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| Returns Net of Management Fee4 | |||||||||||||
| 1-Year: Jul 2002 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 6.7 | 6.4 | 6.0 | 5.6 | 5.2 | 4.7 | 4.1 | 3.6 | 2.9 | 2.3 | 1.6 | 8.4 | 1.5 |
| Total Return | 6.7 | 6.4 | 6.0 | 5.6 | 5.2 | 4.7 | 4.1 | 3.6 | 2.9 | 2.3 | 1.6 | 8.4 | 1.5 |
| Growth of $1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.1 | 1.0 |
| Monthly Std.Dev. | 0.7 | 0.6 | 1.0 | 1.6 | 2.2 | 2.8 | 3.4 | 4.0 | 4.7 | 5.3 | 5.9 | 1.0 | 6.2 |
| Monthly Average Return | 0.6 | 0.5 | 0.5 | 0.5 | 0.4 | 0.4 | 0.4 | 0.4 | 0.3 | 0.3 | 0.3 | 0.7 | 0.3 |
| Annualized Std. Dev.3 | 2.4 | 2.1 | 3.6 | 5.5 | 7.6 | 9.7 | 11.9 | 14.0 | 16.2 | 18.3 | 20.5 | 3.5 | 21.3 |
| 2-Year: Jul 2001 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 6.3 | 5.9 | 5.4 | 4.8 | 4.3 | 3.7 | 3.0 | 2.4 | 1.7 | 0.9 | 0.1 | 8.3 | -8.2 |
| Total Return | 13.0 | 12.1 | 11.0 | 9.9 | 8.7 | 7.5 | 6.1 | 4.8 | 3.3 | 1.8 | 0.3 | 17.2 | -15.7 |
| Growth of $1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.0 | 1.0 | 1.0 | 1.2 | 0.8 |
| Monthly Std.Dev. | 0.7 | 0.5 | 0.8 | 1.3 | 1.8 | 2.4 | 2.9 | 3.5 | 4.1 | 4.6 | 5.2 | 1.1 | 5.5 |
| Monthly Average Return | 0.5 | 0.5 | 0.4 | 0.4 | 0.4 | 0.3 | 0.3 | 0.3 | 0.2 | 0.2 | 0.1 | 0.7 | -0.6 |
| Annualized Std. Dev.3 | 2.5 | 1.8 | 2.9 | 4.5 | 6.4 | 8.3 | 10.2 | 12.1 | 14.0 | 16.0 | 17.9 | 3.7 | 19.2 |
| 3-Year: Jul 2000 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 6.2 | 5.8 | 5.4 | 5.0 | 4.5 | 4.0 | 3.5 | 3.0 | 2.4 | 1.8 | 1.2 | 8.8 | -10.8 |
| Total Return | 19.6 | 18.4 | 17.1 | 15.7 | 14.2 | 12.6 | 10.9 | 9.2 | 7.4 | 5.5 | 3.5 | 28.8 | -29.0 |
| Growth of $1 | 1.2 | 1.2 | 1.2 | 1.2 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.0 | 1.3 | 0.7 |
| Monthly Std.Dev. | 0.6 | 0.5 | 0.8 | 1.3 | 1.7 | 2.2 | 2.7 | 3.2 | 3.7 | 4.2 | 4.7 | 0.9 | 5.7 |
| Monthly Average Return | 0.5 | 0.5 | 0.4 | 0.4 | 0.4 | 0.4 | 0.3 | 0.3 | 0.3 | 0.2 | 0.2 | 0.7 | -0.8 |
| Annualized Std. Dev.3 | 2.0 | 1.7 | 2.8 | 4.4 | 6.0 | 7.7 | 9.5 | 11.2 | 12.9 | 14.7 | 16.4 | 3.2 | 19.6 |
| 5-Year: Jul 1998 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 5.5 | 5.5 | 5.4 | 5.3 | 5.2 | 5.0 | 4.8 | 4.6 | 4.4 | 4.1 | 3.8 | 7.1 | -1.1 |
