Finance

profilealayar94
MutualFundData.xlsx

Fund Returns

Date FAIRX RYSEX YACKX VFINX
20000131 -0.029383 -0.01083 -0.070213 -0.050321
20000229 -0.058527 0.006083 -0.075515 -0.019063
20000331 0.141479 0.060459 0.061881 0.09752
20000428 0.024413 0.023945 -0.036215 -0.029985
20000531 0.027498 -0.01559 0.032727 -0.020384
20000630 -0.027654 -0.007919 0.057512 0.024946
20000731 0.045872 0.022805 -0.013319 -0.014982
20000831 0.048246 0.021182 0.064117 0.061899
20000929 0.101255 -0.031659 0.003171 -0.052894
20001031 -0.007599 0.005637 0.084299 -0.004299
20001130 0.037519 0.036996 0.006803 -0.078852
20001229 0.104162 0.044844 0.027081 0.005132
20010131 -0.008856 0.04712 0.022449 0.035451
20010228 0.013746 0.033 0.00998 -0.091377
20010330 -0.025085 0.001936 -0.032609 -0.063563
20010430 0.018776 0.02029 0.025536 0.077706
20010531 0.012969 0.047348 0.038845 0.0065
20010629 0.005391 0.020796 -0.003835 -0.024455
20010731 0.008713 0.010629 0.036574 -0.009998
20010831 -0.003987 0.007888 0.003714 -0.06274
20010928 -0.019346 -0.101739 -0.076781 -0.08091
20011031 0.015646 0.058083 0.026052 0.01895
20011130 0.004019 0.081427 0.109375 0.076538
20011231 0.039859 0.056373 0.030576 0.00874
20020131 -0.007111 0.05093 0.006272 -0.014732
20020228 0.009115 0.012308 0.016919 -0.019362
20020328 0.03871 0.082827 0.028897 0.037432
20020430 0.018634 0.059649 0.017021 -0.060746
20020531 -0.012195 -0.011921 0.020084 -0.007544
20020628 -0.053086 -0.009383 -0.036095 -0.071345
20020731 -0.007823 -0.071042 -0.053617 -0.077193
20020830 -0.000657 0.013838 0.090827 0.006526
20020930 -0.04142 -0.033764 -0.097279 -0.108748
20021031 0.010974 0.034201 0.089498 0.087829
20021129 0.027137 0.022286 0.056999 0.058752
20021231 0.005693 0.00317 -0.013977 -0.058927
20030131 -0.045063 -0.037921 -0.011354 -0.026248
20030228 -0.034004 -0.021168 -0.040197 -0.015186
20030331 0.018678 0.017151 -0.008547 0.009569
20030430 0.057123 0.06305 0.106897 0.082535
20030530 0.060707 0.035862 0.076324 0.052638
20030630 0.015094 0.020639 0.009407 0.012599
20030731 -0.005576 0.037834 -0.020072 0.017441
20030829 0.029283 0.023884 0.047549 0.019325
20030930 0.005448 -0.014733 -0.000698 -0.010715
20031031 0.05599 0.06729 0.037037 0.056413
20031128 0.030787 0.03094 0.03504 0.008643
20031231 0.034627 0.029222 0.067881 0.052199
20040130 0.04492 0.008904 0.011811 0.018214
20040227 0.036336 0.039162 0.015564 0.013775
20040331 0.012346 0.005308 -0.02682 -0.015135
20040430 -0.031707 -0.00792 -0.005249 -0.015768
20040528 -0.006045 -0.004258 -0.001319 0.013578
20040630 0.000507 0.04543 0.021797 0.019296
20040730 0.006586 -0.044479 -0.037492 -0.033109
20040831 0.036739 -0.018727 0.013432 0.003827
20040930 0.013107 0.034351 -0.008615 0.010671
20041029 0.018208 -0.002109 0.016043 0.015147
20041130 0.052235 0.054939 0.050658 0.040459
20041231 0.044812 0.025061 0.049087 0.033935
20050131 -0.028986 -0.019378 -0.018905 -0.024543
20050228 0.043872 0.00624 0.003987 0.020937
20050331 0.005199 -0.010336 -0.002647 -0.0176
20050429 0 -0.069452 -0.004645 -0.019119
