0.21, -2.86, 0.51
197411, -4.51, -1.48, -0.20, -3.37, 2.92, 0.54
197412, -3.45, -4.35, 0.11, -0.68, 3.25, 0.70
197501, 13.66, 12.91, 8.28, -0.78, -0.90, 0.58
197502, 5.56, -0.65, -4.44, 1.16, -2.10, 0.43
197503, 2.66, 4.00, 2.38, 1.26, -1.33, 0.41
197504, 4.23, -0.71, -1.14, 1.41, -1.34, 0.44
197505, 5.19, 2.89, -4.10, -0.98, -0.60, 0.44
197506, 4.83, 1.43, 1.38, -2.66, 1.06, 0.41
197507, -6.59, 3.44, 1.69, 0.46, 1.22, 0.48
197508, -2.85, -2.84, -0.95, 1.11, -0.93, 0.48
197509, -4.26, 0.05, 0.39, 0.53, 0.55, 0.53
197510, 5.31, -4.23, 0.28, -0.49, 2.26, 0.56
197511, 2.64, -1.09, 2.03, -0.68, 1.75, 0.41
197512, -1.60, -0.05, 1.69, -0.09, 0.57, 0.48
197601, 12.16, 6.34, 8.63, -1.79, 2.28, 0.47
197602, 0.32, 7.99, 5.87, -2.64, 3.87, 0.34
197603, 2.32, -1.38, -0.12, -0.33, 0.96, 0.40
197604, -1.49, 0.08, -0.16, 0.40, -1.10, 0.42
197605, -1.34, -1.10, -1.36, 2.46, -1.41, 0.37
197606, 4.05, -1.07, 0.71, -0.68, 1.02, 0.43
197607, -1.07, 0.63, 1.73, -1.05, 0.28, 0.47
197608, -0.56, -1.98, 0.81, -0.42, -0.55, 0.42
197609, 2.07, 0.10, -0.29, 0.98, -1.15, 0.44
197610, -2.42, 0.13, -0.18, -0.19, -0.37, 0.41
197611, 0.36, 2.66, 1.51, -1.41, 0.09, 0.40
197612, 5.65, 3.64, 2.27, -0.61, 2.28, 0.40
197701, -4.05, 5.90, 4.27, -0.51, 1.97, 0.36
197702, -1.94, 1.07, 0.47, -0.16, -0.22, 0.35
197703, -1.37, 1.31, 1.09, -0.30, -0.06, 0.38
197704, 0.15, 0.61, 3.38, -2.01, 1.14, 0.38
197705, -1.45, 1.31, 0.85, 0.33, 0.19, 0.37
197706, 4.71, 2.08, -0.74, 0.91, -1.20, 0.40
197707, -1.69, 1.88, -0.56, 0.73, 0.09, 0.42
197708, -1.75, 0.86, -2.70, 0.98, -0.66, 0.44
197709, -0.27, 1.43, -0.52, 1.43, -0.84, 0.43
197710, -4.38, 1.48, 1.75, -0.20, -0.30, 0.49
197711, 4.00, 3.64, 0.26, -0.13, 0.73, 0.50
197712, 0.27, 1.59, -0.29, 0.92, -0.69, 0.49
197801, -6.01, 2.72, 3.36, -1.72, 1.52, 0.49
197802, -1.38, 3.70, 0.83, 0.30, 1.01, 0.46
197803, 2.85, 3.71, 1.18, -0.59, 1.89, 0.53
197804, 7.88, -0.26, -3.54, 2.81, -1.26, 0.54
197805, 1.76, 4.58, -0.52, 0.22, 0.41, 0.51
197806, -1.69, 1.56, 0.57, -1.40, -0.07, 0.54
197807, 5.11, 0.12, -1.15, 1.55, -0.78, 0.56
197808, 3.75, 4.95, -0.51, 1.43, 0.46, 0.56
197809, -1.43, -0.32, 1.89, -0.67, 1.78, 0.62
197810, -11.91, -10.02, 1.38, 0.12, 0.94, 0.68
197811, 2.71, 2.81, -2.15, 1.13, -1.17, 0.70
197812, 0.88, 1.13, -2.13, 2.01, -1.32, 0.78
197901, 4.23, 3.78, 2.19, -2.47, 1.52, 0.77
197902, -3.56, 0.54, 1.17, -1.12, 0.94, 0.73
197903, 5.68, 3.24, -0.71, 0.53, 0.32, 0.81
197904, -0.06, 2.37, 1.12, 1.08, 0.17, 0.80
197905, -2.21, 0.18, 1.31, -1.54, -0.27, 0.82
197906, 3.85, 1.00, 1.44, -1.66, -0.52, 0.81
197907, 0.82, 1.27, 1.86, -0.29, 0.71, 0.77
197908, 5.53, 1.92, -1.58, 1.62, -1.48, 0.77
197909, -0.82, -0.32, -0.90, 1.01, 0.32, 0.83
197910, -8.10, -3.50, -1.84, 1.01, 0.07, 0.87
197911, 5.21, 2.53, -3.29, 0.06, -2.12, 0.99
197912, 1.79, 4.32, -2.10, -0.70, -0.92, 0.95
198001, 5.51, 1.83, 1.75, -1.70, 1.64, 0.80
198002, -1.22, -1.57, 0.61, 0.04, 2.68, 0.89
198003, -12.90, -6.93, -1.01, 1.46, -1.19, 1.21
198004, 3.97, 1.05, 1.06, -2.10, 0.29, 1.26
198005, 5.26, 2.11, 0.38, 0.34, -0.31, 0.81
198006, 3.06, 1.41, -0.76, -0.15, -1.26, 0.61
198007, 6.49, 3.82, -6.41, 4.06, -2.43, 0.53
198008, 1.80, 4.25, -2.60, 2.06, -0.86, 0.64
198009, 2.19, 0.67, -4.59, 1.91, -2.76, 0.75
198010, 1.06, 2.33, -2.76, 1.65, -1.15, 0.95
198011, 9.59, -3.31, -8.33, 4.50, -5.66, 0.96
198012, -4.52, -0.29, 2.79, -1.29, 1.24, 1.31
198101, -5.04, 3.29, 6.72, -3.51, 4.33, 1.04
198102, 0.57, -0.50, 1.02, 0.21, 2.22, 1.07
198103, 3.56, 3.02, 0.64, -2.24, -0.54, 1.21
198104, -2.11, 4.59, 2.28, 0.83, 1.24, 1.08
198105, 0.11, 2.45, -0.42, 0.30, -1.53, 1.15
