MONTH

1989 - January
February
March
April
May
June
July
August
September
October
November
December
1990 - January
February
March
April
May
June
July
August
September
October
November
December
Standard Deviation
Covariance
Variance
Beta

Vanguard Index
500 Trust
7.32
-2.47
2.26
5.18
4.04
-0.59
9.01
1.86
-0.4
-2.34
2.04
2.38
-6.72
1.27
2.61
-2.5
9.69
-0.69
-0.32
-9.03
-4.89
-0.41
6.44
2.72
4.6063436882
21.2184021739
1

California REIT
-28.26
-3.03
8.75
-1.47
-1.49
-9.09
10.67
-9.38
10.34
-14.38
-14.81
-4.35
-5.45
5
9.52
-0.87
0
4.55
3.48
0
-13.04
0
1.5
-2.56
9.2307359823
3.1265619565
85.2064867754
0.1473514325

Brown Group
9.16
0.73
-0.29
2.21
-1.08
-0.65
2.22
0
1.88
-7.55
-12.84
-1.7
-15.21
7.61
1.11
-0.51
12.71
3.32
3.17
-14.72
-1.91
-12.5
17.26
-8.53
8.166771121
24.6844206522
66.6961505435
1.1633496457