Abbreviations: Avg – average, CRR – Compound Rate of Return, LCB – Large Cap Blend, LCV – Large Cap Value,
SCB -Small Cap Blend, SCV –Small Cap Value, SD – Standard Deviation
The following data sources were used. All performance data are total returns including interest and dividends. No expense ratio or management fees have been applied.
Large Cap Blend (LCB)
S&P 500 Index 1/1928 – 12/2015.
(Provided by Standard & Poor’s Index Services Group, through DFA)
Large Cap Value (LCV)
Dimensional US Large Cap Value Index 1/1928 – 12/2015
Small Cap Blend (SCB)
Dimensional US Small Cap Index 1/1928 – 12/2015
Small Cap Value (SCV)
Dimensional US Small Cap Value Index 1/1928 – 12/2015
25% LCB, 25% LCV, 25% SCB, 25% SCV 1/1928 – 12/2015
Yearly rebalancing is used.
© 2016 Merriman Financial Education Foundation 4-Fund Portfolio Analysis (R10).xlsm, Summary Output