198106, -2.36, -0.96, 5.13, -1.37, 2.66, 1.35
198107, -1.54, -2.05, -0.50, 1.26, -2.54, 1.24
198108, -7.04, -1.81, 4.76, -0.32, 1.41, 1.28
198109, -7.17, -2.45, 5.17, 0.08, 2.63, 1.24
198110, 4.92, 2.37, -4.21, 3.15, -3.01, 1.21
198111, 3.36, -1.51, 1.83, 0.08, 0.95, 1.07
198112, -3.65, 1.20, 0.81, 0.22, 2.50, 0.87
198201, -3.24, -1.14, 3.19, -1.49, 1.92, 0.80
198202, -5.86, 0.35, 6.05, -3.48, 4.56, 0.92
198203, -1.87, -0.05, 3.81, -1.38, 2.49, 0.98
198204, 3.27, 1.09, -2.70, 1.57, -0.01, 1.13
198205, -3.99, 0.64, 1.75, 0.87, -0.30, 1.06
198206, -3.09, -0.52, 1.53, 0.01, 2.72, 0.96
198207, -3.19, 0.95, 0.09, 1.04, 1.55, 1.05
198208, 11.14, -4.35, 0.95, -1.89, 0.09, 0.76
198209, 1.29, 2.61, 0.28, 2.14, -0.04, 0.51
198210, 11.30, 1.92, -3.66, 0.29, -0.34, 0.59
198211, 4.67, 4.43, -1.87, -0.97, 0.27, 0.63
198212, 0.55, -0.04, -0.02, -0.01, 1.02, 0.67
198301, 3.60, 3.35, -0.75, -1.55, -0.58, 0.69
198302, 2.59, 2.92, 0.70, -0.52, 1.05, 0.62
198303, 2.82, 1.37, 2.02, -0.17, 2.74, 0.63
198304, 6.67, 0.48, 0.49, -0.11, 1.42, 0.71
198305, 0.52, 6.30, -1.40, -1.84, -1.51, 0.69
198306, 3.07, 1.18, -3.90, 2.60, -0.87, 0.67
198307, -4.07, 1.01, 5.62, -0.14, 2.81, 0.74
198308, -0.50, -4.32, 5.54, 0.51, 1.90, 0.76
198309, 0.91, 0.30, 1.01, 1.24, 0.50, 0.76
198310, -3.44, -3.77, 4.97, -0.77, 2.96, 0.76
198311, 2.16, 1.87, -0.72, -0.67, 0.66, 0.70
198312, -1.78, -0.45, 1.73, 1.64, 1.27, 0.73
198401, -1.92, -0.04, 7.58, -0.89, 2.92, 0.76
198402, -4.82, -1.59, 3.33, 0.90, 1.58, 0.71
198403, 0.63, -0.29, 0.46, -0.96, 1.17, 0.73
198404, -0.51, -0.95, 1.20, 3.34, 0.76, 0.81
198405, -5.97, 0.13, 0.31, 2.36, -0.46, 0.78
198406, 1.82, 0.11, -2.66, 3.17, -1.56, 0.75
198407, -2.74, -2.22, 0.36, 3.55, -2.15, 0.82
198408, 10.28, -0.26, -1.82, -0.68, -0.92, 0.83
198409, -0.80, -0.03, 5.28, 1.37, 2.41, 0.86
198410, -0.84, -1.44, 0.45, 1.18, -1.09, 1.00
198411, -1.76, -1.02, 4.06, 0.72, 2.06, 0.73
198412, 1.84, -0.65, -0.26, 1.31, -1.36, 0.64
198501, 7.99, 3.51, -5.35, -0.89, -3.41, 0.65
198502, 1.22, 1.04, -0.10, 1.29, 1.06, 0.58
198503, -0.84, -1.39, 4.07, 1.23, 2.88, 0.62
198504, -0.96, -0.10, 3.72, 1.55, 0.71, 0.72
198505, 5.09, -2.31, -0.96, 1.33, -1.49, 0.66
198506, 1.27, 0.35, 0.38, 1.76, -0.77, 0.55
198507, -0.74, 2.87, -1.62, -0.42, -0.38, 0.62
198508, -1.02, -0.29, 2.32, -0.10, 1.83, 0.55
198509, -4.54, -1.80, 1.29, 1.14, 1.64, 0.60
198510, 4.02, -1.50, 0.75, 0.89, -1.06, 0.65
198511, 6.48, 0.02, -2.85, 0.33, -2.32, 0.61
198512, 3.88, -0.41, -1.54, 0.99, -1.80, 0.65
198601, 0.65, 1.01, 0.44, -2.00, -2.03, 0.56
198602, 7.13, -0.71, -0.72, 1.06, -1.20, 0.53
198603, 4.88, -0.66, -0.39, 1.21, 0.92, 0.60
198604, -1.31, 2.84, -2.87, 2.91, 0.03, 0.52
198605, 4.62, -1.29, -0.21, 2.13, 1.08, 0.49
198606, 1.03, -0.89, 1.28, 1.80, 0.87, 0.52
198607, -6.45, -3.46, 4.70, -0.54, 0.84, 0.52
198608, 6.07, -4.35, 3.51, -1.66, 3.21, 0.46
198609, -8.60, 2.05, 3.22, -0.08, 3.71, 0.45
198610, 4.66, -2.33, -1.42, -0.05, 1.00, 0.46
198611, 1.17, -1.88, -0.07, 1.09, 0.67, 0.39
198612, -3.27, 0.12, 0.36, 0.79, 0.09, 0.49
198701, 12.47, -1.54, -3.16, 0.17, -1.00, 0.42
198702, 4.39, 3.40, -5.91, -0.76, -2.66, 0.43
198703, 1.64, 0.28, 1.61, 1.36, 4.14, 0.47
198704, -2.11, -1.54, -0.39, -0.49, 1.05, 0.44
198705, 0.11, -0.56, 0.23, 0.51, 1.14, 0.38
198706, 3.94, -2.21, 1.04, 1.70, 0.84, 0.48
198707, 3.85, -1.14, 0.68, -0.61, 1.61, 0.46
198708, 3.52, -0.94, -0.93, 2.04, -1.61, 0.47
198709, -2.59, 0.38, 0.27, -0.97, 1.87, 0.45
198710, -23.24, -8.07, 4.24, 2.04, 2.34, 0.60
198711, -7.77, 2.85, 2.95, -1.88, 0.68, 0.35
198712, 6.81, 0.06, -4.43, 2.96, -2.42, 0.39
