002361 0019055 3374 1935 1659 24682 1126 00009 0043513 0016487 0011715 2019

002361 0019055 3374 1935 1659 24682 1126 00009

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0.002361 0.019055 3.374 19.35 1.659 246.82 1.126 0.0009 0.043513 0.016487 0.011715 20.19 260.92 0.0011 0.052825 0.036421 0.08155 19.52 251.27 0.0011 -0.04878 -0.02764 -0.02725 18.99 0.048 243.81 1.028 0.0012 -0.02894 -0.00351 -0.02149
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19.17 244.72 0.0014 0.024519 0.003169 0.01451 19.69 250.58 0.0014 -0.02062 0.008073 0.028605 19.62 0.062 250.99 1.098 0.0014 0.000752 0.009749 0.014844 20.29 260.30 0.0016 0.033433 0.023448 0.018885 20.86 268.75 0.0016 -0.01563 0.023922 0.02326 20.88 0.055 269.09 1.15 0.0015 0.00997 -0.00066 0.006748 19.48 250.66 0.0019 -0.07239 -0.03984 -0.09578 19.66 255.74 0.0018 0.009066 0.022634 0.018143 4.001 16.67 1.358 231.44 1.224 0.0019 -0.08602 -0.04393 -0.08249 Monthly Mean: 0.005172 0.007738 0.007198 Monthly Std Dev: 0.046371 0.029798 0.041816 EAR: Annualized Std Dev:
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FMAGX TWCGX OARDX VFINX -0.01724 -0.04246 -0.00055 -0.01936 0.03377 0.028846 0.039292 0.037435 -0.06358 -0.06231 -0.02875 -0.06075 -0.00208 -0.02824 -0.00439 -0.00754 -0.07669 -0.07179 -0.06057 -0.07135 -0.07186 -0.07305 -0.0762 -0.07719 0.009754 -0.00265 0.001269 0.006526 -0.10758 -0.09562 -0.1185 -0.10869 0.094439 0.086637 0.080518 0.087829 0.05217 0.05473 0.055888 0.061561 -0.06615 -0.07623 -0.04726 -0.06144 -0.02761 -0.02219 -0.02116 -0.02625 -0.01211 -0.0078 -0.03514 -0.01519 0.011074 0.008578 0.004902 0.009638 0.082149 0.070872 0.083624 0.082535 0.044102 0.044341 0.063666 0.052638 0.011102 0.005703 0.009674 0.01267 0.013153 0.027725 0.007784 0.017441 0.016595 0.015328 0.019014 0.019325 -0.01477 -0.02114 -0.00117 -0.01071 0.048805 0.064775 0.068301 0.056413 0.004406 0.006952 0.012022 0.008643 0.052001 0.032221 0.036879 0.052127 0.012789 0.030658 0.01671 0.018214 0.014244 0 0.016436 0.013775 -0.01265 -0.01406 -0.01668 -0.01519 -0.01705 -0.02414 -0.00771 -0.01577 0.010468 0.006183 -0.00052 0.013578 0.014555 0.027933 0.030052 0.019275 -0.03913 -0.03641 -0.01861 -0.03311 0.002401 0.001128 0.018965 0.003827 0.009374 0.016901 0.004527 0.010654 0.015478 0.021053 -0.003 0.015147 0.033127 0.028215 0.047715 0.040459 0.030983 0.040475 0.034084 0.033922 -0.01879 -0.02841 -0.01029 -0.02454 0.011881 -0.00104 0.019376 0.020937 -0.01989 -0.01098 -0.00603 -0.01763 -0.02059 -0.01321 -0.02612 -0.01912 0.035989 0.044992 0.021552 0.031675 0.000391 -0.00974 0.020628 0.001272 0.0402 0.043996 0.024345 0.037064 -0.01147 -0.01388 0.008072 -0.00913 0.007039 0.005028 0.0129 0.007887 -0.01285 -0.0095 -0.03382 -0.01678 0.03349 0.049495 0.023636 0.037646 0.01972 -0.00549 0.007504 0.00026