20050531 0.023276 0.046577 0.015333 0.031675
20050630 0.016007 0.027346 -0.005909 0.001272
20050729 0.019071 0.026618 0.01321 0.037064
20050831 0.020845 -0.035587 -0.005215 -0.009132
20050930 -0.005582 -0.013179 -0.00983 0.007941
20051031 -0.017642 0.001603 -0.019854 -0.016784
20051130 0.038776 0.030933 0.014855 0.037646
20051230 0.017082 0.004443 0.007387 0.000219
20060131 0.052005 0.05508 0.030675 0.026453
20060228 -0.013962 -0.011657 0.001984 0.002628
20060331 0.025258 0.045128 0.007921 0.012306
20060428 0.02053 0.009323 0.007859 0.013334
20060531 0.004755 -0.048128 -0.005198 -0.028966
20060630 -0.001092 0.002554 -0.005225 0.001279
20060731 0.006195 -0.045848 0.002626 0.006069
20060831 0.004708 0.041644 0.036673 0.023619
20060929 -0.020187 0.029216 0.026532 0.025634
20061031 0.058131 0.036853 0.017231 0.03251
20061130 0.022253 0.018732 0.012704 0.018892
20061229 0.00002 0.005063 0.016159 0.013912
20070131 -0.00069 0.01572 0.017099 0.014932
20070228 0.003107 -0.007489 -0.02802 -0.019692
20070330 0.022712 0.023139 0.009609 0.011116
20070430 0.033311 0.023107 0.041244 0.044179
20070531 0.055031 0.047093 0.015844 0.034771
20070629 -0.020062 0.006884 -0.020396 -0.016763
20070731 -0.014803 -0.051504 -0.037967 -0.030848
20070831 0.013427 0.018741 0.010185 0.014983
20070928 0.04164 -0.016981 0.028355 0.037239
20071031 0.054512 0.020633 0.022059 0.015788
20071130 -0.072372 -0.017866 -0.02518 -0.041868
20071231 0.008398 -0.011242 0.003984 -0.007
20080131 -0.021343 -0.060755 -0.043316 -0.060155
20080229 0.025337 -0.012821 -0.016393 -0.032515
20080331 -0.038786 0.030697 0.001587 -0.004405
20080430 0.053693 -0.010882 0.025357 0.048542
20080530 0.035825 0.038217 -0.006955 0.012925
20080630 -0.106142 -0.060234 -0.094942 -0.084382
20080731 0.01034 0.045104 0.021496 -0.008317
20080829 0.050842 0.057354 0.042088 0.014463
20080930 -0.074144 -0.07304 -0.019386 -0.089061
20081031 -0.174754 -0.122827 -0.14827 -0.167924
20081128 -0.138569 -0.059445 -0.064797 -0.071748
20081231 0.069156 0.031308 0.023919 0.010671
20090130 -0.050366 -0.078159 -0.106405 -0.084126
20090227 -0.164899 -0.061807 -0.087861 -0.10657
20090331 0.103926 0.058277 0.131812 0.0876
20090430 0.197176 0.153232 0.225084 0.095588
20090529 0.069463 0.028374 0.09415 0.056177
20090630 0.036765 0.000673 0.005848 0.0022
20090731 0.052403 0.06187 0.079734 0.075779
20090831 0.045301 0.017733 0.059231 0.035989
20090930 0.00394 0.050404 0.040668 0.037168
20091030 -0.016768 -0.029028 0.001396 -0.018676
20091130 0.048621 0.016473 0.043902 0.059814
20091231 0.050544 0.054913 0.029484 0.019455
20100129 0.033234 -0.018857 -0.01774 -0.036038
20100226 0.020907 0.043098 0.020067 0.030918
20100331 0.069943 0.05081 0.057049 0.060136
20100430 0.036514 0.028162 0.016749 0.01578
20100528 -0.084659 -0.064083 -0.070165 -0.080051
20100630 -0.05959 -0.062396 -0.044619 -0.052395
20100730 0.073597 0.053004 0.065247 0.069961
20100831 -0.046111 -0.058725 -0.029658 -0.045298
20100930 0.055752 0.090315 0.065116 0.089189
20101029 0.037546 0.044142 0.035558 0.037883
20101130 0.005884 0.034969 -0.01506 0