198801, 4.21, -0.51, 5.01, -1.14, 2.13, 0.29
198802, 4.75, 3.32, -1.71, 1.56, -0.01, 0.46
198803, -2.27, 6.25, 0.73, -0.25, 1.80, 0.44
198804, 0.56, 1.16, 1.67, -0.20, 1.92, 0.46
198805, -0.29, -2.56, 2.42, -0.74, 0.33, 0.51
198806, 4.79, 2.16, -1.24, 1.47, -3.37, 0.49
198807, -1.25, -0.21, 2.22, -0.58, 1.52, 0.51
198808, -3.31, -0.03, 2.15, -0.82, 1.76, 0.59
198809, 3.30, -1.36, -0.75, 1.76, -0.61, 0.62
198810, 1.15, -2.95, 2.05, 1.30, 1.03, 0.61
198811, -2.29, -1.65, 1.41, -0.28, 1.62, 0.57
198812, 1.49, 2.01, -1.69, 0.69, -0.38, 0.63
198901, 6.10, -2.31, 0.60, -0.95, 0.14, 0.55
198902, -2.25, 2.71, 1.01, -0.87, 1.81, 0.61
198903, 1.57, 0.68, 0.58, 0.05, 0.72, 0.67
198904, 4.33, -0.78, -1.42, 0.71, -0.57, 0.67
198905, 3.35, -0.01, -0.88, 0.49, -0.08, 0.79
198906, -1.35, -1.09, 2.25, 0.27, 1.56, 0.71
198907, 7.20, -4.15, -2.79, 1.98, -0.58, 0.70
198908, 1.44, 0.48, 0.60, 0.39, -0.58, 0.74
198909, -0.76, 0.49, -1.27, 1.40, 0.50, 0.65
198910, -3.67, -3.30, -1.11, 0.11, -0.04, 0.68
198911, 1.03, -1.29, -1.09, -0.86, 1.41, 0.69
198912, 1.16, -2.27, 0.16, -0.07, 1.42, 0.61
199001, -7.85, -1.31, 0.85, -1.17, 1.35, 0.57
199002, 1.11, 1.17, 0.64, -0.03, -0.66, 0.57
199003, 1.83, 1.62, -2.92, 2.04, -1.02, 0.64
199004, -3.36, -0.33, -2.59, 1.78, -0.98, 0.69
199005, 8.42, -2.35, -3.83, 1.57, -1.68, 0.68
199006, -1.09, 1.35, -1.93, -1.03, -0.39, 0.63
199007, -1.90, -3.16, -0.03, -0.18, 3.21, 0.68
199008, -10.15, -3.87, 1.64, -0.35, 2.96, 0.66
199009, -6.12, -3.74, 0.64, 0.06, 3.67, 0.60
199010, -1.92, -5.12, 0.10, 2.97, -0.30, 0.68
199011, 6.35, 0.07, -3.10, 0.65, -4.74, 0.57
199012, 2.46, 0.67, -1.70, 2.73, -1.89, 0.60
199101, 4.69, 3.91, -1.60, 1.28, -3.99, 0.52
199102, 7.19, 3.94, -0.58, -0.20, -0.33, 0.48
199103, 2.65, 3.83, -1.39, -0.53, -1.06, 0.44
199104, -0.28, 0.31, 1.50, 0.62, 0.74, 0.53
199105, 3.65, 0.14, -0.52, 2.00, -2.43, 0.47
199106, -4.94, 0.24, 1.15, 1.79, 0.65, 0.42
199107, 4.24, -0.96, -1.32, 1.60, -1.36, 0.49
199108, 2.32, 1.40, -0.78, 0.84, -0.34, 0.46
199109, -1.59, 1.56, -1.08, -1.82, 0.08, 0.46
199110, 1.29, 0.91, -0.47, -1.70, -0.23, 0.42
199111, -4.19, -0.83, -1.89, 1.11, 0.01, 0.39
199112, 10.84, -2.40, -4.17, 3.55, -3.12, 0.38
199201, -0.59, 9.18, 4.71, -1.32, 3.20, 0.34
199202, 1.09, 1.33, 6.47, 0.08, 2.19, 0.28
199203, -2.66, -0.93, 3.56, -0.01, 1.95, 0.34
199204, 1.07, -5.70, 4.34, 1.69, 2.23, 0.32
199205, 0.30, 0.21, 1.19, -0.95, 0.48, 0.28
199206, -2.34, -2.73, 3.24, -0.05, 1.01, 0.32
199207, 3.77, -0.62, -0.56, 1.30, -0.91, 0.31
199208, -2.38, -0.42, -1.10, 3.72, -1.65, 0.26
199209, 1.19, 0.48, -0.26, 1.64, -0.59, 0.26
199210, 1.02, 2.07, -1.98, 1.24, -0.79, 0.23
199211, 4.13, 3.94, -1.35, -0.68, -1.59, 0.23
199212, 1.53, 1.68, 2.62, -0.48, 0.84, 0.28
199301, 0.93, 1.93, 5.94, -1.84, 2.91, 0.23
199302, 0.12, -3.45, 6.42, -0.42, 4.13, 0.22
199303, 2.30, 0.09, 1.18, -0.15, 0.90, 0.25
199304, -3.05, -0.85, 2.49, -3.61, 1.38, 0.24
199305, 2.89, 1.90, -3.42, -0.12, -1.04, 0.22
199306, 0.31, 0.13, 2.75, -0.92, 1.21, 0.25
199307, -0.34, 0.95, 2.85, -1.87, 2.06, 0.24
199308, 3.71, 0.10, 0.13, -1.54, -0.04, 0.25
199309, -0.12, 2.98, -0.31, 0.24, -0.16, 0.26
199310, 1.41, 1.89, -2.76, 0.57, 0.60, 0.22
199311, -1.89, -1.27, -0.74, 2.23, -0.94, 0.25
199312, 1.65, 1.40, 0.32, 1.16, -0.34, 0.23
199401, 2.87, -0.06, 1.15, -1.66, 1.43, 0.25
199402, -2.55, 2.67, -1.54, 2.14, -1.00, 0.21
199403, -4.78, -1.04, 1.60, 0.69, 1.28, 0.27
199404, 0.68, -1.01, 1.66, 1.07, 1.11, 0.27
199405, 0.58, -2.56, 0.67, 0.60, 0.68, 0.31
199406, -3.03, -0.50, 1.67, 1.21, 1.47, 0.31
199407, 2.82, -1.85, 0.58, -0.65, 0.14, 0.28