| Total Return | 30.6 | 30.4 | 30.0 | 29.5 | 28.7 | 27.8 | 26.7 | 25.3 | 23.8 | 22.2 | 20.3 | 40.8 | -5.5 |
| Growth of $1 | 1.3 | 1.3 | 1.3 | 1.3 | 1.3 | 1.3 | 1.3 | 1.3 | 1.2 | 1.2 | 1.2 | 1.4 | 1.0 |
| Monthly Std.Dev. | 0.5 | 0.5 | 0.9 | 1.4 | 1.8 | 2.3 | 2.8 | 3.3 | 3.8 | 4.3 | 4.8 | 0.9 | 5.7 |
| Monthly Average Return | 0.5 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.6 | 0.1 |
| Annualized Std. Dev.3 | 1.6 | 1.7 | 3.1 | 4.7 | 6.4 | 8.1 | 9.8 | 11.6 | 13.3 | 15.0 | 16.8 | 3.1 | 19.8 |
| 10-Year: Jul 1993 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 5.3 | 5.8 | 6.2 | 6.6 | 7.0 | 7.4 | 7.8 | 8.1 | 8.4 | 8.7 | 9.0 | 6.5 | 9.7 |
| Total Return | 68 | 76 | 83 | 90 | 97 | 104 | 111 | 118 | 124 | 130 | 136 | 87 | 153 |
| Growth of $1 | 1.7 | 1.8 | 1.8 | 1.9 | 2.0 | 2.0 | 2.1 | 2.2 | 2.2 | 2.3 | 2.4 | 1.9 | 2.5 |
| Monthly Std.Dev. | 0.5 | 0.6 | 0.9 | 1.2 | 1.6 | 2.0 | 2.4 | 2.8 | 3.2 | 3.6 | 4.0 | 0.9 | 4.7 |
| Monthly Average Return | 0.4 | 0.5 | 0.5 | 0.5 | 0.6 | 0.6 | 0.7 | 0.7 | 0.7 | 0.8 | 0.8 | 0.5 | 0.9 |
| Annualized Std. Dev.3 | 1.7 | 2.0 | 3.0 | 4.2 | 5.5 | 6.9 | 8.2 | 9.6 | 10.9 | 12.3 | 13.7 | 3.0 | 16.2 |
| 15-Year: Jul 1988 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 6.2 | 6.7 | 7.2 | 7.7 | 8.2 | 8.7 | 9.2 | 9.6 | 10.0 | 10.4 | 10.8 | 7.7 | 11.2 |
| Total Return | 145 | 165 | 185 | 206 | 227 | 249 | 272 | 295 | 319 | 342 | 366 | 205 | 388 |
| Growth of $1 | 2.5 | 2.7 | 2.9 | 3.1 | 3.3 | 3.5 | 3.7 | 4.0 | 4.2 | 4.4 | 4.7 | 3.1 | 4.9 |
| Monthly Std.Dev. | 0.5 | 0.6 | 0.9 | 1.2 | 1.6 | 2.0 | 2.3 | 2.7 | 3.1 | 3.5 | 3.8 | 0.9 | 4.4 |
| Monthly Average Return | 0.5 | 0.5 | 0.6 | 0.6 | 0.7 | 0.7 | 0.8 | 0.8 | 0.9 | 0.9 | 0.9 | 0.6 | 1.0 |
| Annualized Std. Dev.3 | 1.9 | 2.2 | 3.2 | 4.3 | 5.5 | 6.8 | 8.1 | 9.4 | 10.7 | 12.0 | 13.3 | 3.1 | 15.2 |
| 20-Year: Jul 1983 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 7.1 | 7.8 | 8.5 | 9.1 | 9.8 | 10.4 | 11.0 | 11.6 | 12.2 | 12.8 | 13.3 | 8.6 | 11.6 |
| Total Return | 293 | 348 | 408 | 474 | 547 | 626 | 711 | 803 | 902 | 1006 | 1117 | 420 | 800 |
| Growth of $1 | 3.9 | 4.5 | 5.1 | 5.7 | 6.5 | 7.3 | 8.1 | 9.0 | 10.0 | 11.1 | 12.2 | 5.2 | 9.0 |
| Monthly Std.Dev. | 0.7 | 0.7 | 1.0 | 1.3 | 1.7 | 2.0 | 2.4 | 2.8 | 3.2 | 3.6 | 4.0 | 1.0 | 4.6 |
| Monthly Average Return | 0.6 | 0.6 | 0.7 | 0.7 | 0.8 | 0.9 | 0.9 | 1.0 | 1.0 | 1.1 | 1.1 | 0.7 | 1.0 |