20101231 0.104234 0.055586 0.048565 0.066713
20110131 -0.010399 -0.006229 0.016929 0.023571
20110228 0.00994 0.031823 0.038644 0.034163
20110331 -0.022497 0.030374 0.001717 0.000256
20110429 -0.004315 0.01542 0.035429 0.029479
20110531 -0.051719 -0.025458 0.004967 -0.011454
20110630 -0.017977 -0.013749 -0.014278 -0.016723
20110729 -0.035371 -0.028346 -0.028969 -0.020469
20110831 -0.10164 -0.053563 -0.009753 -0.054465
20110930 -0.139993 -0.072764 -0.057358 -0.070426
20111031 0.134471 0.12752 0.070682 0.109138
20111130 -0.078899 0.01305 0.002296 -0.002337
20111230 -0.042008 -0.003484 0.016472 0.010176
20120131 0.106263 0.067005 0.031982 0.044646
20120229 0.143303 0.010466 0.016049 0.043069
20120330 0.036885 0.028719 0.025054 0.032815
20120430 -0.009881 -0.008696 -0.010096 -0.006395
20120531 -0.111776 -0.05771 -0.037574 -0.060178
20120629 0.081273 0.023028 0.044415 0.041089
20120731 -0.034984 0.001437 -0.002163 0.0137
20120831 0.080761 0.042563 0.020596 0.022393
20120928 -0.002657 0.011927 0.023367 0.025765
20121031 0.053613 -0.015413 -0.01972 -0.018595
20121130 -0.05531 0.02302 0.012705 0.0056
20121231 0.051857 0.022807 0.007466 0.009023
20130131 0.046756 0.043067 0.060669 0.051762
20130228 -0.001215 0.01225 0.018738 0.013389
20130328 0.036812 0.029135 0.036302 0.037386
20130430 0.035211 -0.006533 0.019617 0.019086
20130531 0.072279 0.045156 0.019698 0.023275
20130628 -0.043616 -0.003775 0.001797 -0.013506
20130731 0.044776 0.048421 0.032287 0.050723
20130830 -0.011111 -0.043373 -0.020417 -0.029119
20130930 0.062868 0.079345 0.012417 0.031216
20131031 0.053864 0.02606 0.03767 0.045865
20131129 0.021256 0.017817 0.014774 0.030284
20131231 -0.003443 0.018014 0.015962 0.025138
20140131 -0.029592 -0.052358 -0.031436 -0.034691
20140228 0.074395 0.037537 0.023684 0.045607
20140331 -0.00783 0.00935 0.016281 0.008238
20140430 0.008631 -0.033025 0.00801 0.007241
20140530 0.027384 0.010412 0.022585 0.023349
20140630 0.014279 0.032976 0.008589 0.02052
20140731 -0.024871 -0.048284 -0.016221 -0.01388
20140829 0.025265 0.036897 0.031327 0.039872
20140930 -0.056559 -0.058229 -0.007194 -0.01418
20141031 -0.066418 0.072134 0.016103 0.024232
20141128 0.011458 0.004405 0.037242 0.026824
20141231 0.004569 0.008507 0.001051 -0.002643
20150130 -0.098347 -0.044182 -0.044984 -0.030175
20150227 0.095795 0.052174 0.038766 0.057396
20150331 -0.00779 0.018269 -0.025281 -0.015937
20150430 0.032277 -0.035028 0.008234 0.009491
20150529 -0.004789 0.015494 -0.001225 0.012726
20150630 -0.016134 -0.008718 -0.024939 -0.019329
20150731 0.033372 -0.029024 0.01174 0.020803
20150831 -0.007517 -0.033967 -0.059262 -0.060416
20150930 -0.045442 -0.054852 -0.003524 -0.0249
20151030 0.037908 0.051587 0.07206 0.084227
20151130 -0.030578 0.000472 -0.007835 0.002864
20151231 -0.093103 -0.055394 -0.014771 -0.015926
20160129 -0.113514 -0.031773 -0.01677 -0.049767
20160229 -0.007927 0.009211 -0.000975 -0.001452
20160331 0.044253 0.081004 0.059512 0.067754
20160429 0.095939 0.002111 0.005525 0.003737
20160531 0.010204 0.017904 0.008242 0.017829
