Growth Low

Growth High

Value Low

Value High

S&P500

Mean

0.0068

0.0058

0.0065

0.0054

0.0056

SD

0.0469

0.0481

0.0407

0.0400

0.0452

p25

−0.0187

−0.0206

−0.0164

−0.0171

−0.0185

p50

0.0127

0.0110

0.0108

0.0102

0.0106

p75

0.0358

0.0370

0.0310

0.0294

0.0349

Min

−0.1791

−0.1777

−0.1581

−0.1553

−0.1694

Max

0.1301

0.1318

0.1214

0.1206

0.1268