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0.047726 0.025267 0.031029 0.026453 -0.01489 -0.00569 -0.01109 0.002543 0.026761 0.00572 0.011212 0.01243 0.019149 -0.00332 0.026927 0.013334 -0.03775 -0.03233 -0.01902 -0.02897 -0.00736 -0.00098 -0.01363 0.001193 -0.03127 -0.01131 0.009564 0.006069 0.024037 0.019403 0.024211 0.023619 0.011161 0.041972 0.02518 0.025564 0.029244 0.029977 0.029574 0.03251 0.025981 0.010914 0.026777 0.018813 -0.00517 -0.00067 0.009768 0.013984 0.028709 0.027928 0.027647 0.014932 -0.01651 -0.02454 -0.01371 -0.01969 0.008281 0.004942 0.028821 0.01116 0.048182 0.047385 0.051026 0.044179 0.039281 0.038412 0.046644 0.034771 -0.00425 -0.01562 -0.01455 -0.01669 -0.01823 -0.00501 -0.03323 -0.03092 0.011619 0.021821 0.008592 0.014983 0.062044 0.061191 0.037861 0.037236 0.053265 0.036378 0.007296 0.015788 -0.0379 -0.03361 -0.01992 -0.04187 0.004488 0.020634 -0.00402 -0.00694 -0.08949 -0.08832 -0.05565 -0.06016 -0.01603 -0.01788 -0.03036 -0.03251 -0.02188 0.010161 0.010436 -0.00439 0.065159 0.052389 0.043929 0.048624 0.03013 0.026284 0.019287 0.012846 -0.08376 -0.06597 -0.07913 -0.08437 -0.03934 -0.0187 0.00625 -0.00832 -0.00078 0.009314 0.008075 0.014463 -0.17968 -0.1078 -0.06778 -0.08887 -0.21602 -0.16831 -0.14655 -0.16792 -0.11329 -0.08479 -0.07226 -0.07175 0.048688 0.012539 0.012312 0.01037 -0.07545 -0.0374 -0.07654 -0.08413 -0.07594 -0.0758 -0.08829 -0.10657 0.139102 0.08408 0.073221 0.087925 0.136679 0.093452 0.052729 0.095588 0.062291 0.040698 0.06239 0.056177 -0.01375 0.016201 -0.00041 0.002059 0.087637 0.063222 0.0665 0.075779 0.02166 0.019131 0.015588 0.035989 0.053087 0.040589 0.023408 0.037196 -0.05428 -0.01121 -0.01736 -0.01868 0.054496 0.058185 0.056836 0.059814 0.043395 0.029683 0.018532 0.019526 -0.04369 -0.04628 -0.0373 -0.03604
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0.030076 0.039486 0.022355 0.030918 0.066288 0.055835 0.057143 0.060149 0.015024 0.018856 0.011887 0.01578 -0.08097 -0.07617 -0.08202 -0.07996 -0.0647 -0.05389 -0.04006 -0.05228 0.050646 0.067673 0.070039 0.069961 -0.0592 -0.05153 -0.04291 -0.0453 0.108322 0.108173 0.079255 0.089108 0.036146 0.041215 0.040397 0.037883 0.013625 0.020833 0.000681 0 0.066425 0.058204 0.060517 0.066709 0.016185 0.013932 0.019342 0.023571 0.041604 0.045038 0.036053 0.034163 -0.00395 -0.00073 -0.00159 0.000204 0.025146 0.023392 0.035561 0.029479 -0.02226 -0.01214 -0.0077 -0.01145 -0.0361 -0.0141 -0.01187 -0.01685 -0.0144 -0.01797 -0.01938 -0.02047 -0.07711 -0.059 -0.0525 -0.05446 -0.11657 -0.08016 -0.0764 -0.07044 0.108569 0.11648 0.116065 0.109138 -0.02264 -0.00193 -0.00254 -0.00234 -0.00265 -0.00883 0.00089 0.010158 0.060019 0.067969 0.048469 0.044646 0.059766 0.04878 0.036496 0.043069 0.03576 0.034884 0.029049 0.028955 -0.01187 -0.00316 -0.00629 -0.0064 -0.07163 -0.0701 -0.07657 -0.06018 0.033691 0.025758 0.037531 0.040985 0.011682 0.002954 0.012055 0.0137 0.033357 0.030928 0.023228 0.022393 0.032142 