This file was created by CMPT_ME_BEME_RETS using the 201108 CRSP database.

"The 1-month TBill return is from Ibbotson and Associates, Inc."

Mkt-RF SMB
192607 2.62
-2.16
Sharpe 0.113209134
192608 2.56
-1.49
0.616956947
192609 0.36
-1.38
192610 -3.43 0.04
192611 2.44
-0.24
192612 2.77
-0.01
192701 -0.11 -0.3
192702 4.32
-0.24
192703 0.32
-1.87
192704 0.41
0.29
192705 5.39
1.53
192706 -2.3
0.65
192707 7.27
-3.54
192708 2.42
-0.75
192709 4.69
-3.44
192710 -4.44 2.04
192711 6.66
2.56
192712 2.15
1.06
192801 -0.6
4.4
192802 -1.77 -1.96
192803 8.8
-0.24
192804 4.1
4.08
192805 1.52
3.06
192806 -4.84 -3.59
192807 0.69
-1.63
192808 6.64
-2.14
192809 2.87
1.77
192810 1.47
2.71
192811 11.75 -2.2
192812 0.47
-1.09
192901 4.87
-2.8
192902 -0.38 0.87
192903 -1.14 -4.36
192904 1.32
-0.82
192905 -6.35 -7.09
192906 9.45
-1.74
192907 4.2
-4.38
192908 8.16
-8.79
192909 -5.35 1.42
192910 -20.01 -3.77
192911 -12.7 -2.2
192912 1.43
-4.63
193001 5.52
4.46
193002 2.47
0.7
193003 7.15
3.71
193004 -2.3
-0.67
193005 -1.59 -1.78
193006 -16.06 -3.33
193007 3.77
0.56
193008 0.32
-2.13
193009 -12.62 -2.17
193010 -8.79 -1.02
193011 -2.73 2.23
193012 -7.98 -4.97

HML
-2.92

RF
0.22

Market Std Dev 5.449709967

4.88

0.25

Market Premium Mean Return

-0.01
0.71
-0.31
-0.1
4.79
3.35
-2.58
0.95
5.07
-2.04
-0.86
-4.14
-1.08
-4.45
-0.02
-0.73
-1.32
-0.63
-1.41
3.42
-3.7
0.07
-0.07
-2.12
1.35
-2.63
3.3
-0.02
-1.75
0.94
1
0.46
0.71
-2.48
1.99
-0.49
-1.12
8.95
4.7
0.25
-2.29
-0.55
0.37
-1.96
-1.57
2.11
-2.54
-0.88
-4.45
-0.61
-2.9
-5.01

0.23
0.32
0.31
0.28
0.25
0.26
0.3
0.25
0.3
0.26
0.3
0.28
0.21
0.25
0.21
0.22
0.25
0.33
0.29
0.22
0.32
0.31
0.32
0.32
0.27
0.41
0.38
0.06
0.34
0.36
0.34
0.36
0.44
0.52
0.33
0.4
0.35
0.46
0.37
0.37
0.14
0.3
0.35
0.21
0.26
0.27
0.2
0.09
0.22
0.09
0.13
0.14

193101
193102
193103
193104
193105
193106
193107
193108
193109
193110
193111
193112
193201
193202
193203
193204
193205
193206
193207
193208
193209
193210
193211
193212
193301
193302
193303
193304
193305
193306
193307
193308
193309
193310
193311
193312
193401
193402
193403
193404
193405
193406
193407
193408
193409
193410
193411
193412
193501
193502
193503
193504
193505
193506
193507
193508
193509
193510
193511
193512

6.1
10.9
-6.53
-9.93
-13.38
13.72
-6.56
0.2
-29.04
7.82
-9.05
-13.46
-1.31
5.37
-11.03
-18.03
-20.81
-0.53
33.72
36.57
-3.12
-13.14
-5.59
4.57
0.97
-15
3.36
38.27
21.15
13.42
-9.63
12.1
-10.49
-8.33
9.97
1.98
12.93
-2.35
0.46
-1.8
-7.11
2.51
-10.83
5.95
-0.31
-1.94
8.4
0.38
-3.29
-1.88
-3.71
8.91
3.47
5.52
7.35
2.6
2.58
7.12
5.17
4.6

3.79
2.71
2.8
-4.87
5.85
-5.66
1.82
-1.14
0.09
-1.47
5.19
-0.52
3.77
-1.33
1.73
1.73
4.48
-0.49
-5.95
19.24
-2.45
-2.63
1.4
-9.72
-1.02
-3.26
4.9
5.69
39.04
8.46
-0.41
-5.78
0.25
0.4
-6.85
0.67
11.17
5.09
2.64
3.36
0.18
-2.38
-6.42
4.59
-1.51
1.26
7.56
2.94
1.09
0.5
-3.77
-2.09
-3.91
-5.54
2.97
7.52
0.59
2.3
5.66
0.96

7.56
2.22
-3.08
-3.39
-6.31
10.58
-3.76
-2.47
-6.65
0.45
-6.05
-8.96
10.69
-5.12
-1
-0.91
-4.03
5.49
35.48
27.74
-6.41
-9.98
-12.26
-6.92
8.25
-2.9
6.98
18.34
15.19
-2.72
0.59
3.78
-13.45
-8.55
2.1
-1.41
16.42
2.51
-3.63
-5.02
-7.12
-2.2
-12.06
1.86
-0.32
-4.63
-4.26
-3.29
-2.22
-7.16
-4.82
5.09
1.89
4.27
4.99
5.14
-4.83
-0.43
10.53
0.27

0.15
0.04
0.13
0.08
0.09
0.08
0.06
0.03
0.03
0.1
0.17
0.12
0.23
0.23
0.16
0.11
0.06
0.02
0.03
0.03
0.03
0.02
0.02
0.01
0.01
-0.03
0.04
0.1
0.04
0.02
0.02
0.03
0.02
0.01
0.02
0.02
0.05
0.02
0.02
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.02
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.02
0.01

193601
193602
193603
193604
193605
193606
193607
193608
193609
193610
193611
193612
193701
193702
193703
193704
193705
193706
193707
193708
193709
193710
193711
193712
193801
193802
193803
193804
193805
193806
193807
193808
193809
193810
193811
193812
193901
193902
193903
193904
193905
193906
193907
193908
193909
193910
193911
193912
194001
194002
194003
194004
194005
194006
194007
194008
194009
194010
194011
194012

6.6
2.56
0.92
-8.07
5.01
2.57
6.45
1.06
1.42
6.89
3.32
0.21
3.24
1.28
-0.36
-7.45
-0.92
-4.19
8.86
-4.88
-13.58
-9.49
-8.39
-4.01
0.76
5.79
-23.7
14.55
-3.92
23.61
7.2
-2.72
0.84
7.77
-1.77
4.1
-5.95
3.48
-11.91
-0.23
6.86
-5.29
10.18
-6.6
15.95
-0.38
-3.68
3.03
-2.4
1.37
1.89
0.12
-22.01
6.67
3.21
2.41
2.3
2.97
-1.63
0.68

