Decile Performance for the US Enhanced Model
Using Our Entire Universe of US Stocks

Jan 1995 thru Dec 2015

Performance is measured by sorting expected returns from lowest to highest. The population includes roughly the largest 3,000 US stocks plus additional stocks that are in the S&P 500 index plus stocks that are requested by individual clients. Then we divide the list into 10 groupings, or deciles. So, assuming, in a given month, there are 3,300 companies in the universe, decile 1 (lowest expected return) would have 330 stocks.

The Average Annual Returns (%) chart showing Series 1 series.

Click here for: Monthly Data Quarterly Data Annual Data