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.