6.43
0.77
1.1
-6.81
0.81
-3.2
1.12
-0.09
3.12
-2.19
8.34
3.67
4.21
0.63
-2.15
-3.4
-0.74
-3.05
1.17
0.51
-6.76
0.51
-3.24
-7.8
5.19
0.6
-3.56
6.58
-2.38
3.53
6.72
-2.46
-2.53
6.62
-2.42
-1.85
-1.43
0.31
-5.41
1.97
3.87
-1.68
4.62
-4.5
18.77
0.26
-4.43
0.67
0.21
2.32
1.63
3.57
-6.21
-2.34
0.87
0.19
3.39
-0.17
2.06
-2.41

10.09
3.98
-2.23
-2.18
2.69
-0.97
1.35
3.84
-0.32
1.61
-1.01
4.96
3.22
5.94
7.05
-4.91
-3.17
-3.56
0.15
-1.99
-4.54
-1.53
0.22
-0.85
-2.22
-1.96
-4.41
-0.35
-0.42
2.11
0.78
-4.26
-1.26
3.98
-0.76
0.77
-3.52
3.23
-8.31
0.29
-0.08
-5.54
0.55
-2.99
23.27
-4.66
-6.54
-3.84
-0.75
-0.44
-1.12
-0.28
-4.04
4.8
-0.57
0.47
-1.7
5.43
0.49
-1.31

0.01
0.01
0.02
0.02
0.02
0.03
0.01
0.02
0.01
0.02
0.01
0
0.01
0.02
0.01
0.03
0.06
0.03
0.03
0.02
0.04
0.02
0.02
0
0
0
-0.01
0.01
0
0
-0.01
0
0.02
0.01
-0.06
0
-0.01
0.01
-0.01
0
0.01
0.01
0
-0.01
0.01
0
0
0
0
0
0
0
-0.02
0
0.01
-0.01
0
0
0
0

194101
194102
194103
194104
194105
194106
194107
194108
194109
194110
194111
194112
194201
194202
194203
194204
194205
194206
194207
194208
194209
194210
194211
194212
194301
194302
194303
194304
194305
194306
194307
194308
194309
194310
194311
194312
194401
194402
194403
194404
194405
194406
194407
194408
194409
194410
194411
194412
194501
194502
194503
194504
194505
194506
194507
194508
194509
194510
194511
194512

-4.04
-1.47
0.95
-5.3
1.39
5.87
5.92
-0.06
-0.76
-5.18
-1.94
-4.68
0.7
-2.42
-6.58
-4.32
6.07
2.53
3.46
1.84
2.6
6.74
0.22
5.01
7.3
5.96
6.18
0.66
5.69
1.66
-4.65
1.27
2.42
-1.25
-5.88
6.33
1.78
0.34
2.42
-1.66
5.07
5.59
-1.55
1.56
0
0.22
1.62
4.1
1.89
6.41
-3.89
7.72
1.83
0.32
-2.24
6.08
4.78
3.87
5.43
1.15

0.85
-1.21
0.12
-1.69
-0.83
1.47
5.74
-0.16
-1.43
-2.1
-1.05
-3.33
7.51
1.69
2.29
-1.03
-3.03
-0.9
-0.33
-0.39
0.14
1.39
-0.77
-2.09
8.34
4.47
4.66
1.92
4.2
-0.63
-2.68
-0.8
1.31
0.9
-1.58
3.29
2.51
-0.28
1.86
-1.41
1.49
4.12
0.73
2.11
0.58
-0.24
0.46
1.61
2.85
1.54
-1.8
0.22
1.31
2.95
-1.68
1.49
1.94
2.46
3.82
2.66

3.22
1.05
2.95
3.43
0.52
0.66
7.25
-1.2
0.28
1.31
-0.64
-5.04
9.93
-1.06
-1.22
1.87
-2.97
0.25
2.56
1.94
3.4
6.68
-5.35
0.78
7.66
6.41
5.52
6.36
3.13
-0.95
-2.47
-0.88
1.35
1.33
-4.87
3.13
2.75
0.74
3.05
-0.97
1.31
2.54
-0.62
-1.3
-0.97
-0.24
1.74
6.63
0.62
4.33
-1.58
3.98
1.16
4.42
-2.52
-4.32
0.26
1.68
4.43
-2.09

-0.01
-0.01
0.01
-0.01
0
0
0.03
0.01
0.01
0
0
0.01
0.02
0.01
0.01
0.01
0.03
0.02
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.02
0.03
0.03
0.03
0.03
0.03
0.02
0.03
0.03
0.02
0.03
0.02
0.02
0.03
0.03
0.02
0.03
0.03
0.03
0.03
0.02
0.03

194601
194602
194603
194604
194605
194606
194607
194608
194609
194610
194611
194612
194701
194702
194703
194704
194705
194706
194707
194708
194709
194710
194711
194712
194801
194802
194803
194804
194805
194806
194807
194808
194809
194810
194811
194812
194901
194902
194903
194904
194905
194906
194907
194908
194909
194910
194911
194912
195001
195002
195003
195004
195005
195006
195007
195008
195009
195010
195011
195012

6.3
-5.82
5.84
4.26
3.96
-3.94
-2.58
-6.42
-10.05
-1.45
0.09
5.06
1.48
-1.19
-1.74
-4.82
-1.03
5.34
4.09
-1.78
-0.5
2.4
-1.89
2.94
-3.8
-4.41
8.19
3.7
7.38
-0.11
-5.12
0.3
-2.99
5.97
-9.1
3.18
0.2
-3.04
4.05
-1.88
-2.84
0.21
5.49
2.57
3.09
3.03
1.8
5.12
1.64
1.37
1.12
3.94
4.27
-5.89
1.51
4.97
4.78
-0.23
2.74
5.66

4.02
-0.77
0.3
2.21
1.47
-1.53
-2.11
-1.83
-4.2
-0.26
-0.46
0.05
1.69
0.68
-1.68
-4.09
-3.3
-0.3
1.51
0.39
1.56
0.57
-1.77
-2.38
2.4
-1.73
0.15
-1.66
0.99
-1.77
-0.34
-1.1
-1.28
-1.5
-0.62
-2.78
1.64
-1.81
2.32
-0.97
-0.84
-0.91
0.6
0.2
1
1.05
-0.96
2.09
3.36
0.11
-1.37
1.9
-2.06
-2.38
0.55
0.8
0.52
-0.52
-0.85
1.5

1.89
-1.37
-0.8
-0.22
1.74
0.01
0.03
0.17
-2.28
3.5
1.24
-1.15
-0.66
-0.25
0.47
0.75
0.15
-0.37
2.92
0.13
1.47
0.08
0.99
3.91
1.15
0.01
4.54
4.07
-1.16
2.64
0.11
0.24
-1.8
0.63
-4.5
-1.8
1.35
-0.82
1.52
-1.06
-2.55
-1.78
0.43
-0.41
0.18
-0.41
-0.88
1.66
0.19
-0.72
-2.75
1.38
0.44
-0.75
13.47
-1.45
-0.93
1.42
3.26
7.22