199408, 4.01, 1.37, -2.51, 0.95, -1.47, 0.37
199409, -2.31, 2.80, -1.89, 0.52, 0.93, 0.37
199410, 1.34, -2.30, -1.62, 0.23, -0.68, 0.38
199411, -4.04, 0.07, -0.70, 0.42, -0.50, 0.37
199412, 0.86, 0.00, -0.13, 0.37, 0.38, 0.44
199501, 1.80, -3.06, 2.57, 0.17, -0.75, 0.42
199502, 3.63, -0.54, 1.08, 0.59, -0.33, 0.40
199503, 2.19, -0.51, -2.15, -0.17, 0.22, 0.46
199504, 2.11, -0.22, 1.71, 0.41, 0.90, 0.44
199505, 2.90, -2.19, 2.29, 0.39, 0.04, 0.54
199506, 2.72, 3.06, -2.54, -0.33, -2.44, 0.47
199507, 3.72, 2.09, -1.62, 0.30, -1.65, 0.45
199508, 0.55, 1.75, 2.79, -1.24, 1.62, 0.47
199509, 3.35, -1.88, -0.04, 1.03, 0.36, 0.43
199510, -1.52, -4.04, -0.50, 1.91, -0.05, 0.47
199511, 3.96, -1.07, 0.51, -0.62, 1.12, 0.42
199512, 1.03, 0.72, 0.22, -1.37, 3.10, 0.49
199601, 2.26, -2.56, 0.38, 0.18, 2.31, 0.43
199602, 1.33, 1.77, -1.08, 0.24, -1.90, 0.39
199603, 0.73, 1.61, 0.35, 1.42, -0.95, 0.39
199604, 2.06, 4.71, -4.02, -0.14, -2.11, 0.46
199605, 2.36, 3.21, -0.83, 0.12, -0.30, 0.42
199606, -1.14, -3.65, 2.35, 3.51, 1.22, 0.40
199607, -5.97, -3.81, 5.14, 2.95, 2.60, 0.45
199608, 2.77, 2.57, -0.74, -0.37, -2.42, 0.41
199609, 5.01, -1.39, -2.72, 1.27, -2.22, 0.44
199610, 0.86, -3.77, 4.94, 1.40, 3.25, 0.42
199611, 6.25, -3.80, 1.39, 2.12, -0.79, 0.41
199612, -1.70, 3.25, 1.31, 0.37, 1.49, 0.46
199701, 4.99, -1.82, -1.42, 1.19, -0.02, 0.45
199702, -0.49, -2.59, 5.67, 0.67, 3.47, 0.39
199703, -5.03, -0.43, 3.39, 0.50, 1.66, 0.43
199704, 4.04, -5.70, 0.07, 3.26, -0.72, 0.43
199705, 6.74, 4.75, -4.13, -1.02, -2.96, 0.49
199706, 4.10, 1.19, 1.58, 0.56, 0.66, 0.37
199707, 7.33, -2.77, 0.26, 0.07, -2.57, 0.43
199708, -4.15, 7.61, 1.18, -1.11, -0.04, 0.41
199709, 5.35, 2.49, 0.37, -1.63, -0.91, 0.44
199710, -3.80, -0.52, 2.27, 1.00, 1.94, 0.42
199711, 2.98, -5.10, 1.19, 2.80, 1.83, 0.39
199712, 1.32, -2.04, 3.84, 0.75, 1.93, 0.48
199801, 0.15, -1.36, -1.63, 0.86, -0.73, 0.43
199802, 7.04, 0.20, -0.85, -0.31, -2.54, 0.39
199803, 4.76, -0.65, 1.39, -0.26, -0.37, 0.39
199804, 0.73, -0.01, 0.94, -1.69, -0.36, 0.43
199805, -3.07, -2.93, 3.40, 1.07, 2.59, 0.40
199806, 3.18, -3.65, -1.97, -0.27, -2.97, 0.41
199807, -2.46, -5.27, -1.78, 1.74, 0.45, 0.40
199808, -16.08, -5.18, 3.53, 3.39, 5.89, 0.43
199809, 6.15, -0.77, -3.42, -1.89, -2.97, 0.46
199810, 7.13, -3.43, -2.23, 0.93, 0.32, 0.32
199811, 6.10, 0.74, -3.25, -0.85, -1.20, 0.31
199812, 6.16, -1.57, -4.19, -0.75, -3.40, 0.38
199901, 3.50, -0.74, -4.60, -2.79, -6.77, 0.35
199902, -4.08, -5.23, 1.92, -1.21, 4.07, 0.35
199903, 3.45, -4.23, -2.74, -4.07, -1.41, 0.43
199904, 4.33, 4.53, 2.46, -2.53, 0.90, 0.37
199905, -2.46, 3.71, 2.35, 0.93, 3.33, 0.34
199906, 4.77, 2.29, -3.19, 1.14, -3.23, 0.40
199907, -3.49, 2.57, -0.44, 0.36, 3.22, 0.38
199908, -1.38, -1.73, -1.87, -0.24, 0.64, 0.39
199909, -2.79, 2.59, -3.50, -0.75, -1.23, 0.39
199910, 6.12, -6.91, -3.37, -1.75, -1.19, 0.39
199911, 3.37, 5.80, -6.11, -4.27, -1.75, 0.36
199912, 7.72, 5.39, -8.32, -7.60, -5.63, 0.44
200001, -4.74, 4.44, -1.91, -6.31, 4.75, 0.41
200002, 2.45, 18.34, -9.70, -18.73, -0.36, 0.43
200003, 5.20, -15.35, 8.17, 11.82, -1.65, 0.47
200004, -6.40, -5.01, 7.26, 7.66, 5.65, 0.46
200005, -4.42, -3.84, 4.81, 4.17, 1.30, 0.50
200006, 4.64, 9.93, -8.43, -8.32, -2.93, 0.40
200007, -2.51, -1.03, 8.30, 5.82, 2.95, 0.48
200008, 7.03, -1.04, -1.38, -3.22, 1.09, 0.50
200009, -5.45, 0.19, 7.17, 2.56, 5.53, 0.51
200010, -2.76, -2.64, 5.70, 9.60, 3.82, 0.56
200011, -10.72, -0.60, 12.32, 13.09, 8.39, 0.51
200012, 1.19, 3.26, 7.61, 1.72, 4.78, 0.50
200101, 3.13, 5.50, -5.09, -4.70, -5.00, 0.54
200102, -10.05, 2.82, 12.48, 9.11, 9.05, 0.38