20160630 0.010101 0.005173 0.009991 0.0025
20160729 0.022105 0.03088 0.020683 0.036764
20160831 -0.011329 0.021468 -0.000881 0.001295
20160930 -0.030208 0.00391 -0.00485 0.000082
20161031 0.00913 -0.011685 0.000443 -0.018331
20161130 0.291112 0.116749 0.015943 0.03699
20161230 -0.041584 0.046249 0.011668 0.019626
20170131 0.028571 -0.026794 0.032726 0.018831
20170228 -0.03629 -0.001867 0.019013 0.039627
20170331 -0.056253 0.02618 0.015993 0.001001
20170428 0.039409 0.012756 0.006996 0.010181
20170531 -0.077251 -0.031939 -0.006079 0.013937
20170630 -0.017976 0.019517 0.010048 0.006116
20170731 0.051255 0.008204 0.019464 0.020425
20170831 -0.00995 -0.030289 -0.005091 0.002934
20170929 0.021106 0.058741 0.003412 0.020591
20171031 -0.054134 0.008807 0.019975 0.023176
20171130 -0.006243 0.040157 0.035417 0.030593
20171229 0.068444 -0.003234 0.017685 0.01102
20180131 -0.023833 0.00872 0.030635 0.057127
20180228 -0.055951 -0.057325 -0.028875 -0.036985
20180329 -0.026401 -0.000965 -0.010494 -0.025515
20180430 0.016049 -0.037198 -0.005303 0.003732
20180531 0.022331 0.060712 0.002665 0.023946
20180629 -0.018114 0.027436 0.041648 0.006051
20180731 -0.009224 0.036832 0.017014 0.037093
20180831 -0.006024 0.001332 0.013802 0.032463
20180928 -0.052342 -0.03459 0.006188 0.005543
20181031 -0.072674 -0.043638 -0.01394 -0.06849
20181130 0.00627 0.024496 0.02578 0.020266
20181231 -0.035874 -0.079197 -0.048871 -0.090401
20190131 0.097094 0.074584 0.051969 0.080021
20190228 0.00602 0.032568 0.012974 0.032005
20190329 0.083782 -0.029473 0.01133 0.019366
20190430 0.024848 0.027171 0.02679 0.040411
20190531 0.022091 -0.092324 -0.039848 -0.063646
20190628 0.008962 0.041714 0.042984 0.070329
20190731 0.023511 0.004388 0.00379 0.014259
20190830 -0.014803 -0.034954 -0.019821 -0.015911
20190930 -0.000518 0.032258 0.013481 0.018588
20191031 0.003629 0.030702 0.013302 0.02155
20191129 -0.008781 0.025 0.012189 0.036204
20191231 0.041863 0.018756 0.038168 0.030055
20200131 0.010086 -0.037521 -0.015137 -0.000503
20200228 -0.03994 -0.067336 -0.072385 -0.082413
20200331 -0.148206 -0.160228 -0.142704 -0.123721
20200430 0.054945 0.107843 0.09414 0.128138
20200529 0.067708 0.050374 0.034758 0.047522
20200630 -0.015718 0.025924 0.024229 0.019813
20200731 0.048458 0.006949 0.027957 0.05627
20200831 0.079832 0.043287 0.043933 0.071769
20200930 -0.064202 -0.024053 -0.018036 -0.038106
20201030 0.130457 0.030191 -0.009184 -0.026713
20201130 0.165517 0.070574 0.138002 0.109356
20201231 0.149112 0.055647 0.068305 0.038389
20210129 -0.009612 0.007684 -0.007526 -0.010214
20210226 0.090121 0.084423 0.054976 0.027546
20210331 -0.107154 0.036163 0.039533 0.043702
20210430 0.059473 0.029569 0.029386 0.053227
20210528 0.015798 -0.006121 0.016793 0.006861
20210630 -0.086698 -0.014685 0.001239 0.023233
20210730 0.009783 -0.010096 -0.001649 0.02362
20210831 0.011482 0.023798 0.018174 0.03029
20210930 -0.063852 -0.024194 -0.021501 -0.046631

Factor Returns

This file was created by CMPT_ME_BEME_RETS using the 201906 CRSP database.