0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.06
0.06
0.06
0.08
0.07
0.07
0.09
0.08
0.08
0.09
0.08
0.09
0.04
0.04
0.04
0.04
0.1
0.09
0.1
0.09
0.1
0.1
0.09
0.09
0.09
0.09
0.08
0.09
0.09
0.09
0.1
0.09
0.1
0.1
0.1
0.1
0.1
0.12
0.11
0.11

195101
195102
195103
195104
195105
195106
195107
195108
195109
195110
195111
195112
195201
195202
195203
195204
195205
195206
195207
195208
195209
195210
195211
195212
195301
195302
195303
195304
195305
195306
195307
195308
195309
195310
195311
195312
195401
195402
195403
195404
195405
195406
195407
195408
195409
195410
195411
195412
195501
195502
195503
195504
195505
195506
195507
195508
195509
195510
195511
195512

5.69
1.34
-2.2
4.83
-2.38
-2.65
6.99
4.38
0.8
-2.4
0.48
3.37
1.54
-2.62
4.45
-5.01
3.16
3.78
1
-0.81
-2.06
-0.69
5.78
2.96
-0.29
-0.31
-1.52
-2.91
0.54
-1.85
2.38
-4.58
0.15
4.58
2.75
-0.05
5.14
1.68
3.65
4.2
3.11
1.09
4.99
-2.3
6.34
-1.69
9.47
5.45
0.62
3.04
-0.21
3.13
1.05
6.48
1.93
0.27
-0.36
-2.75
6.99
1.46

1.76
0.14
-0.67
-1.46
0.05
-1.97
-1.87
0.84
2
-0.41
-0.31
-2.05
-0.74
0.67
-2.98
0.39
-1.05
-1.6
-0.32
1.16
1.23
-1.1
-0.63
-1.41
3.5
2.2
-0.01
0.31
-0.08
-1.75
-1
0.42
-0.77
-1.37
-1.22
-0.75
0.47
-0.19
-0.5
-3.45
0.38
0.4
0.93
2.73
-2.44
0.51
-2.46
2.12
0.32
1.45
-0.67
-1.75
-0.24
-4.54
-1.12
-0.44
0.3
1.5
-2.15
2.15

3.79
-2.92
-4.17
3.29
-1.38
-3.99
1.95
0.21
0.72
0.11
0.38
-1.91
1.87
-0.26
2.26
0.26
0.15
1.19
-0.35
-0.12
-1.64
-0.3
1.08
0.18
1.25
-0.1
-1.01
1.48
0.14
-0.49
-0.37
-3.62
-2.59
0.08
-0.35
-2.96
3.48
-0.24
-1.53
-0.5
2.54
0.01
4.29
-1.68
0.58
0.72
4.01
5.68
2.04
0.76
1.97
0.87
-0.79
1.72
0.33
0.71
-1.01
-0.11
0.29
-2.36

0.13
0.1
0.11
0.13
0.12
0.12
0.13
0.13
0.12
0.16
0.11
0.12
0.15
0.12
0.11
0.12
0.13
0.15
0.15
0.15
0.16
0.14
0.1
0.16
0.16
0.14
0.18
0.16
0.17
0.18
0.15
0.17
0.16
0.13
0.08
0.13
0.11
0.07
0.08
0.09
0.05
0.06
0.05
0.05
0.09
0.07
0.06
0.08
0.08
0.09
0.1
0.1
0.14
0.1
0.1
0.16
0.16
0.18
0.17
0.18

195601
195602
195603
195604
195605
195606
195607
195608
195609
195610
195611
195612
195701
195702
195703
195704
195705
195706
195707
195708
195709
195710
195711
195712
195801
195802
195803
195804
195805
195806
195807
195808
195809
195810
195811
195812
195901
195902
195903
195904
195905
195906
195907
195908
195909
195910
195911
195912
196001
196002
196003
196004
196005
196006
196007
196008
196009
196010
196011
196012

-3.02
3.76
6.67
0.32
-5.15
3.52
4.86
-3.2
-5.15
0.47
0.26
3.25
-3.48
-2.11
2.18
4.26
3.4
-0.75
0.59
-5.25
-6.02
-4.4
2.27
-3.98
4.71
-1.53
3.29
3
2.35
2.92
4.42
1.87
4.67
2.57
2.94
5.07
0.71
0.94
0.23
3.59
1.73
-0.19
3.17
-1.43
-4.8
1.27
1.59
2.46
-6.97
1.13
-1.63
-1.72
3.13
2.06
-2.4
3.06
-6.02
-0.7
4.72
4.69

0.35
-0.95
-1.96
-0.01
1.38
-1.44
-1.82
2.25
1.66
-0.16
-0.2
-0.16
3.78
-0.73
0.24
-1.86
-1.06
0.63
-0.53
-0.01
0.07
-2.56
0.34
-0.92
4.34
0.72
0.79
-0.66
2.14
-0.24
0.43
1.19
0.09
1.17
2.05
-2.09
3.01
1.52
1.46
-0.58
-2.18
0.66
-0.3
-0.78
-0.1
1.43
1.3
-0.56
2.04
0.56
-0.43
0.43
1.34
-0.16
-0.5
0.9
-1.12
-3.92
0.38
-1.51

0.96
-0.4
-0.79
-0.17
-1.2
-1.13
0.2
-1.18
1.77
-0.06
1.79
-1.95
2.22
-0.66
-0.36
-1.21
-2.2
-0.21
0
-0.33
0.9
-1.8
-2.79
-1.7
4.21
0.23
-1.22
1.63
-0.2
0.5
3.16
0.32
3.03
-1.29
-1.32
0.02
2.94
1.05
-0.26
-1.25
1.87
1.4
0.2
0.39
0.5
-2.06
-3.29
-0.1
2.69
-1.98
-2.91
-2.39
-3.79
-0.33
2.14
-0.39
1.48
2.59
-2.49
-0.66

0.22
0.19
0.15
0.19
0.23
0.2
0.22
0.17
0.18
0.25
0.2
0.24
0.27
0.24
0.23
0.25
0.26
0.24
0.3
0.25
0.26
0.29
0.28
0.24
0.28
0.12
0.09
0.08
0.11
0.03
0.07
0.04
0.19
0.18
0.11
0.22
0.21
0.19
0.22
0.2
0.22
0.25
0.25
0.19
0.31
0.3
0.26
0.34
0.33
0.29
0.35
0.19
0.27
0.24
0.13
0.17
0.16
0.22
0.13
0.16

