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port100_ifa
100
One Month US Treasury Bill
TB
FAMA / FRENCH Mkt-RF (US Equity Market Return Minus Risk Free Rate / 1 Mo. Treasury Bill Rate)
F/F
Mkt-RF
FAMA / FRENCH SMB (Small Minus Big)
F/F
SMB
FAMA / FRENCH HML (High Minus Low)
F/F
HML
FAMA / FRENCH RMW (Robust Minus Weak)
F/F
RMW
FAMA / FRENCH CMA (Conservative Minus Aggressive)
F/F
CMA
Fama/French
Premiums
^
^
^
^
^
^
^
Years:
88+
50+
30+
20+
10+
5+
3+
2011
2012
2013
2014
2015
IFA Index Portfolio 100
Monthly Average Return:
Standard Deviation:
SD Lines
Bell Curve