Mean | Min | Max | Standard Deviation | Stand. Skewness | Stand. Kurtosis | |
S&P500 | 0.0000 | −0.2002 | 0.1141 | 0.0276 | −0.8464 | 6.7649 |
S&P500 Growth | 0.0003 | −0.2066 | 0.1369 | 0.0361 | −0.6857 | 4.2316 |
S&P500 Value | 0.0014 | −0.2391 | 0.1912 | 0.0373 | −0.6070 | 7.0428 |
S&P400 | 0.0014 | −0.1853 | 0.1537 | 0.0318 | −0.6541 | 5.0299 |
S&P400 Growth | 0.0017 | −0.1759 | 0.1396 | 0.0360 | −0.4798 | 3.0560 |
S&P400 Value | 0.0020 | −0.1860 | 0.1972 | 0.0359 | −0.5534 | 6.6720 |
S&P600 | 0.0014 | −0.1605 | 0.1427 | 0.0333 | −0.5618 | 3.2121 |
S&P600 Growth | 0.0018 | −0.1700 | 0.1375 | 0.0353 | −0.5738 | 3.2364 |
S&P600 Value | 0.0019 | −0.2064 | 0.1977 | 0.0411 | −0.4647 | 4.5362 |
US Corp. Bond | 0.0013 | −0.0215 | 0.0186 | 0.0055 | −0.5204 | 1.1015 |