196101
196102
196103
196104
196105
196106
196107
196108
196109
196110
196111
196112
196201
196202
196203
196204
196205
196206
196207
196208
196209
196210
196211
196212
196301
196302
196303
196304
196305
196306
196307
196308
196309
196310
196311
196312
196401
196402
196403
196404
196405
196406
196407
196408
196409
196410
196411
196412
196501
196502
196503
196504
196505
196506
196507
196508
196509
196510
196511
196512

6.2
3.56
2.86
0.4
2.4
-3.05
2.81
2.55
-2.17
2.55
4.39
-0.12
-3.86
1.75
-0.67
-6.57
-8.71
-8.46
6.28
2.11
-5.23
-0.04
10.81
0.96
4.93
-2.42
3.06
4.49
1.77
-2.03
-0.44
5.02
-1.46
2.48
-0.82
1.88
2.28
1.46
1.45
0.17
1.48
1.21
1.71
-1.41
2.77
0.6
0.02
0.06
3.58
0.39
-1.33
3.06
-0.75
-5.54
1.37
2.76
2.89
2.62
-0.04
1.02

0.84
3.98
3.24
0.13
1.97
-2.47
-1.9
-1.84
-1.12
-2.02
1.07
-1.13
1.88
-1.18
0.23
-0.97
-3
-0.74
1.58
1.29
-2.56
-3.99
2.66
-3.8
3.11
0.38
-2.55
-1.33
1.09
-0.26
-0.5
-1.03
-0.34
-0.55
-1.11
-1.99
-0.17
0.08
0.95
-1.37
-0.89
-0.3
0.23
0.09
-0.51
0.45
0.61
-0.24
2.67
3.48
1.77
1.19
0.03
-4.35
0.84
2.85
0.6
2.43
4.66
2.08

3.75
-0.86
-0.7
1.89
0.52
-0.29
-0.15
-0.24
-0.49
0.46
-0.92
2.21
5.03
0.88
-0.98
0.41
2.3
2.88
-3.64
-1.19
1.46
1.23
0.99
0.31
2.29
2.26
2.14
1.1
2.77
0.79
-0.95
1.78
0.21
-0.03
1.65
0.01
1.54
2.84
3.43
-0.52
1.91
0.75
0.69
0.12
1.65
1.12
-1.96
-2.59
0.18
0.21
1.08
0.7
-1.62
0.57
2.24
-1.06
-0.09
1.58
0.31
1.98

0.19
0.14
0.2
0.17
0.18
0.2
0.18
0.14
0.17
0.19
0.15
0.19
0.24
0.2
0.2
0.22
0.24
0.2
0.27
0.23
0.21
0.26
0.2
0.23
0.25
0.23
0.23
0.25
0.24
0.23
0.27
0.25
0.27
0.29
0.27
0.29
0.3
0.26
0.31
0.29
0.26
0.3
0.3
0.28
0.28
0.29
0.29
0.31
0.28
0.3
0.36
0.31
0.31
0.35
0.31
0.33
0.31
0.31
0.35
0.33

196601
196602
196603
196604
196605
196606
196607
196608
196609
196610
196611
196612
196701
196702
196703
196704
196705
196706
196707
196708
196709
196710
196711
196712
196801
196802
196803
196804
196805
196806
196807
196808
196809
196810
196811
196812
196901
196902
196903
196904
196905
196906
196907
196908
196909
196910
196911
196912
197001
197002
197003
197004
197005
197006
197007
197008
197009
197010
197011
197012

0.83
-1.21
-2.47
2.14
-5.66
-1.41
-1.64
-7.95
-1.1
3.78
1.35
0.22
8.12
0.73
3.95
3.84
-4.26
2.42
4.6
-0.94
3.11
-3.13
0.43
3.04
-4.03
-3.75
0.13
8.98
2.25
0.72
-2.68
1.38
4.02
0.46
5.43
-3.82
-1.2
-5.82
2.59
1.52
0.02
-7.25
-7.05
4.65
-2.88
4.96
-3.74
-2.61
-7.93
5.05
-1.04
-11.03
-6.96
-5.69
6.9
4.47
4.21
-2.28
4.58
5.65

3.86
4.44
0.97
3.44
-4.66
1.05
-0.33
-3.31
-1.1
-6.62
4.37
1.87
8.47
3.38
1.76
0.6
2
6.01
3.09
0.48
3.08
1.44
0.19
5.73
3.9
-2.93
-1.27
5.72
6.42
-0.17
-1.32
2.35
2.81
-0.48
2.38
3.44
-0.79
-3.9
-0.26
-0.84
-0.28
-5.36
-3.21
0.9
1.18
3.76
-2.54
-3.67
2.9
-2.37
-2.35
-6.11
-4.46
-2.16
-0.56
1.52
8.61
-4.2
-4.09
2.97

3.53
0.43
-2.06
-0.42
-1.63
0.59
0.84
0.56
0.53
2.91
-4.65
-1.33
1.89
-2.27
0.15
-2.61
0.81
0.88
2.69
1.48
-2.46
-3.39
-1.72
-0.44
4.79
1.21
-0.52
-1.06
0.85
0.73
5.45
0.97
0.24
2.96
-0.91
0.06
1.57
0.93
-0.45
0.04
0.72
-1.13
1.38
-3.8
-3.2
-3.11
-1.11
-3.05
3.01
4.03
4.27
6.34
3.57
0.79
1.01
1.04
-5.54
0.3
1.68
1

0.38
0.35
0.38
0.34
0.41
0.38
0.35
0.41
0.4
0.45
0.4
0.4
0.43
0.36
0.39
0.32
0.33
0.27
0.32
0.31
0.32
0.39
0.36
0.33
0.4
0.39
0.38
0.43
0.45
0.43
0.48
0.42
0.43
0.44
0.42
0.43
0.53
0.46
0.46
0.53
0.48
0.51
0.53
0.5
0.62
0.6
0.52
0.64
0.6
0.62
0.57
0.5
0.53
0.58
0.52
0.53
0.54
0.46
0.46
0.42

197101
197102
197103
197104
197105
197106
197107
197108
197109
197110
197111
197112
197201
197202
197203
197204
197205
197206
197207
197208
197209
197210
197211
197212
197301
197302
197303
197304
197305
197306
197307
197308
197309
197310
197311
197312
197401
197402
197403
197404
197405
197406
197407
197408
197409
197410
197411
197412
197501
197502
197503
197504
197505
197506
197507
197508
197509
197510
197511
197512

4.82
1.36
4.18
3.05
-3.93
-0.06
-4.43
3.78
-0.87
-4.44
-0.5
8.76
2.55
2.88
0.6
0.26
1.34
-2.38
-0.74
3.31
-1.11
0.47
4.61
0.75
-3.19
-4.85
-1.25
-5.7
-2.96
-1.37
5.06
-3.66
4.71
-0.69
-12.63
0.5
-0.19
-0.34
-2.9
-5.35
-4.95
-2.89
-7.79
-9.38
-11.78
16.05
-4.64
-3.4
13.58
5.41
2.61
4.21
5.07
4.74
-6.52
-2.84
-4.33
5.03
2.71
-1.58

