As of 04/01/2008
Historical Index Returns
| |
Index Level |
One Week |
One Month |
Six Months |
One Year |
| Large Growth |
1527.81 |
-2.84 |
-1.94 |
-17.54 |
-13.93 |
| Mid Growth |
1616.34 |
-1.62 |
0.60 |
-8.87 |
-0.20 |
| Small Growth |
1013.39 |
-1.45 |
-0.29 |
-12.94 |
-2.78 |
| Large Core |
1973.64 |
-2.32 |
-1.97 |
-16.14 |
-19.27 |
| Mid Core |
2158.97 |
-1.35 |
-1.14 |
-13.55 |
-10.88 |
| Small Core |
1756.63 |
-0.70 |
-2.53 |
-13.16 |
-1.33 |
| Large Value |
2076.04 |
-2.52 |
0.93 |
-11.39 |
-16.36 |
| Mid Value |
2609.28 |
-2.25 |
0.40 |
-14.14 |
-14.91 |
| Small Value |
1310.49 |
-0.91 |
-0.91 |
-16.28 |
-8.69 |
|
| S&P 500 |
1322.70 |
-1.98 |
-0.43 |
-12.46 |
-5.08 |
| Dow Jones |
12262.89 |
-2.28 |
0.12 |
-10.64 |
1.58 |
Annualized Historical Volatility
| |
30 Day |
60 Day |
90 Day |
| Large Growth |
30.6 |
29.2 |
27.3 |
| Mid Growth |
22.7 |
21.7 |
20.6 |
| Small Growth |
27.1 |
26.1 |
24.2 |
| Large Core |
28.7 |
28.0 |
25.7 |
| Mid Core |
27.5 |
26.1 |
24.6 |
| Small Core |
32.2 |
30.1 |
27.2 |
| Large Value |
32.2 |
32.2 |
31.3 |
| Mid Value |
32.6 |
31.0 |
29.5 |
| Small Value |
33.0 |
29.8 |
28.0 |
|
| S&P 500 |
26.6 |
25.1 |
23.6 |
| Dow Jones |
23.9 |
23.1 |
21.7 |
Daily Variability of USFE Contracts
| |
Ticks +/- |
Dollars +/- |
Notional Contract Value |
| Large Growth |
52 |
$261 |
$15,278 |
| Mid Growth |
42 |
$208 |
$16,163 |
| Small Growth |
31 |
$153 |
$10,134 |
| Large Core |
63 |
$317 |
$19,736 |
| Mid Core |
66 |
$331 |
$21,590 |
| Small Core |
60 |
$299 |
$17,566 |
| Large Value |
81 |
$406 |
$20,760 |
| Mid Value |
96 |
$480 |
$26,093 |
| Small Value |
46 |
$229 |
$13,105 |
|
