1. Sources & Description of Data

Sources & Description of Data

Portfolio Comparison: Risk and Returns (1975-2005)

5-Yr. Bonds = Five-Year Treasury Notes (Source: Dimensional Fund Advisors)
S&P 500 = S&P 500 Index (Source: Standard & Poors)
US Large Value Stocks = Dimensional US Large Cap Value Index (Source: Dimensional Fund Advisors)
US Small Stocks = Dimensional US Small Cap Index (Source: Dimensional Fund Advisors)
US Small Value Stocks = Dimensional US Small Cap Value Index (Source: Dimensional Fund Advisors)
International Large Stocks = MSCI EAFE Index, gross dividends (Source: Morgan Stanley)
International Large Value Stocks = MSCI EAFE Value Index, gross dividends (Source: Morgan Stanley)
International Small Stocks = Dimensional International Small Cap Index (Source: Dimensional Fund Advisors)

 
 
 
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