Question: https://docs.google.com/spreadsheets/d/1iQVJcjnoEVWU5B0BI5YXFdlzmQ65EBoVVhHHb4uB2ek/edit?usp=sharing Please open the above link to the google sheet and follow the directions below. The entire question doesn't need be finished, anything can help.
https://docs.google.com/spreadsheets/d/1iQVJcjnoEVWU5B0BI5YXFdlzmQ65EBoVVhHHb4uB2ek/edit?usp=sharing
Please open the above link to the google sheet and follow the directions below. The entire question doesn't need be finished, anything can help. Thank you.
Simple net returns Log returns Cumulative log returns Value of $1 invested Equal-weighted Big Growth Big Value Small Growth Small Value Market Big Growth Big Value Small Growth Small Value Market Big Growth Big Value Small Growth Small Value Market Big Growth Big Value Small Growth Small Value Market portfolio 1927 46.18 31.25 31.42 35.29 33.42 1928 48.05 23.63 34.86 40.96 39.05 1929 -21.07 -3.93 -44.23 -35.77 -15.02 1930 -26.44 -43.16 -35.85 -46.38 -28.81 1931 -36.96 -58.24 -42.70 -51.87 -44.35 1932 -7.93 -3.26 -5.25 1.35 -8.48 1933 44.65 116.91 159.41 118.69 57.50 1934 11.06 -21.51 35.89 8.51 4.27 1935 42.22 51.14 48.34 53.16 44.84 1936 26.46 48.12 37.10 73.19 32.15 1937 -34.12 -41.07 -48.64 -51.47 -34.61 1938 33.20 25.20 43.81 26.21 28.16 1939 7.73 -12.51 10.72 -3.55 2.12 1940 -9.81 -2.62 0.57 -9.83 -7.45 1941 -12.67 -0.88 -17.34 -4.82 -9.63 1942 13.17 33.71 16.76 35.00 16.30 1943 22.04 44.02 45.08 91.82 28.06 1944 16.11 41.98 41.23 49.71 21.35 1945 31.95 49.06 64.28 74.61 38.45 1946 -8.29 -8.29 -12.40 -7.36 -5.90 1947 4.10 8.66 -8.38 5.34 3.38 1948 3.35 5.09 -7.16 -2.30 2.33 1949 23.31 18.71 23.52 21.04 20.11 1950 23.11 55.22 31.01 52.16 30.03 1951 20.05 14.36 16.26 12.27 20.83 1952 13.38 19.54 8.55 8.59 13.29 1953 2.29 -7.04 -0.68 -6.92 0.36 1954 47.79 77.32 43.20 63.43 50.17 1955 28.50 29.78 13.95 23.47 25.30 1956 6.52 3.37 7.65 5.98 8.48 1957 -9.14 -22.72 -16.99 -15.90 -10.38 1958 41.62 72.30 75.22 69.67 44.83 1959 13.15 18.82 21.42 17.42 12.60 1960 -2.36 -8.56 -1.78 -6.02 1.15 1961 26.43 28.89 22.20 30.85 26.94 1962 -10.89 -3.09 -22.33 -9.47 -10.32 1963 21.88 32.35 7.98 28.34 20.88 1964 14.48 19.16 8.13 22.90 16.31 1965 13.36 22.42 39.99 42.50 14.39 1966 -10.77 -10.21 -5.32 -7.76 -8.69 1967 29.17 31.74 88.42 67.55 28.57 1968 4.03 27.08 32.73 45.81 14.17 1969 2.88 -16.39 -23.68 -25.84 -10.84 1970 -5.65 10.63 -20.25 6.62 0.08 1971 23.94 12.55 25.86 14.47 16.20 1972 21.32 18.62 0.39 7.28 17.34 1973 -21.79 -3.67 -45.07 -27.23 -18.77 1974 -29.24 -23.40 -31.90 -19.02 -27.94 1975 34.44 55.90 61.32 57.12 37.36 1976 17.54 44.62 38.20 59.13 26.76 1977 -9.46 1.64 19.35 23.82 -2.97 1978 7.00 3.48 17.65 22.12 8.55 1979 16.59 22.67 48.84 38.33 24.41 1980 35.20 16.45 52.66 22.28 33.23 1981 -7.13 12.80 -11.53 17.68 -3.98 1982 21.48 27.67 19.72 39.86 20.42 1983 14.67 26.92 22.12 47.58 22.65 1984 -0.72 16.17 -12.84 7.52 3.16 1985 32.64 31.75 28.91 32.12 31.41 1986 14.38 21.82 1.95 14.50 15.56 1987 7.43 -2.76 -12.24 -7.12 1.82 1988 12.53 25.96 16.63 30.76 17.56 1989 36.11 29.70 20.58 15.70 28.44 1990 1.06 -12.75 -17.74 -25.13 -6.08 1991 43.33 27.35 54.73 40.56 33.64 1992 6.41 23.57 5.82 34.76 9.06 1993 2.38 19.51 12.64 29.41 11.59 1994 1.95 -5.78 -4.36 3.21 -0.76 1995 37.16 37.68 35.13 27.69 35.67 1996 21.25 13.35 12.36 20.71 21.16 1997 31.61 31.88 15.29 37.29 30.33 1998 34.64 16.23 3.04 -8.63 22.28 1999 29.43 -0.22 54.75 5.59 25.27 2000 -13.63 5.80 -24.15 -0.80 -11.04 2001 -15.59 -1.18 0.16 40.24 -11.27 2002 -21.50 -32.53 -30.87 -12.41 -20.84 2003 26.29 35.07 53.20 74.69 33.14 2004 6.53 18.91 12.54 26.59 13.01 2005 2.82 12.17 5.45 3.53 7.33 2006 8.88 22.61 11.67 21.76 16.22 2007 14.08 -6.45 7.36 -15.21 7.30 2008 -33.71 -49.03 -41.56 -44.39 -38.32 2009 27.91 39.15 34.45 70.54 29.20 2010 15.87 21.61 30.66 33.54 17.82 2011 4.14 -9.04 -4.32 -7.04 1.02 mean stdev
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