RF Mkt
200001 0.0041 -0.0433
200002 0.0043 0.0288
200003 0.0047 0.0567
200004 0.0046 -0.0594
200005 0.005 -0.0392
200006 0.004 0.0504
200007 0.0048 -0.0203
200008 0.005 0.0753
200009 0.0051 -0.0494
200010 0.0056 -0.022
200011 0.0051 -0.1021
200012 0.005 0.0169
200101 0.0054 0.0367
200102 0.0038 -0.0967
200103 0.0042 -0.0684
200104 0.0039 0.0833
200105 0.0032 0.0104
200106 0.0028 -0.0166
200107 0.003 -0.0183
200108 0.0031 -0.0615
200109 0.0028 -0.0897
200110 0.0022 0.0268
200111 0.0017 0.0771
200112 0.0015 0.0175
200201 0.0014 -0.013
200202 0.0013 -0.0216
200203 0.0013 0.0437
200204 0.0015 -0.0505
200205 0.0014 -0.0124
200206 0.0013 -0.0708
200207 0.0015 -0.0803
200208 0.0014 0.0064
200209 0.0014 -0.1021
200210 0.0014 0.0798
200211 0.0012 0.0608
200212 0.0011 -0.0565
200301 0.001 -0.0247
200302 0.0009 -0.0179
200303 0.001 0.0119
200304 0.001 0.0832
200305 0.0009 0.0614
200306 0.001 0.0152
200307 0.0007 0.0242
200308 0.0007 0.0241
200309 0.0008 -0.0116
200310 0.0007 0.0615
200311 0.0007 0.0142
200312 0.0008 0.0437
200401 0.0007 0.0222
200402 0.0006 0.0146
200403 0.0009 -0.0123
200404 0.0008 -0.0175
200405 0.0006 0.0123
200406 0.0008 0.0194
200407 0.001 -0.0396
200408 0.0011 0.0019
200409 0.0011 0.0171
200410 0.0011 0.0154
200411 0.0015 0.0469
200412 0.0016 0.0359
200501 0.0016 -0.026
200502 0.0016 0.0205
200503 0.0021 -0.0176
200504 0.0021 -0.024
200505 0.0024 0.0389
200506 0.0023 0.008
200507 0.0024 0.0416
200508 0.003 -0.0092
200509 0.0029 0.0078
200510 0.0027 -0.0175
200511 0.0031 0.0392
200512 0.0032 0.0007
200601 0.0035 0.0339
200602 0.0034 0.0004
200603 0.0037 0.0183
200604 0.0036 0.0109
200605 0.0043 -0.0314
200606 0.004 0.0005
200607 0.004 -0.0038
200608 0.0042 0.0245
200609 0.0041 0.0225
200610 0.0041 0.0364
200611 0.0042 0.0213
200612 0.004 0.0127
200701 0.0044 0.0184
200702 0.0038 -0.0158
200703 0.0043 0.0111
200704 0.0044 0.0393
200705 0.0041 0.0365
200706 0.004 -0.0156
200707 0.004 -0.0333
200708 0.0042 0.0134
200709 0.0032 0.0354
200710 0.0032 0.0212
200711 0.0034 -0.0449
200712 0.0027 -0.006
200801 0.0021 -0.0615
200802 0.0013 -0.0296
200803 0.0017 -0.0076
200804 0.0018 0.0478
200805 0.0018 0.0204
200806 0.0017 -0.0827
200807 0.0015 -0.0062
200808 0.0013 0.0166
200809 0.0015 -0.0909
200810 0.0008 -0.1715
200811 0.0003 -0.0783
200812 0 0.0174
200901 0 -0.0812
200902 0.0001 -0.1009
200903 0.0002 0.0897
200904 0.0001 0.1019
200905 0 0.0521
200906 0.0001 0.0044
200907 0.0001 0.0773
200908 0.0001 0.0334
200909 0.0001 0.0409
200910 0 -0.0259
200911 0 0.0556
200912 0.0001 0.0276
201001 0 -0.0336
201002 0 0.034
201003 0.0001 0.0632
201004 0.0001 0.0201