7.44
1.9
2.58
-0.52
-1.12
-1.42
-1.5
-0.21
0.41
-1.77
-2.83
3.32
6.13
1.37
-0.26
0.02
-2.77
0.33
-2.9
-4
-2.65
-2.66
-1.12
-1.83
-3.45
-3.99
-2.84
-3.97
-6.02
-2.93
7.91
-2.01
2.91
-0.13
-7.72
-5.27
9.83
0.01
2.45
-0.69
-3.03
-0.16
0.87
-0.68
0.31
-3.48
-1.11
-4.85
10.83
0.18
3.73
-0.48
3.86
0.77
2.64
-3.18
-0.11
-4.05
-1.21
-0.77

1.34
-1.34
-3.99
0.75
-1.38
-1.99
0.17
2.69
-2.96
-0.44
-1.72
-0.29
2.02
-2.78
-1.71
0.22
-2.68
-2.53
0.83
4.6
0.43
1.26
4.87
-2.32
2.69
1.74
2.73
5.61
0.2
1.39
-5.22
1.23
2.08
1.78
4
4.29
5.79
2.55
-0.06
1.05
-2.07
0.82
5.23
2.55
5.45
-9.81
-0.18
0.1
8.35
-4.54
2.49
-1.2
-4.06
1.26
1.68
-0.87
0.38
0.33
2.02
1.77

0.38
0.33
0.3
0.28
0.29
0.37
0.4
0.47
0.37
0.37
0.37
0.37
0.29
0.25
0.27
0.29
0.3
0.29
0.31
0.29
0.34
0.4
0.37
0.37
0.44
0.41
0.46
0.52
0.51
0.51
0.64
0.7
0.68
0.65
0.56
0.64
0.63
0.58
0.56
0.75
0.75
0.6
0.7
0.6
0.81
0.51
0.54
0.7
0.58
0.43
0.41
0.44
0.44
0.41
0.48
0.48
0.53
0.56
0.41
0.48

197601
197602
197603
197604
197605
197606
197607
197608
197609
197610
197611
197612
197701
197702
197703
197704
197705
197706
197707
197708
197709
197710
197711
197712
197801
197802
197803
197804
197805
197806
197807
197808
197809
197810
197811
197812
197901
197902
197903
197904
197905
197906
197907
197908
197909
197910
197911
197912
198001
198002
198003
198004
198005
198006
198007
198008
198009
198010
198011
198012

12.13
0.39
2.28
-1.46
-1.31
4.02
-1.09
-0.56
2.01
-2.45
0.14
5.76
-3.99
-1.93
-1.3
0.12
-1.45
4.74
-1.7
-1.78
-0.27
-4.42
4.04
0.33
-6.01
-1.39
2.87
7.74
1.81
-1.62
5.11
3.69
-1.31
-11.78
2.68
0.99
4.18
-3.41
5.75
0.05
-2.18
3.88
0.73
5.7
-0.69
-8.14
5.37
1.87
5.76
-0.79
-13.23
3.97
5.2
3.16
6.41
1.72
2.2
1.06
9.54
-4.75

4.79
6.98
-1.14
-0.07
-1.23
-1.38
0.32
-2.01
0.06
0.22
2.31
2.98
4.77
1.07
0.98
-0.1
1.21
2.16
2.12
1.5
1.44
1.25
3.72
1.35
2.21
3.55
3.42
0.4
4.6
1.73
0.28
5.08
-0.4
-9.91
3.05
1.27
3.69
0.47
3.19
2.18
0.31
1.17
1.31
2.07
-0.29
-3.33
2.75
4.24
1.68
-1.79
-6.64
0.99
2.13
1.69
4.21
3.91
0.87
2.45
-3.46
-0.23

8.59
5.87
-0.09
0.01
-1.31
0.72
1.71
0.78
-0.34
-0.14
1.53
2.17
4.25
0.49
1.03
3.39
0.82
-0.62
-0.6
-2.8
-0.5
1.71
0.38
-0.34
3.28
0.82
1.28
-3.46
-0.61
0.59
-1.08
-0.5
1.9
1.41
-2.25
-2.24
2.28
1.17
-0.67
1.06
1.58
1.42
1.75
-1.53
-0.91
-1.87
-3.34
-2.04
1.78
0.58
-1.02
1.09
0.38
-0.91
-6.27
-2.69
-4.71
-2.75
-8.52
2.67

0.47
0.34
0.4
0.42
0.37
0.43
0.47
0.42
0.44
0.41
0.4
0.4
0.36
0.35
0.38
0.38
0.37
0.4
0.42
0.44
0.43
0.49
0.5
0.49
0.49
0.46
0.53
0.54
0.51
0.54
0.56
0.55
0.62
0.68
0.7
0.78
0.77
0.73
0.81
0.8
0.82
0.81
0.77
0.77
0.83
0.87
0.99
0.95
0.8
0.89
1.21
1.26
0.81
0.61
0.53
0.64
0.75
0.95
0.96
1.31

198101
198102
198103
198104
198105
198106
198107
198108
198109
198110
198111
198112
198201
198202
198203
198204
198205
198206
198207
198208
198209
198210
198211
198212
198301
198302
198303
198304
198305
198306
198307
198308
198309
198310
198311
198312
198401
198402
198403
198404
198405
198406
198407
198408
198409
198410
198411
198412
198501
198502
198503
198504
198505
198506
198507
198508
198509
198510
198511
198512

-5.05
0.48
3.41
-2.21
0.21
-2.37
-1.55
-6.91
-7.62
4.81
3.51
-3.68
-3.42
-6.03
-1.99
3.2
-3.88
-3.35
-3.1
11.14
1.17
11.27
4.56
0.78
3.5
2.4
2.84
6.71
0.63
3.11
-3.9
-0.41
0.85
-3.56
2.26
-1.78
-2.06
-4.62
0.61
-0.56
-6.01
1.59
-2.88
10.44
-0.82
-1.01
-1.8
1.73
7.92
1.11
-0.79
-0.94
4.92
1.16
-0.65
-1.03
-4.58
3.79
6.31
3.66

3.02
-0.29
3.61
4.4
2.05
-0.86
-2.26
-1.93
-2.64
2.24
-0.93
1.2
-1.24
0.5
-0.22
1.46
0.5
-0.39
0.89
-4.13
2.94
2.34
4.77
-0.17
2.66
3.26
1.76
0.53
6.12
0.92
1.51
-4.3
0.55
-3.61
2.03
-0.29
-0.4
-1.72
0.14
-1.2
0.08
-0.27
-2.28
-0.22
0.24
-1.17
-0.63
-0.57
3.27
0.79
-1.12
0.18
-2.28
0.49
2.85
-0.37
-1.61
-1.58
0.24
-0.46

