Annual Returns by Decade and Asset Class Small Cap Large Cap LT Bonds T-Bills Inflation 1930s...

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Annual Returns by Decade and Asset Class Small Cap Large Cap LT Bonds T-Bills Inflation 1930s 0.33 -0.72 1.33 4.55% -0.99% 1940s 0.39 0.67 1.21 0.04% 4.25% 1950s -0.34 -1.51 1.61 1.20% 2.67% 1960s 0.72 0.16 0.59 2.87% 1.36% 1970s -2.07 -1.02 -1.12 6.39% 3.35% 1980s -2.42 -1.38 -1.45 11.39% 10.13% 1990s 0.55 0.66 -5.38 7.50% 4.78% 2000s 0.97 1.78 -0.75 5.82% 2.72% 2010s 0.13 0.35 1.64 0.14% 1.78% Annual Returns, Correlation by Decade and Asset Class Small Cap Large Cap LT Bonds Serial Correlation T-Bills Inflation 0.15 0.04 0.38 0.47 0.09 Correlation Matrix Small Cap Large Cap LT Bonds T-Bills Inflation Small Cap 1.00 0.74 0.10 (0.56) (0.62) Large Cap 0.74 1.00 (0.19) (0.21) (0.21) LT Bonds 0.10 (0.19) 1.00 (0.70) (0.48) T-Bills (0.56) (0.21) (0.70) 1.00 0.63 Inflation (0.62) (0.21) (0.48) 0.63 1.00 Annual Returns by Decade and Asset Class Small Cap Large Cap LT Bonds T-Bills Inflation 1930s 0.33 -0.72 1.33 4.55% -0.99% 1940s 0.39 0.67 1.21 0.04% 4.25% 1950s -0.34 -1.51 1.61 1.20% 2.67% 1960s 0.72 0.16 0.59 2.87% 1.36% 1970s -2.07 -1.02 -1.12 6.39% 3.35% 1980s -2.42 -1.38 -1.45 11.39% 10.13% 1990s 0.55 0.66 -5.38 7.50% 4.78% 2000s 0.97 1.78 -0.75 5.82% 2.72% 2010s 0.13 0.35 1.64 0.14% 1.78% Annual Returns, Correlation by Decade and Asset Class Small Cap Large Cap LT Bonds Serial Correlation T-Bills Inflation 0.15 0.04 0.38 0.47 0.09 Correlation Matrix Small Cap Large Cap LT Bonds T-Bills Inflation Small Cap 1.00 0.74 0.10 (0.56) (0.62) Large Cap 0.74 1.00 (0.19) (0.21) (0.21) LT Bonds 0.10 (0.19) 1.00 (0.70) (0.48) T-Bills (0.56) (0.21) (0.70) 1.00 0.63 Inflation (0.62) (0.21) (0.48) 0.63 1.00