0.018571 0.016705 0.02583 -0.0258 -0.03647 -0.01608 -0.0186 0.009604 0.017103 0.013427 0.0056 0.00761 0.001825 0.007834 0.00904 0.050771 0.040551 0.05 0.051762 0.006884 0.010726 0.015326 0.013389 0.031347 0.026884 0.031429 0.037316 0.010006 0.014812 0.006813 0.019086 0.035666 0.018669 0.019261 0.023275 -0.01682 -0.01833 -0.01553 -0.01355 0.066219 0.047183 0.043184 0.050723 -0.01856 -0.01783 -0.02843 -0.02912 0.042148 0.049175 0.032392 0.031296 0.042572 0.041208 0.041854 0.045865 0.034924 0.017523 0.019608 0.030284 0.022833 0.030166 0.027204 0.025078 -0.01884 -0.03001 -0.0431 -0.03469 0.05197 0.054293 0.051404 0.045607
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-0.01143 -0.00838 0.004183 0.008223 -0.01146 -0.00604 -0.00754 0.007241 0.029119 0.033718 0.025836 0.023349 0.026187 0.018513 0.020691 0.020524 -0.01492 -0.02222 -0.01454 -0.01388 0.048408 0.039245 0.033448 0.039872 -0.01602 -0.023 -0.01737 -0.0141 0.029581 0.02848 0.018932 0.024232 0.02284 0.031082 0.041448 0.026824 -0.00075 -0.01263 -0.00439 -0.00276 -0.02464 -0.0139 -0.03852 -0.03012 0.064162 0.05675 0.057232 0.057338 0.022576 -0.00901 -0.01767 -0.01585 0.001892 -0.00774 0.00452 0.009491 -0.01311 0.018996 0.015 0.012726 -0.00935 -0.00965 -0.01557 -0.01923 0.026827 0.030588 0.021063 0.020803 -0.0649 -0.06458 -0.06631 -0.06042 -0.03777 -0.02266 -0.03298 -0.02481 0.088153 0.090617 0.083379 0.084227 0.013128 -0.00131 0.012073 0.002864 -0.01657 -0.01474 -0.01804 -0.01603 -0.06452 -0.05914 -0.0497 -0.04977 -0.01673 -0.00871 -0.01876 -0.00145 0.063944 0.057296 0.051564 0.067725 0.010855 -0.0047 0.002207 0.003737 0.01466 0.021416 0.015419 0.017829 -0.01844 -0.00888 0.002278 0.002463 0.038021 0.055934 0.026059 0.036764 0.005075 -0.00883 -0.00476 0.001295 0.002744 0.008907 -0.00441 5.97E-05 -0.01938 -0.0275 -0.02248 -0.01833 0.029694 0.015712 0.027382 0.03699 0.010603 0.005913 0.022601 0.019695 0.024081 0.042086 0.00933 0.018831 0.039333 0.040732 0.038608 0.039627 -0.00021 0.013267 5.24E-08 0.000964 0.013166 0.02455 0.011035 0.010181 0.021289 0.035144 0.013514 0.013937 0.007154 -0.00802 0.011795 0.006134 0.029667 0.018979 0.011711 0.020425 0.01187 0.016489 0.006542 0.002934 0.023962 0.009612 0.01475 0.020564 0.033976 0.039274 0.010875 0.023176 0.023106 0.029201 0.023472 0.030593 0.009857 0.006787 0.003774 0.011034 0.078895 0.081353 0.043411 0.057127 -0.03572 -0.02282 -0.03318 -0.03698 -0.0273 -0.02912 -0.02469 -0.0256
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0.010679 0.000891 0.009479 0.003732 0.02763 0.040059 0.027126 0.023946 0.003815 0.011983 -0.00041 0.006018 0.033542 0.023964 0.034149 0.037093 0.034293 0.050386 0.028093 0.032463 0.005333 0.009174 0.003595 0.005544 -0.09726 -0.09247 -0.06705 -0.06849 0.015671 0.005438 0.00924 0.020267 -0.09016 -0.07683 -0.08301 -0.09023 0.005602 0.00636 0.005855 0.006343 0.047919 0.041751 0.038184 0.040546