6.88
1
0.74
2.28
-0.45
5.13
-0.53
4.78
5.19
-4.36
1.86
0.72
3.07
6.03
3.86
-2.72
1.8
1.57
0.23
1.17
0.34
-3.72
-1.93
0.04
-0.87
0.7
2.08
0.58
-1.4
-3.85
5.65
5.46
1.05
4.94
-0.63
1.64
7.56
3.39
0.52
1.28
0.2
-2.59
0.28
-1.75
5.33
0.46
4.01
-0.11
-5.35
-0.23
3.98
3.72
-0.91
0.42
-1.63
2.2
1.25
0.72
-2.87
-1.52

1.04
1.07
1.21
1.08
1.15
1.35
1.24
1.28
1.24
1.21
1.07
0.87
0.8
0.92
0.98
1.13
1.06
0.96
1.05
0.76
0.51
0.59
0.63
0.67
0.69
0.62
0.63
0.71
0.69
0.67
0.74
0.76
0.76
0.76
0.7
0.73
0.76
0.71
0.73
0.81
0.78
0.75
0.82
0.83
0.86
1
0.73
0.64
0.65
0.58
0.62
0.72
0.66
0.55
0.62
0.55
0.6
0.65
0.61
0.65

198601
198602
198603
198604
198605
198606
198607
198608
198609
198610
198611
198612
198701
198702
198703
198704
198705
198706
198707
198708
198709
198710
198711
198712
198801
198802
198803
198804
198805
198806
198807
198808
198809
198810
198811
198812
198901
198902
198903
198904
198905
198906
198907
198908
198909
198910
198911
198912
199001
199002
199003
199004
199005
199006
199007
199008
199009
199010
199011
199012

0.42
6.72
4.79
-1.31
4.59
0.9
-6.49
6.16
-8.35
4.47
1.12
-3.13
12.43
4.36
1.9
-2.14
0.13
3.89
3.96
3.24
-2.53
-23.14
-7.58
6.64
4.2
4.71
-2.1
0.64
-0.47
4.66
-1.24
-3.39
3.1
1.15
-2.21
1.48
6.06
-2.25
1.48
4.15
3.14
-1.2
7.01
1.47
-0.8
-3.61
1.09
1.22
-7.58
0.92
1.77
-3.52
8.21
-1.05
-1.62
-9.85
-5.98
-1.93
6
2.35

1.21
-0.59
-0.48
2.82
-1.3
-0.89
-3.43
-4.17
2.3
-2.59
-1.96
0.07
-1.73
3.45
0.44
-1.69
-0.56
-2.1
-0.68
-0.77
0.62
-8.41
2.61
0.18
-0.66
3.34
6.15
0.96
-2.62
2.12
-0.19
0.08
-1.3
-2.94
-1.74
1.93
-2.15
2.74
0.7
-0.53
-0.03
-1.01
-3.98
0.5
0.34
-3.23
-1.26
-2.35
-1.25
1.15
1.5
-0.44
-2.48
1.37
-3.18
-3.57
-3.63
-5.56
0.32
0.78

0.53
-0.84
-0.44
-2.91
-0.11
1.38
4.71
3.53
3.22
-1.48
-0.16
0.36
-3.15
-5.95
1.65
-0.29
0.17
1.13
0.67
-0.94
0.28
4.17
3.18
-4.48
5.22
-1.66
0.77
1.73
2.31
-1.14
2.28
2.09
-0.74
1.66
1.26
-1.55
0.52
0.87
0.47
-1.38
-0.84
2.18
-2.8
0.67
-1.3
-0.98
-1.12
0.29
0.87
0.66
-2.86
-2.48
-3.63
-2.11
-0.05
1.49
0.67
0.26
-2.96
-1.49

0.56
0.53
0.6
0.52
0.49
0.52
0.52
0.46
0.45
0.46
0.39
0.49
0.42
0.43
0.47
0.44
0.38
0.48
0.46
0.47
0.45
0.6
0.35
0.39
0.29
0.46
0.44
0.46
0.51
0.49
0.51
0.59
0.62
0.61
0.57
0.63
0.55
0.61
0.67
0.67
0.79
0.71
0.7
0.74
0.65
0.68
0.69
0.61
0.57
0.57
0.64
0.69
0.68
0.63
0.68
0.66
0.6
0.68
0.57
0.6

199101
199102
199103
199104
199105
199106
199107
199108
199109
199110
199111
199112
199201
199202
199203
199204
199205
199206
199207
199208
199209
199210
199211
199212
199301
199302
199303
199304
199305
199306
199307
199308
199309
199310
199311
199312
199401
199402
199403
199404
199405
199406
199407
199408
199409
199410
199411
199412
199501
199502
199503
199504
199505
199506
199507
199508
199509
199510
199511
199512

4.39
7.1
2.45
-0.2
3.6
-4.82
4.19
2.22
-1.56
1.36
-4.12
10.3
-0.46
1.06
-2.71
1.02
0.36
-2.25
3.68
-2.34
0.98
0.87
3.79
1.5
1.03
0.32
2.26
-2.78
2.74
0.29
-0.32
3.7
-0.2
1.59
-2.01
1.72
2.9
-2.63
-4.85
0.68
0.62
-3.1
2.78
3.89
-2.21
1.07
-4.09
0.82
1.62
3.56
2.24
2.06
2.86
2.65
3.63
0.46
3.21
-1.6
3.85
1.03

3.85
3.9
3.92
0.53
-0.31
0.06
-0.97
1.59
1.68
0.85
-0.55
-2.26
8.43
0.87
-1.08
-6.08
0.42
-3.07
-0.39
-0.11
0.58
2.07
3.63
1.63
2.03
-3.36
0.23
-0.64
1.97
-0.31
0.95
0.22
3.08
1.45
-1.41
1.24
0.11
2.72
-0.9
-0.88
-2.05
-0.49
-1.78
1.45
2.7
-2.21
-0.16
0.04
-2.95
-0.33
-0.35
-0.41
-2.24
3.07
2.22
1.84
-2.02
-3.99
-0.81
0.42

-1.73
-0.58
-1.19
1.43
-0.56
1.23
-1.29
-0.8
-1.06
-0.39
-1.77
-4.02
4.63
6.37
3.72
4.33
1.17
3.32
-0.48
-1.09
-0.2
-2.05
-1.53
2.53
5.83
6.5
1.23
2.65
-3.45
2.61
3.24
-0.4
-0.45
-1.59
-0.31
0.6
2.15
-1.37
1.29
1.66
0.12
1.71
0.98
-3.47
-1.83
-2.35
-0.07
0.22
1.67
0.37
-2.04
1.73
1.97
-2.99
-2.15
1.89
-0.92
-0.08
0.34
1.41