200103, -7.26, 2.33, 6.42, 3.36, 3.91, 0.42
200104, 7.94, -0.86, -4.68, -3.07, -3.19, 0.39
200105, 0.72, 3.59, 3.38, 0.26, 1.88, 0.32
200106, -1.94, 6.57, -1.13, 1.60, -1.50, 0.28
200107, -2.13, -2.83, 5.21, 7.42, 3.06, 0.30
200108, -6.46, 2.71, 2.30, 4.05, 6.56, 0.31
200109, -9.25, -5.73, 1.45, 5.00, 3.20, 0.28
200110, 2.46, 5.28, -7.66, -2.99, -4.54, 0.22
200111, 7.54, -0.31, 2.22, -3.72, -1.62, 0.17
200112, 1.60, 5.16, 0.85, 0.35, -0.27, 0.15
200201, -1.44, 1.26, 3.44, 4.69, 2.83, 0.14
200202, -2.29, -0.36, 2.16, 8.06, 5.11, 0.13
200203, 4.24, 4.25, 1.06, -1.78, 0.57, 0.13
200204, -5.20, 6.72, 3.88, 4.56, 5.38, 0.15
200205, -1.38, -3.02, 1.53, 2.37, 2.43, 0.14
200206, -7.21, 3.89, -0.03, 3.93, 2.49, 0.13
200207, -8.18, -6.43, -3.85, 3.79, -0.99, 0.15
200208, 0.50, -1.30, 3.29, 1.36, -1.46, 0.14
200209, -10.35, 3.07, 1.47, 3.29, -2.19, 0.14
200210, 7.84, -4.30, -3.94, -3.40, 0.77, 0.14
200211, 5.96, 2.93, -1.21, -9.21, 5.17, 0.12
200212, -5.76, 0.62, 2.14, 6.29, -1.68, 0.11
200301, -2.57, 0.72, -0.81, -1.00, 0.71, 0.10
200302, -1.88, -0.93, -1.38, 0.83, -0.61, 0.09
200303, 1.09, 0.67, -1.91, 1.85, -0.75, 0.10
200304, 8.22, 1.04, 1.17, -4.70, 1.09, 0.10
200305, 6.05, 4.87, 0.50, -7.06, 2.99, 0.09
200306, 1.42, 1.68, 0.15, 0.48, -0.35, 0.10
200307, 2.35, 4.54, -1.24, -4.15, 1.77, 0.07
200308, 2.34, 2.48, 1.54, -2.24, 2.13, 0.07
200309, -1.24, 0.55, 0.15, 1.00, 0.35, 0.08
200310, 6.08, 2.71, 1.97, -1.35, 1.54, 0.07
200311, 1.35, 2.33, 1.78, 0.19, 1.80, 0.07
200312, 4.29, -2.49, 1.61, 0.57, 0.94, 0.08
200401, 2.15, 2.45, 2.48, -3.67, 3.38, 0.07
200402, 1.40, -0.93, 0.91, 2.18, -1.21, 0.06
200403, -1.32, 2.10, 0.28, 1.56, -0.98, 0.09
200404, -1.83, -2.01, -3.09, 3.46, -2.84, 0.08
200405, 1.17, -0.38, -0.24, -1.18, 0.02, 0.06
200406, 1.86, 2.56, 1.19, 1.20, -0.39, 0.08
200407, -4.06, -2.95, 3.23, 5.33, -1.66, 0.10
200408, 0.08, -1.16, 1.00, 1.18, -1.44, 0.11
200409, 1.60, 3.27, -0.01, -1.48, -1.89, 0.11
200410, 1.43, 0.19, -0.22, -0.52, 0.49, 0.11
200411, 4.54, 4.11, 1.42, -0.59, -0.21, 0.15
200412, 3.43, -0.05, -0.22, -1.16, 0.46, 0.16
200501, -2.76, -1.18, 2.06, 2.73, -1.46, 0.16
200502, 1.89, -0.30, 1.53, 1.45, -0.05, 0.16
200503, -1.97, -1.42, 2.04, 0.47, 1.29, 0.21
200504, -2.61, -3.98, 0.06, 0.97, -0.94, 0.21
200505, 3.65, 2.79, -0.64, -1.00, 0.30, 0.24
200506, 0.57, 3.28, 2.82, 0.97, -0.51, 0.23
200507, 3.92, 2.80, -0.78, -1.22, -0.81, 0.24
200508, -1.22, -0.89, 1.32, -2.05, 0.36, 0.30
200509, 0.49, -0.35, 0.72, 0.27, -0.60, 0.29
200510, -2.02, -1.45, 0.43, -0.94, -1.30, 0.27
200511, 3.61, 0.85, -1.18, -0.74, -1.14, 0.31
200512, -0.25, -0.21, 0.20, 0.21, 0.23, 0.32
200601, 3.04, 5.75, 1.08, -0.64, -0.46, 0.35
200602, -0.30, -0.42, -0.35, -0.51, 1.91, 0.34
200603, 1.46, 3.40, 0.59, 0.09, -0.41, 0.37
200604, 0.73, -0.84, 2.34, 1.80, 0.01, 0.36
200605, -3.57, -2.85, 2.42, 1.15, 1.46, 0.43
200606, -0.35, -0.24, 0.85, 1.33, -0.07, 0.40
200607, -0.78, -3.64, 2.62, 1.63, 0.90, 0.40
200608, 2.03, 0.44, -2.06, -1.86, 2.09, 0.42
200609, 1.84, -1.46, 0.08, 0.82, 0.60, 0.41
200610, 3.23, 1.98, -0.30, -0.12, 0.28, 0.41
200611, 1.71, 0.71, 0.14, 0.15, -0.81, 0.42
200612, 0.87, -0.82, 2.73, -0.72, 2.06, 0.40
200701, 1.40, 0.08, -0.69, 0.25, 0.38, 0.44
200702, -1.96, 1.28, -0.13, -0.51, -0.71, 0.38
200703, 0.68, 0.19, -0.96, 0.64, -0.65, 0.43
200704, 3.49, -2.03, -1.46, 1.15, 1.04, 0.44
200705, 3.24, 0.40, -0.65, 1.58, -1.36, 0.41
200706, -1.96, 0.75, -1.07, 0.53, 0.08, 0.40
200707, -3.73, -2.98, -3.72, 0.20, -1.13, 0.40
200708, 0.92, -0.37, -1.86, -1.21, -0.53, 0.42
200709, 3.22, -2.43, -2.23, -0.52, -3.02, 0.32
200710, 1.80, -0.03, -3.05, -0.30, -0.09, 0.32