201005 0.0001 -0.0788
201006 0.0001 -0.0556
201007 0.0001 0.0694
201008 0.0001 -0.0476
201009 0.0001 0.0955
201010 0.0001 0.0389
201011 0.0001 0.0061
201012 0.0001 0.0683
201101 0.0001 0.02
201102 0.0001 0.035
201103 0.0001 0.0047
201104 0 0.029
201105 0 -0.0127
201106 0 -0.0175
201107 0 -0.0235
201108 0.0001 -0.0598
201109 0 -0.0759
201110 0 0.1135
201111 0 -0.0028
201112 0 0.0074
201201 0 0.0505
201202 0 0.0442
201203 0 0.0311
201204 0 -0.0085
201205 0.0001 -0.0618
201206 0 0.0389
201207 0 0.0079
201208 0.0001 0.0256
201209 0.0001 0.0274
201210 0.0001 -0.0175
201211 0.0001 0.0079
201212 0.0001 0.0119
201301 0 0.0557
201302 0 0.0129
201303 0 0.0403
201304 0 0.0155
201305 0 0.028
201306 0 -0.012
201307 0 0.0565
201308 0 -0.0271
201309 0 0.0377
201310 0 0.0418
201311 0 0.0313
201312 0 0.0281
201401 0 -0.0332
201402 0 0.0465
201403 0 0.0043
201404 0 -0.0019
201405 0 0.0206
201406 0 0.0261
201407 0 -0.0204
201408 0 0.0424
201409 0 -0.0197
201410 0 0.0252
201411 0 0.0255
201412 0 -0.0006
201501 0 -0.0311
201502 0 0.0614
201503 0 -0.0112
201504 0 0.0059
201505 0 0.0136
201506 0 -0.0153
201507 0 0.0154
201508 0 -0.0604
201509 0 -0.0307
201510 0 0.0775
201511 0 0.0056
201512 0.0001 -0.0216
201601 0.0001 -0.0576
201602 0.0002 -0.0006
201603 0.0002 0.0698
201604 0.0001 0.0093
201605 0.0001 0.0179
201606 0.0002 -0.0003
201607 0.0002 0.0397
201608 0.0002 0.0052
201609 0.0002 0.0027
201610 0.0002 -0.02
201611 0.0001 0.0487
201612 0.0003 0.0185
201701 0.0004 0.0198
201702 0.0004 0.0361
201703 0.0003 0.002
201704 0.0005 0.0114
201705 0.0006 0.0112
201706 0.0006 0.0084
201707 0.0007 0.0194
201708 0.0009 0.0025
201709 0.0009 0.026
201710 0.0009 0.0234
201711 0.0008 0.032
201712 0.0009 0.0115
201801 0.0011 0.0569
201802 0.0011 -0.0354
201803 0.0012 -0.0223
201804 0.0014 0.0043
201805 0.0014 0.0279
201806 0.0014 0.0062
201807 0.0016 0.0335
201808 0.0016 0.036
201809 0.0015 0.0021
201810 0.0019 -0.0749
201811 0.0018 0.0187
201812 0.0019 -0.0936
201901 0.0021 0.0862
201902 0.0018 0.0358
201903 0.0019 0.0129
201904 0.0021 0.0417
201905 0.0021 -0.0673
201906 0.0018 0.0711
201907 0.0019 0.0138
201908 0.0016 -0.0242
201909 0.0018 0.0161
201910 0.0015 0.0221
201911 0.0012 0.0399
201912 0.0014 0.0291
202001 0.0013 0.0002
202002 0.0012 -0.0801
202003 0.0012 -0.1326
202004 0 0.1365
202005 0.0001 0.0559
202006 0.0001 0.0247
202007 0.0001 0.0578
202008 0.0001 0.0764
202009 0.0001 -0.0362
202010 0.0001 -0.0209
202011 0.0001 0.1248
202012 0.0001 0.0464
202101 0 -0.0003
202102 0 0.0278
202103 0 0.0308
202104 0 0.0493
202105 0 0.0029
202106 0 0.0275
202107 0 0.0127
202108 0 0.029
202109 0 -0.0437