0.52
0.48
0.44
0.53
0.47
0.42
0.49
0.46
0.46
0.42
0.39
0.38
0.34
0.28
0.34
0.32
0.28
0.32
0.31
0.26
0.26
0.23
0.23
0.28
0.23
0.22
0.25
0.24
0.22
0.25
0.24
0.25
0.26
0.22
0.25
0.23
0.25
0.21
0.27
0.27
0.32
0.31
0.28
0.37
0.37
0.38
0.37
0.44
0.42
0.4
0.46
0.44
0.54
0.47
0.45
0.47
0.43
0.47
0.42
0.49

199601
199602
199603
199604
199605
199606
199607
199608
199609
199610
199611
199612
199701
199702
199703
199704
199705
199706
199707
199708
199709
199710
199711
199712
199801
199802
199803
199804
199805
199806
199807
199808
199809
199810
199811
199812
199901
199902
199903
199904
199905
199906
199907
199908
199909
199910
199911
199912
200001
200002
200003
200004
200005
200006
200007
200008
200009
200010
200011
200012

2.38
1.24
0.7
2.09
2.26
-1.23
-5.83
2.84
4.86
0.94
6.14
-1.6
4.89
-0.5
-4.91
3.8
6.67
4.04
7.22
-4.04
5.4
-3.87
2.66
1.3
0.02
6.93
4.74
0.66
-2.98
2.79
-2.73
-16.2
5.92
7.12
5.89
5.93
3.48
-4.16
3.36
4.53
-2.41
4.7
-3.44
-1.39
-2.68
5.81
3.32
7.93
-4.37
2.75
4.88
-6.41
-4.4
4.76
-2.19
7.08
-5.62
-3.02
-10.76
1.53

-2.44
2.06
1.31
4.89
3.22
-3.68
-3.57
2.31
-0.82
-4.11
-3.6
3.15
-1.51
-2.57
-0.3
-5.14
4.79
1.52
-2.42
7.48
2.68
-0.81
-5.05
-2.34
-1.01
0.21
-1.18
0.46
-3.58
-3.28
-4.88
-5.7
-0.16
-3.19
1.12
-0.27
0.67
-5.68
-3.89
3.37
3.69
3.37
2.23
-1.24
3.25
-6.78
7.66
6.82
4.39
22.06
-16.62
-7.64
-4.66
13.74
-2.79
-0.9
-1.84
-3.63
-3.07
1.59

0.36
-2.32
1.23
-3.98
-1.38
1.93
4.39
-0.59
-3.83
4.81
0.21
0.94
-2.3
4.72
3.88
-1
-4.35
0.7
-0.38
1.03
-0.28
2.31
1.03
3.82
-1.82
-0.72
1.67
0.31
4.27
-1.84
-1.08
5.14
-3.96
-2.71
-3.29
-4.8
-5.61
1.71
-2.88
2.45
2.69
-4.3
0.54
-0.99
-3.08
-3.26
-7.99
-9.19
0.23
-12.87
7.91
9.26
3.8
-9.92
8.45
-1.29
6.87
4.8
12.39
6.13

0.43
0.39
0.39
0.46
0.42
0.4
0.45
0.41
0.44
0.42
0.41
0.46
0.45
0.39
0.43
0.43
0.49
0.37
0.43
0.41
0.44
0.42
0.39
0.48
0.43
0.39
0.39
0.43
0.4
0.41
0.4
0.43
0.46
0.32
0.31
0.38
0.35
0.35
0.43
0.37
0.34
0.4
0.38
0.39
0.39
0.39
0.36
0.44
0.41
0.43
0.47
0.46
0.5
0.4
0.48
0.5
0.51
0.56
0.51
0.5

200101
200102
200103
200104
200105
200106
200107
200108
200109
200110
200111
200112
200201
200202
200203
200204
200205
200206
200207
200208
200209
200210
200211
200212
200301
200302
200303
200304
200305
200306
200307
200308
200309
200310
200311
200312
200401
200402
200403
200404
200405
200406
200407
200408
200409
200410
200411
200412
200501
200502
200503
200504
200505
200506
200507
200508
200509
200510
200511
200512

3.41
-10.32
-7.47
8
0.74
-2.03
-2.13
-6.22
-9.43
2.58
7.7
1.63
-1.74
-2.3
4.34
-5.12
-1.19
-7.16
-8.26
0.66
-10.14
7.35
6.01
-5.44
-2.44
-1.63
0.93
8.18
6.26
1.53
2.24
2.43
-0.99
5.96
1.59
4.47
2.23
1.49
-1.16
-2.5
1.35
2.08
-3.87
0.16
1.94
1.67
4.67
3.36
-2.82
2.11
-1.9
-2.73
3.56
0.92
4.09
-0.89
0.77
-2.35
3.73
0.03

6.98
-1.14
0.53
0.28
3.01
6.39
-4.18
2.18
-6.53
6.83
0.39
5.12
1.15
-1.67
4.34
5.84
-3.68
3.55
-5.16
-2.19
2.69
-3.01
3.18
-0.52
1.4
-0.27
0.83
1.11
4.69
1.48
5.62
2.65
0.57
2.87
2.2
-2.78
2.61
-1.15
1.87
-2.56
-0.15
2.28
-3.82
-1.54
2.85
0.42
4.11
0.19
-1.62
-0.75
-1.3
-3.96
2.95
2.57
2.76
-0.89
-0.63
-1.04
1
-0.48

-5.67
13.88
6.37
-4.39
2.82
-2.11
5.61
3.32
1.63
-6.99
0.82
0.39
3.46
3.92
1.14
4.21
2.46
1.47
-3.65
2.17
1.16
-6.51
-1.54
3.86
-0.9
-1.46
-1.73
-0.02
0.16
0.66
-2.08
1.79
0.92
1.84
1.46
2.64
1.66
0.34
-0.01
-1.7
-0.26
1.68
4.39
1.12
0.34
-0.89
1.91
-0.36
2.49
2.78
1.66
-0.48
-1.16
2.75
-0.46
1.42
1.17
-0.7
-1.81
0.48

0.54
0.39
0.44
0.39
0.32
0.28
0.3
0.31
0.28
0.22
0.17
0.15
0.14
0.13
0.13
0.15
0.14
0.13
0.15
0.14
0.14
0.14
0.12
0.11
0.1
0.09
0.1
0.1
0.09
0.1
0.07
0.07
0.08
0.07
0.07
0.08
0.07
0.06
0.09
0.08
0.06
0.08
0.1
0.11
0.11
0.11
0.15
0.16
0.16
0.16
0.21
0.21
0.24
0.23
0.24
0.3
0.29
0.27
0.31
0.32

200601
200602
200603
200604
200605
200606
200607
200608
200609
200610
200611
200612
200701
200702
200703
200704
200705
200706
200707
200708
200709
200710
200711
200712
200801
200802
200803
200804
200805
200806
200807
200808
200809
200810
200811
200812
200901
200902
200903
200904
200905
200906
200907
200908
200909
200910
200911
200912
201001
201002
201003
201004
201005
201006
201007
201008
201009
201010
201011
201012