200711, -4.83, -3.01, -0.95, 1.89, -0.29, 0.34
200712, -0.87, 0.15, -0.54, 0.87, -1.04, 0.27
200801, -6.36, -0.66, 3.98, 2.14, 2.14, 0.21
200802, -3.09, -0.66, -0.84, 0.88, -0.93, 0.13
200803, -0.93, 0.56, 0.30, 0.79, 0.50, 0.17
200804, 4.60, -1.14, -1.04, 1.63, -2.47, 0.18
200805, 1.86, 3.06, -1.49, 0.93, -0.06, 0.18
200806, -8.44, 1.15, -2.67, 4.96, -0.55, 0.17
200807, -0.77, 3.72, 5.42, -1.37, 1.08, 0.15
200808, 1.53, 3.46, 1.59, 1.86, 0.84, 0.13
200809, -9.24, 0.25, 5.92, 2.41, 1.78, 0.15
200810, -17.23, -3.34, -2.30, 3.04, 2.05, 0.08
200811, -7.86, -3.89, -6.31, 4.53, 2.74, 0.03
200812, 1.74, 3.29, 0.15, 0.06, -1.49, 0.00
200901, -8.12, -2.13, -11.29, 0.18, -1.16, 0.00
200902, -10.10, -1.33, -6.95, 1.19, -1.02, 0.01
200903, 8.95, 0.68, 3.48, -2.52, -2.24, 0.02
200904, 10.18, 7.13, 5.36, 1.31, 0.13, 0.01
200905, 5.21, -2.32, 0.27, -0.78, -2.16, 0.00
200906, 0.43, 2.29, -2.73, -1.41, -0.33, 0.01
200907, 7.72, 2.39, 4.84, -0.46, 3.14, 0.01
200908, 3.33, -0.09, 7.63, -3.02, 3.34, 0.01
200909, 4.08, 2.73, 1.04, 1.31, 0.35, 0.01
200910, -2.59, -4.93, -4.20, 4.17, -1.49, 0.00
200911, 5.56, -2.68, -0.34, 1.00, 0.12, 0.00
200912, 2.75, 6.23, -0.17, 1.02, -0.09, 0.01
201001, -3.36, 0.34, 0.43, -1.27, 0.46, 0.00
201002, 3.40, 1.51, 3.23, -0.27, 1.43, 0.00
201003, 6.31, 1.85, 2.21, -0.65, 1.69, 0.01
201004, 2.00, 4.98, 2.89, 0.69, 1.72, 0.01
201005, -7.89, 0.04, -2.44, 1.30, -0.22, 0.01
201006, -5.57, -2.47, -4.70, -0.16, -1.55, 0.01
201007, 6.93, 0.14, -0.33, 0.27, 1.98, 0.01
201008, -4.77, -3.13, -1.93, 0.58, -1.61, 0.01
201009, 9.54, 3.77, -3.18, -0.18, 0.36, 0.01
201010, 3.88, 0.86, -2.51, 1.31, -0.33, 0.01
201011, 0.60, 3.64, -0.92, 0.38, 1.63, 0.01
201012, 6.82, 0.99, 3.76, -3.52, 3.21, 0.01
201101, 1.99, -2.38, 0.75, -0.65, 0.77, 0.01
201102, 3.49, 1.65, 1.27, -1.93, 0.87, 0.01
201103, 0.46, 2.63, -1.85, 1.80, -0.05, 0.01
201104, 2.90, -0.50, -2.49, 1.11, -0.86, 0.00
201105, -1.27, -0.71, -2.00, 1.91, -1.50, 0.00
201106, -1.75, 0.13, -0.39, 2.43, -1.51, 0.00
201107, -2.35, -1.20, -0.90, 2.68, -1.82, 0.00
201108, -5.99, -3.20, -2.36, 3.30, -0.38, 0.01
201109, -7.59, -3.65, -1.72, 2.04, 0.26, 0.00
201110, 11.35, 3.46, 0.10, -2.16, -0.86, 0.00
201111, -0.28, -0.27, -0.45, 1.86, 1.49, 0.00
201112, 0.74, -0.33, 1.63, 0.98, 2.51, 0.00
201201, 5.05, 2.05, -0.97, -2.01, -1.43, 0.00
201202, 4.42, -1.70, 0.43, -0.48, -0.01, 0.00
201203, 3.11, -0.47, 1.14, -0.54, 0.74, 0.00
201204, -0.85, -0.55, -0.78, 1.30, 0.65, 0.00
201205, -6.19, -0.12, -1.06, 2.08, 2.32, 0.01
201206, 3.89, 0.84, 0.62, -1.09, 0.46, 0.00
201207, 0.79, -2.80, -0.02, 1.10, 0.09, 0.00
201208, 2.55, 0.45, 1.30, -1.33, -0.86, 0.01
201209, 2.73, 0.61, 1.60, -1.49, 1.54, 0.01
201210, -1.76, -0.90, 3.59, -1.34, 2.51, 0.01
201211, 0.78, 0.47, -0.84, 0.60, 0.84, 0.01
201212, 1.18, 1.91, 3.51, -1.85, 0.88, 0.01
201301, 5.57, 0.47, 0.96, -1.93, 1.42, 0.00
201302, 1.29, -0.25, 0.11, -0.67, 0.54, 0.00
201303, 4.03, 0.86, -0.19, 0.14, 1.37, 0.00
201304, 1.55, -2.25, 0.45, 0.27, 0.37, 0.00
201305, 2.80, 2.09, 2.63, -1.97, -0.91, 0.00
201306, -1.20, 1.56, 0.03, -0.38, 0.01, 0.00
201307, 5.65, 1.80, 0.57, -1.35, 0.52, 0.00
201308, -2.71, -0.06, -2.69, 0.66, -2.16, 0.00
201309, 3.77, 2.66, -1.22, -0.58, -1.40, 0.00
201310, 4.18, -1.51, 1.25, 2.78, 0.92, 0.00
201311, 3.13, 1.40, 0.32, 0.14, 0.05, 0.00
201312, 2.81, -0.44, -0.02, -0.46, 0.08, 0.00
201401, -3.32, 0.58, -2.07, -3.88, -1.43, 0.00
201402, 4.65, 0.16, -0.31, -0.23, -0.47, 0.00
201403, 0.43, -1.13, 4.93, 2.13, 1.98, 0.00
201404, -0.19, -4.14, 1.17, 3.48, 1.04, 0.00
201405, 2.06, -1.89, -0.13, 0.05, -1.01, 0.00