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Date Mkt-Rf SMB HML UMD Feb-02 -0.023 -0.0169 0.0396 0.0685 Mar-02 0.0434 0.0429 0.0113 -0.017 Apr-02 -0.0511 0.058 0.0421 0.0788 May-02 -0.0119 -0.0372 0.0253 0.0322 Jun-02 -0.0715 0.0354 0.0152 0.0615 Jul-02 -0.0826 -0.0511 -0.0361 0.0341 Aug-02 0.0066 -0.0226 0.0212 0.017 Sep-02 -0.1014 0.0273 0.0117 0.0916 Oct-02 0.0736 -0.0298 -0.0657 -0.0528 Nov-02 0.0601 0.0316 -0.0157 -0.1627 Dec-02 -0.0544 -0.0053 0.0383 0.0965 Jan-03 -0.0244 0.0142 -0.0085 0.0153 Feb-03 -0.0163 -0.0031 -0.0156 0.0129 Mar-03 0.0093 0.0083 -0.0175 0.0151 Apr-03 0.0818 0.0117 0.0005 -0.0948 May-03 0.0626 0.0468 0.0019 -0.1081 Jun-03 0.0153 0.0148 0.0056 -0.0101 Jul-03 0.0224 0.0555 -0.0206 -0.0035 Aug-03 0.0242 0.026 0.0177 -0.0054 Sep-03 -0.0099 0.0057 0.0098 -0.0005 Oct-03 0.0596 0.0288 0.0178 0.0371 Nov-03 0.0159 0.0221 0.0139 0.0163 Dec-03 0.0447 -0.0287 0.0271 -0.0567 Jan-04 0.0224 0.0261 0.0167 0.0256 Feb-04 0.0149 -0.0123 0.0042 -0.0111 Mar-04 -0.0116 0.0182 0.0002 0.002 Apr-04 -0.025 -0.0249 -0.0179 -0.0535 May-04 0.0135 -0.0022 -0.0023 0.0164 Jun-04 0.0208 0.0218 0.0179 0.0208 Jul-04 -0.0387 -0.0376 0.0443 -0.0232 Aug-04 0.0016 -0.0145 0.0097 -0.0155 Sep-04 0.0195 0.0283 0.0035 0.0529 Oct-04 0.0167 0.0051 -0.0098 -0.0154 Nov-04 0.0467 0.041 0.0191 0.0324 Dec-04 0.0336 0.0015 -0.0038 -0.028 Jan-05 -0.0282 -0.0164 0.025 0.031 Feb-05 0.0211 -0.0073 0.0281 0.0319 Mar-05 -0.019 -0.0137 0.0166 0.0055 Apr-05 -0.0273 -0.0395 -0.0049 -0.0084 May-05 0.0355 0.03 -0.0118 0.0045 Jun-05 0.0092 0.0258 0.0283 0.021 Jul-05 0.0409 0.0274 -0.0049 0.0008 Aug-05 -0.0089 -0.0094 0.014 0.0223 Sep-05 0.0077 -0.0077 0.0115 0.035 Oct-05 -0.0235 -0.0099 -0.0078 -0.0144 Nov-05 0.0373 0.0101 -0.0173 0.0042 Dec-05 0.0003 -0.0048 0.0047 0.0075 Jan-06 0.0366 0.0533 0.011 0.0282 Feb-06 -0.005 -0.0039 -0.0078 -0.0178 Mar-06 0.0154 0.0348 0.0007 0.013 Apr-06 0.0094 -0.0128 0.0303 0.0068 May-06 -0.0353 -0.03 0.0273 -0.037
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Jun-06 -0.0044 -0.0049 0.0147 0.0151 Jul-06 -0.0058 -0.0391 0.0331 -0.0224 Aug-06 0.0209 0.0083 -0.0174 -0.035 Sep-06 0.0154 -0.0122 -0.0053 -0.0098 Oct-06 0.033 0.0168 0.0047 -0.0021 Nov-06 0.0195 0.0071 0.0051 -0.0103 Dec-06 0.0068 -0.009 0.0251 0.0081 Jan-07 0.015 0.0005 0 0.0021 Feb-07 -0.0178 0.0137 0.0028 -0.0133 Mar-07 0.0086 -0.0023 0.003 0.0247 Apr-07 0.0355 -0.0214 -0.0098 -0.0016 May-07 0.0348 -0.0008 -0.0011 -0.0033 Jun-07 -0.0188 0.007 -0.0103 0.004 Jul-07 -0.0358 -0.0264 -0.0303 0.0278 Aug-07 0.0074 -0.0008 -0.0242 0.0015 Sep-07 0.0377 -0.0252 -0.0214 0.0463 Oct-07 0.0227 0.0015 -0.0199 0.0487 Nov-07 -0.0527 -0.0291 -0.0103 0.0091 Dec-07 -0.007 0.0005 -0.001 0.0646 Jan-08 -0.0644 -0.0068 0.0299 -0.0785 Feb-08 -0.0233 -0.0056 0.0003 0.0623 Mar-08 -0.0122 0.0087 0.0026 0.0412
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