3.65
-0.5
1.54
0.94
-3.53
-0.44
-0.59
2.09
1.53
3.3
1.95
0.68
1.5
-1.78
0.87
3.55
3.48
-1.87
-3.57
0.75
3.77
2.26
-5.27
-0.7
-6.44
-2.33
-1.21
4.94
2.22
-8.03
-1.47
0.99
-9.96
-18.54
-8.55
2.06
-7.75
-10.12
8.76
11.04
6.73
-0.28
8.24
3.18
4.52
-2.84
5.74
2.92
-3.71
3.54
6.44
2.02
-8
-5.21
7.24
-4.4
9.24
3.89
0.56
6.78

5.39
-0.36
3.54
-1.23
-2.99
-0.49
-3.94
0.81
-1.21
1.65
0.73
-0.89
0.06
1.43
-0.23
-2.09
-0.06
0.67
-2.7
-0.14
-2.47
0.09
-2.73
0.07
-0.76
-0.55
0.86
-1.55
2.84
1.05
3.74
3.79
-0.23
-2.17
-3.57
3.99
-0.9
-0.41
0.75
5.16
-2.64
2.65
2.47
-0.56
2.33
-4.28
-2.84
5.89
0.43
1.39
1.57
5.01
-0.01
-2.08
-0.06
-2.92
3.95
0.95
3.78
0.77

1.14
-0.83
-0.07
3.08
2.78
1.5
3.3
-1.73
-0.43
0.48
0.51
2.54
-0.1
0.24
0.43
-0.96
-0.09
-1.03
-2.93
-2.37
-2.13
-1.92
-1.02
-0.05
3.01
0.05
0.18
0.06
-0.26
-1.06
3.59
1.48
4.42
-3.07
-4.99
-1.18
-9.93
-6.75
2.57
5.68
0.45
-2.45
4.82
7.68
1.47
-4.37
0.13
0.72
0.57
2.75
2.01
3.14
-2.36
-4.31
0.23
-1.71
-3.05
-2.21
-0.66
3.53

0.35
0.34
0.37
0.36
0.43
0.4
0.4
0.42
0.41
0.41
0.42
0.4
0.44
0.38
0.43
0.44
0.41
0.4
0.4
0.42
0.32
0.32
0.34
0.27
0.21
0.13
0.17
0.17
0.17
0.17
0.15
0.12
0.15
0.08
0.02
0.09
0
0.01
0.01
0.01
0
0
0.01
0.01
0
0
0
0
0
0
0
0
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01

201101
201102
201103
201104
201105
201106
201107
201108

2.02
3.85
0.29
2.82
-1.47
-1.85
-2.35
-5.85

-2.46
1.79
2.73
-0.22
-0.43
0.05
-1.43
-3.23

Annual Factors:
Mkt-RF SMB
1927
30.29 -3
1928
35.51 3.43
1929
-19.76 -29.79
1930
-31.24 -4.5
1931
-45.44 4.23
1932
-9.43 5.63
1933
57.2
54.07
1934
4.09
25.31
1935
44.7
8.65
1936
31.97 16.16
1937
-34.9 -13.47
1938
28.2
12.57
1939
2.11
5.46
1940
-7.43 0.8
1941
-9.67 -4.33
1942
16.02 5.3
1943
27.7
31.3
1944
21.02 16.86
1945
38.13 25.31
1946
-6.26 -4.18
1947
2.88
-7.59
1948
1.52
-9.16
1949
18.99 3.51
1950
28.81 1.17
1951
19.34 -4.76
1952
11.64 -6.83
1953
-1.47 -0.55
1954
49.31 -2.14
1955
23.73 -5.91
1956
6.01
-0.72
1957
-13.53 -2.54
1958
43.3
14.69
1959
9.62
5.51
1960
-1.52 -2.2
1961
24.82 0.35
1962
-13.05 -8.52
1963
17.77 -6.03
1964
12.78 -1.07
1965
10.47 21.61
1966
-13.44 2.69
1967
24.36 51.29
1968
8.95
24.58
1969
-17.41 -14.04
1970
-6.44 -11.67
1971
11.81 5.73
1972
13.5
-11.7
1973
-25.68 -23.24
1974
-35.95 -0.54
1975
31.56 15.08

0.96
1.38
-1.31
-2.31
-2.22
-0.5
-1.12
-1.49

0
0.01
0
0
0
0
0
0

January
HML
-3.63
-5.15
11.92
-13.5
-15.93
5.54
15.15
-29.37
13.24
29.2
-4.03
-14.27
-17.38
-0.95
11.67
19.08
34.54
18.19
13.81
2.04
9.48
2.99
-3.79
27.24
-5.58
4.63
-8.53
25.2
5.08
-2.12
-6.8
13.19
1.65
-5.25
6.33
9.32
16.52
9.99
7.53
-0.63
-9.64
18.8
-9.86
22.26
-11.15
1.63
18.18
9.9
9.32

#NAME? r
RF
3.13
3.54
4.74
2.43
1.09
0.95
0.3
0.18
0.14
0.18
0.29
-0.04
0.01
-0.02
0.04
0.28
0.36
0.33
0.32
0.36
0.5
0.81
1.12
1.22
1.49
1.65
1.83
0.86
1.57
2.47
3.15
1.53
2.98
2.67
2.12
2.73
3.11
3.53
3.92
4.75
4.21
5.22
6.57
6.52
4.39
3.84
6.93
8.01
5.8

1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010

21.68
-8.1
1.36
14.03
21.98
-18.7
9.89
13.85
-6.68
23.69
9.4
-3.64
11.2
20.06
-13.92
28.05
5.56
8.69
-4.67
30.07
15.96
25.08
17.43
20.55
-16.95
-15.12
-22.48
32.12
11.81
4.34
11.39
2.65
-39.94
31.56
17.96

14.6
22.96
14.43
21.55
5.61
7.44
9.05
13.65
-8.08
0.25
-9.72
-10.91
5.91
-12.49
-14.01
16.08
7.62
5.84
-1.43
-7.62
-2.2
-4.68
-25.55
14.88
-1.28
18.69
3.58
27.69
4.94
-2.09
0.46
-8.22
4.08
7.91
14.02

Copyrig ht 2011 K

24.55
7.47
0.58
-2.03
-25.26
25.07
13.73
20.55
19.38
0.85
9.28
-1.51
14.93
-4.1
-9.59
-14.07
24.32
18.96
-0.88
1.74
3.2
12.7
-8.77
-34.24
40.05
18.69
10.17
4.79
9.52
8.81
14.41
-12.04
0.86
-5.2
-3.59
enneth R

5.08
5.13
7.19
10.38
11.26
14.72
10.53
8.8
9.84
7.72
6.16
5.47
6.36
8.38
7.84
5.6
3.5
2.9
3.91
5.6
5.2
5.25
4.85
4.69
5.88
3.86
1.63
1.02
1.19
2.98
4.81
4.67
1.64
0.05
0.08
. French