201406, 2.61, 3.10, -0.70, -1.89, -1.98, 0.00
201407, -2.04, -4.29, 0.03, 0.88, 0.51, 0.00
201408, 4.24, 0.31, -0.45, -0.63, -0.69, 0.00
201409, -1.97, -3.73, -1.34, 1.31, -0.49, 0.00
201410, 2.52, 3.72, -1.81, -0.55, -0.09, 0.00
201411, 2.55, -2.28, -3.09, 1.50, 0.26, 0.00
201412, -0.06, 2.86, 2.27, -1.22, 0.96, 0.00
201501, -3.11, -0.91, -3.58, 1.60, -1.66, 0.00
201502, 6.13, 0.31, -1.86, -1.10, -1.79, 0.00
201503, -1.12, 3.07, -0.37, 0.09, -0.51, 0.00
201504, 0.59, -3.06, 1.82, 0.02, -0.65, 0.00
201505, 1.36, 0.82, -1.14, -1.78, -0.72, 0.00
201506, -1.53, 2.89, -0.79, 0.45, -1.57, 0.00
201507, 1.54, -4.58, -4.13, 0.31, -2.46, 0.00
201508, -6.04, 0.24, 2.77, 0.69, 1.24, 0.00
201509, -3.07, -2.80, 0.56, 1.80, -0.60, 0.00
201510, 7.75, -2.05, -0.46, 0.86, 0.55, 0.00
201511, 0.56, 3.29, -0.42, -2.71, -1.03, 0.00
201512, -2.17, -2.97, -2.61, 0.45, 0.03, 0.01
201601, -5.77, -3.48, 2.09, 2.80, 3.07, 0.01
201602, -0.07, 0.85, -0.57, 3.28, 1.99, 0.02
201603, 6.96, 1.08, 1.19, 0.76, -0.04, 0.02
201604, 0.91, 1.22, 3.28, -2.92, 1.86, 0.01
201605, 1.78, -0.62, -1.66, -1.07, -2.49, 0.01
201606, -0.05, 0.44, -1.48, 1.39, 1.91, 0.02
201607, 3.95, 2.49, -1.27, 1.25, -1.19, 0.02
201608, 0.49, 1.70, 3.13, -1.88, -0.34, 0.02
201609, 0.25, 1.86, -1.23, -2.23, 0.03, 0.02
201610, -2.02, -4.04, 4.12, 0.96, 0.28, 0.02
201611, 4.86, 7.04, 8.19, -0.21, 3.69, 0.01
201612, 1.81, 0.39, 3.56, 1.23, -0.22, 0.03
201701, 1.94, -1.43, -2.76, -0.50, -0.99, 0.04
201702, 3.57, -2.21, -1.68, 0.45, -1.83, 0.04
201703, 0.17, 0.74, -3.32, 0.62, -0.94, 0.03
201704, 1.09, 0.47, -2.10, 1.91, -1.60, 0.05
201705, 1.06, -3.03, -3.78, 0.95, -1.81, 0.06
201706, 0.78, 2.57, 1.48, -2.25, 0.01, 0.06
201707, 1.87, -1.66, -0.24, -0.69, -0.12, 0.07
201708, 0.16, -1.82, -2.09, 0.15, -2.37, 0.09
201709, 2.51, 4.77, 3.12, -1.46, 1.68, 0.09
201710, 2.25, -1.93, 0.21, 0.92, -3.24, 0.09
201711, 3.12, -0.36, -0.08, 3.19, -0.07, 0.08
201712, 1.06, -1.07, 0.05, 0.74, 1.66, 0.09
201801, 5.57, -3.21, -1.33, -0.72, -1.00, 0.12
201802, -3.65, 0.31, -1.07, 0.54, -2.39, 0.11
201803, -2.35, 3.58, -0.23, -0.46, 0.00, 0.11
201804, 0.28, 0.93, 0.54, -2.43, 1.27, 0.14
201805, 2.65, 4.74, -3.18, -2.04, -1.47, 0.14
201806, 0.48, 0.81, -2.33, 0.79, 0.24, 0.14
201807, 3.19, -1.93, 0.47, 1.56, 0.35, 0.16
201808, 3.44, 0.63, -3.99, -0.29, -2.65, 0.16
201809, 0.06, -2.49, -1.69, 0.64, 1.30, 0.15
201810, -7.68, -4.45, 3.44, 0.93, 3.59, 0.19
201811, 1.69, -0.77, 0.27, -0.55, 0.37, 0.18
201812, -9.57, -2.88, -1.86, -0.02, 0.22, 0.20
201901, 8.40, 3.02, -0.45, -0.79, -1.51, 0.21
201902, 3.40, 1.74, -2.68, 0.12, -1.60, 0.18
201903, 1.10, -3.50, -4.10, 0.89, -0.96, 0.19
201904, 3.97, -1.17, 2.14, 1.61, -2.20, 0.21
201905, -6.94, -1.58, -2.34, -0.47, 1.75, 0.21
201906, 6.93, 0.36, -0.72, 0.91, -0.43, 0.18
201907, 1.19, -1.78, 0.47, -0.07, 0.37, 0.19
201908, -2.58, -3.23, -4.76, 0.55, -0.69, 0.16
201909, 1.43, 0.27, 6.74, 1.84, 3.36, 0.18
201910, 2.06, 0.26, -1.92, 0.44, -0.96, 0.16
201911, 3.87, 0.44, -2.01, -1.59, -1.25, 0.12
201912, 2.77, 0.97, 1.76, 0.00, 1.23, 0.14
202001, -0.11, -4.37, -6.22, -1.18, -2.32, 0.13
202002, -8.13, 0.03, -3.79, -1.47, -2.51, 0.12
202003, -13.39, -8.31, -13.97, -1.50, 1.26, 0.13
202004, 13.65, 2.59, -1.23, 2.70, -1.01, 0.00
202005, 5.58, 1.98, -4.89, 0.95, -3.25, 0.01
202006, 2.46, 1.97, -2.17, 0.09, 0.53, 0.01
202007, 5.77, -3.20, -1.38, 0.41, 0.96, 0.01
202008, 7.63, -0.89, -2.95, 4.26, -1.20, 0.01
202009, -3.63, 0.02, -2.68, -1.40, -1.89, 0.01
202010, -2.10, 4.64, 4.21, -0.75, -0.76, 0.01
202011, 12.47, 7.12, 2.14, -2.21, 1.37, 0.01
202012, 4.63, 4.79, -1.51, -1.98, -0.11, 0.01