| Annualized Std. Dev.3 | 2.2 | 2.5 | 3.4 | 4.5 | 5.8 | 7.0 | 8.4 | 9.7 | 11.0 | 12.4 | 13.7 | 3.5 | 15.9 |
| 25-Year: Jul 1978 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 8.4 | 9.1 | 9.8 | 10.5 | 11.1 | 11.8 | 12.4 | 13.0 | 13.6 | 14.1 | 14.7 | 9.0 | 13.1 |
| Total Return | 652 | 785 | 935 | 1106 | 1298 | 1513 | 1752 | 2015 | 2304 | 2619 | 2959 | 769 | 2074 |
| Growth of $1 | 7.5 | 8.9 | 10.4 | 12.1 | 14.0 | 16.1 | 18.5 | 21.2 | 24.0 | 27.2 | 30.6 | 8.7 | 21.7 |
| Monthly Std.Dev. | 0.8 | 0.8 | 1.1 | 1.4 | 1.7 | 2.1 | 2.5 | 2.8 | 3.2 | 3.6 | 4.0 | 1.3 | 4.6 |
| Monthly Average Return | 0.7 | 0.7 | 0.8 | 0.8 | 0.9 | 1.0 | 1.0 | 1.1 | 1.1 | 1.2 | 1.2 | 0.7 | 1.1 |
| Annualized Std. Dev.3 | 2.6 | 2.9 | 3.7 | 4.8 | 6.0 | 7.3 | 8.5 | 9.9 | 11.2 | 12.5 | 13.9 | 4.6 | 16.1 |
| 30-Year: Jul 1973 - Jun 2003 | |||||||||||||
| DFA Index | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | BM1 | TSM2 |
| Annualized Return | 8.2 | 8.9 | 9.6 | 10.2 | 10.9 | 11.5 | 12.1 | 12.7 | 13.2 | 13.8 | 14.3 | 8.7 | 11.6 |
| Total Return | 958 | 1184 | 1449 | 1757 | 2112 | 2517 | 2977 | 3493 | 4069 | 4705 | 5400 | 1105 | 2585 |
| Growth of $1 | 10.6 | 12.8 | 15.5 | 18.6 | 22.1 | 26.2 | 30.8 | 35.9 | 41.7 | 48.1 | 55.0 | 12.1 | 26.9 |
| Monthly Std.Dev. | 0.7 | 0.8 | 1.1 | 1.4 | 1.8 | 2.2 | 2.6 | 3.0 | 3.4 | 3.8 | 4.3 | 1.3 | 4.8 |
| Monthly Average Return | 0.7 | 0.7 | 0.8 | 0.8 | 0.9 | 0.9 | 1.0 | 1.1 | 1.1 | 1.2 | 1.2 | 0.7 | 1.0 |
| Annualized Std. Dev.3 | 2.6 | 2.9 | 3.8 | 5.0 | 6.3 | 7.7 | 9.0 | 10.5 | 11.9 | 13.3 | 14.7 | 4.4 | 16.5 |
| 1. Lehman Intermediate Treasury Bond Index Range 1-10 Years. | |||||||||||||
| 2. Total US Stock Market Index (CRSP Deciles 1-10) | |||||||||||||
| 3. Annualized number is presented as an approximation by multiplying the monthly or quarterly number by the square root of the number of periods in a year. Please note that the number computed from annual data may differ materially from this estimate. | |||||||||||||
| 4. 0.65% Management fee deducted from Indexes 0-10, average management fee is less than 0.65%. No fees or expenses deducted from BM or TSM. | |||||||||||||
Returns Matrix PDF:
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Returns Matrix US Total Market