Decile Chart
Annual Stock Market Returns (NYSE, AMEX, NASDAQ)
Lowest returns are in red, highest are in green
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Large |
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Small |
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Size Decile |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
|
1927-29 |
18.52 |
18.26 |
12.47 |
7.12 |
16.02 |
-1.94 |
4.55 |
0.37 |
-4.05 |
0.31 |
|
1930-32 |
-26.70 |
-32.07 |
-30.57 |
-32.57 |
-33.53 |
-30.96 |
-34.62 |
-35.9 |
-35.16 |
-28.39 |
|
1933-35 |
28.30 |
42.86 |
44.08 |
51.25 |
52.17 |
53.99 |
58.90 |
80.49 |
74.28 |
98.57 |
|
1936-38 |
3.40 |
4.30 |
1.89 |
2.52 |
5.00 |
4.16 |
1.62 |
0.45 |
6.23 |
-5.25 |
|
1939-41 |
-4.52 |
-6.86 |
-5.74 |
-4.58 |
-3.86 |
-3.46 |
-3.45 |
-6.52 |
-7.64 |
-5.25 |
|
1942-44 |
17.93 |
28.00 |
25.43 |
31.03 |
36.31 |
36.38 |
45.48 |
49.05 |
61.70 |
94.02 |
|
1945-47 |
9.39 |
12.47 |
12.41 |
13.41 |
13.04 |
13.49 |
11.21 |
11.45 |
15.49 |
16.69 |
|
1948-50 |
16.53 |
17.36 |
17.84 |
15.43 |
16.58 |
16.81 |
17.53 |
15.06 |
16.16 |
22.47 |
|
1951-53 |
11.96 |
12.16 |
10.87 |
8.78 |
7.24 |
7.44 |
8.36 |
4.58 |
4.81 |
0.12 |
|
1954-56 |
27.22 |
25.03 |
26.41 |
25.19 |
25.85 |
27.52 |
26.38 |
24.60 |
27.84 |
28.10 |
|
1957-59 |
12.77 |
14.4588 |
15.12 |
17.96 |
17.21 |
13.76 |
18.83 |
16.68 |
20.88 |
17.67 |
|
1960-62 |
4.95 |
6.62 |
5.97 |
4.47 |
1.89 |
1.09 |
0.87 |
2.96 |
1.31 |
1.64 |
|
1963-65 |
15.67 |
18.28 |
20.37 |
19.15 |
20.09 |
23.96 |
22.26 |
22.84 |
19.73 |
24.39 |
|
1966-68 |
5.58 |
9.89 |
14.41 |
17.34 |
21.49 |
24.10 |
23.60 |
32.52 |
34.99 |
45.93 |
|
1969-71 |
3.43 |
0.13 |
3.08 |
-1.10 |
-2.90 |
-2.17 |
-6.42 |
-9.51 |
-12.27 |
-13.23 |
|
1972-74 |
-8.47 |
-12.96 |
-13.96 |
-17.05 |
-16.74 |
-18.97 |
-20.72 |
-20.63 |
-23.99 |
-25.12 |
|
1975-77 |
13.17 |
22.35 |
28.96 |
32.95 |
36.65 |
38.35 |
42.31 |
47.20 |
44.59 |
49.74 |
|
1978-80 |
17.60 |
20.96 |
24.05 |
24.60 |
26.09 |
31.55 |
31.33 |
31.10 |
32.78 |
33.35 |
|
1981-83 |
9.76 |
11.36 |
16.63 |
18.20 |
20.07 |
20.26 |
17.87 |
21.36 |
21.38 |
24.08 |
|
1984-86 |
18.89 |
20.54 |
15.49 |
14.47 |
13.66 |
13.42 |
12.60 |
9.48 |
7.97 |
0.56 |
|
1987-89 |
17.06 |
16.08 |
16.75 |
15.26 |
13.12 |
12.34 |
10.18 |
11.69 |
5.85 |
2.82 |
|
1990-92 |
10.62 |
12.55 |
13.10 |
12.53 |
17.07 |
14.08 |
13.31 |
10.01 |
12.38 |
10.88 |
|
1993-95 |
15.03 |
14.58 |
14.61 |
14.97 |
15.29 |
14.30 |
15.45 |
14.11 |
15.11 |
16.71 |
|
1996-98 |
31.14 |
20.61 |
16.39 |
17.13 |
9.74 |
15.16 |
15.52 |
14.07 |
12.88 |
8.15 |
|
1999-01 |
-3.06 |
2.88 |
6.50 |
5.06 |
4.62 |
9.86 |
8.02 |
13.53 |
15.30 |
15.08 |
|
2002-04 |
1.70 |
10.90 |
10.10 |
12.16 |
10.77 |
12.68 |
11.35 |
15.45 |
16.36 |
29.17 |
|
2005-07 |
8.71 |
11.66 |
10.06 |
8.84 |
11.19 |
7.62 |
8.01 |
6.06 |
3.77 |
5.87 |
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R2 with |
0.98 |
0.92 |
0.86 |
0.82 |
0.82 |
0.76 |
0.77 |
0.66 |
0.63 |
0.51 |
CSRP data provided by the Center for Research in Security Prices, University of Chicago. The S&P data are provided by Standard & Poor’s Index Services Group. Indices are not available for direct investment. Their performance does not reflect the expenses associated with the management of an actual portfolio.