202101, -0.03, 6.91, 2.96, -3.80, 4.90, 0.01
202102, 2.78, 4.53, 7.18, 0.30, -1.94, 0.00
202103, 3.08, -0.86, 7.40, 6.46, 3.41, 0.00
202104, 4.93, -3.15, -0.94, 2.48, -2.69, 0.00
202105, 0.29, 1.23, 7.08, 2.53, 3.01, 0.00
202106, 2.75, -0.34, -7.82, -2.18, -0.95, 0.00
202107, 1.27, -4.62, -1.76, 5.49, -0.48, 0.00
202108, 2.91, -0.67, -0.16, -0.30, -1.76, 0.00
202109, -4.37, 1.14, 5.08, -1.90, 2.14, 0.00
202110, 6.65, -2.70, -0.48, 1.68, -1.44, 0.00
202111, -1.55, -1.76, -0.44, 7.22, 1.74, 0.00
202112, 3.10, -0.77, 3.28, 4.92, 4.43, 0.01
202201, -6.25, -4.05, 12.75, 0.87, 7.71, 0.00
202202, -2.29, 2.96, 3.04, -2.08, 3.13, 0.00
202203, 3.05, -2.15, -1.80, -1.56, 3.17, 0.01
202204, -9.46, -0.40, 6.19, 3.63, 5.92, 0.01
202205, -0.34, -0.06, 8.41, 1.44, 3.98, 0.03
202206, -8.43, 1.30, -5.97, 1.85, -4.70, 0.06
202207, 9.57, 1.87, -4.10, 0.68, -6.94, 0.08
202208, -3.78, 1.51, 0.31, -4.80, 1.31, 0.19
Annual Factors: January-December
,Mkt-RF,SMB,HML,RMW,CMA,RF
1964, 12.54, 0.47, 9.72, -3.34, 6.87, 3.54
1965, 10.52, 24.45, 7.11, -0.93, -3.38, 3.93
1966, -13.51, 2.37, -0.86, 0.00, -0.79, 4.76
1967, 24.49, 50.51, -8.14, 7.90, -15.31, 4.21
1968, 8.79, 25.96, 18.56, -13.60, 16.53, 5.21
1969, -17.54, -14.09, -10.05, 11.82, -4.17, 6.58
1970, -6.49, -12.57, 21.52, -3.05, 24.61, 6.52
1971, 11.78, 6.02, -11.30, 10.45, -5.61, 4.39
1972, 13.05, -11.76, 1.80, 8.28, -3.13, 3.84
1973, -26.18, -20.18, 17.47, -8.76, 7.18, 6.93
1974, -35.75, 0.56, 9.96, -4.43, 22.74, 8.00
1975, 32.44, 19.13, 9.14, 0.92, 0.40, 5.80
1976, 21.91, 19.92, 24.38, -6.53, 7.42, 5.08
1977, -8.26, 24.48, 7.46, 2.43, -0.01, 5.12
1978, 1.03, 13.77, 0.67, 4.97, 4.23, 7.18
1979, 13.09, 21.05, -2.33, -3.28, -1.66, 10.38
1980, 22.13, 4.84, -24.61, 13.83, -12.35, 11.24
1981, -18.13, 7.30, 25.04, -1.42, 10.84, 14.71
1982, 10.66, 7.24, 13.29, -4.23, 17.71, 10.54
1983, 13.75, 12.21, 20.52, 0.59, 15.98, 8.80
1984, -6.05, -8.27, 19.13, 15.18, 3.64, 9.85
1985, 24.91, -0.27, 1.29, 11.95, -2.99, 7.72
1986, 10.12, -10.32, 9.34, 6.98, 10.63, 6.16
1987, -3.87, -11.18, -1.70, 6.12, 6.70, 5.47
1988, 11.55, 6.40, 14.99, 2.94, 9.58, 6.35
1989, 20.49, -13.23, -4.03, 2.95, 7.66, 8.37
1990, -13.95, -14.02, -10.03, 7.61, 0.79, 7.81
1991, 29.18, 15.81, -14.72, 11.61, -14.87, 5.60
1992, 6.23, 9.08, 24.49, 7.38, 7.32, 3.51
1993, 8.21, 6.26, 16.96, -6.91, 12.30, 2.90
1994, -4.10, -2.33, -0.89, 5.82, 3.80, 3.90
1995, 31.22, -8.12, 5.97, 1.67, 2.89, 5.60
1996, 15.96, -2.86, 8.67, 15.55, 0.86, 5.21
1997, 25.96, -6.33, 19.01, 8.80, 6.19, 5.26
1998, 19.46, -28.02, -10.47, 3.54, -4.68, 4.86
1999, 20.57, 8.85, -31.65, -28.03, -8.38, 4.68
2000, -17.60, 3.69, 44.99, 23.22, 30.66, 5.89
2001, -15.21, 23.17, 18.54, 18.99, 13.62, 3.83
2002, -22.76, 5.90, 8.16, 20.85, 14.22, 1.65
2003, 30.75, 24.73, 4.97, -20.64, 16.43, 1.02
2004, 10.72, 7.48, 7.63, 8.34, -7.58, 1.20
2005, 3.09, -0.76, 9.41, 1.43, -4.92, 2.98
2006, 10.60, 1.56, 11.92, 3.80, 8.83, 4.80
2007, 1.04, -8.31, -17.28, 4.91, -7.54, 4.66
2008, -38.34, 2.78, 1.00, 14.71, 4.21, 1.60
2009, 28.26, 7.87, -9.65, 3.33, -2.59, 0.10
2010, 17.37, 13.66, -5.22, -1.44, 9.72, 0.12
2011, 0.44, -5.48, -8.42, 13.51, -1.17, 0.04
2012, 16.27, -0.52, 10.00, -5.35, 9.37, 0.06
2013, 35.20, 8.35, 2.60, -4.17, 0.93, 0.02
2014, 11.71, -7.96, -1.45, 1.30, -1.39, 0.02
2015, 0.09, -5.89, -9.65, 1.07, -8.74, 0.02
2016, 13.30, 9.20, 22.75, 4.33, 9.86, 0.20
2017, 21.51, -6.10, -13.51, 4.80, -11.46, 0.80
2018, -6.95, -5.13, -9.73, -1.32, 0.08, 1.83
2019, 28.28, -6.15, -10.34, 4.32, -3.09, 2.15
2020, 23.66, 3.40, -46.57, -5.14, -11.61, 0.45
2021, 23.56, -1.13, 25.57, 26.90, 12.09, 0.04