This document contains value-weighted monthly returns for 10 portfolios constructed based on prior monthly returns from 1927 to 1933. It provides the returns for each portfolio from low to high prior return for each month, with missing data indicated by -99.99 or -999. The portfolios are rebalanced monthly based on prior returns.
This document contains value-weighted monthly returns for 10 portfolios constructed based on prior monthly returns from 1927 to 1933. It provides the returns for each portfolio from low to high prior return for each month, with missing data indicated by -99.99 or -999. The portfolios are rebalanced monthly based on prior returns.
This document contains value-weighted monthly returns for 10 portfolios constructed based on prior monthly returns from 1927 to 1933. It provides the returns for each portfolio from low to high prior return for each month, with missing data indicated by -99.99 or -999. The portfolios are rebalanced monthly based on prior returns.