Time Series Data of Major Indexes
U.S. 30 Day TBill TR  Russell 2000 TR  S&P 500 TR  LB LT Gvt/Credit TR  MSCI EAFE TR 
Date U.S. 30 Day TBill TR  Russell 2000 TR  S&P 500 TR  LB LT Gvt/Credit TR  MSCI EAFE TR  (r-ra)^2
0 1/31/1980 0.0080 0.0842 0.0610 -0.0614 0.0484 1 0.007641674 50.41 21.44076 52.58909 8.938107
2/29/1980 0.0089 -0.0180 0.0031 -0.0792 -0.0040 2 0.031476674 9.7344 1.344634 81.57401 5.064
3/31/1980 0.0121 -0.1811 -0.0987 -0.0043 -0.1062 3 0.24742334 377.5249 128.5862 2.37725 155.5092
4/30/1980 0.0126 0.0627 0.0429 0.1417 0.0946 4 0.299665007 24.5025 7.95475 170.5157 57.90703
5/31/1980 0.0081 0.0834 0.0562 0.0581 0.0467 5 0.009490007 49.2804 17.22596 22.07277 7.95052
6/30/1980 0.0061 0.0440 0.0296 0.0271 0.0639 6 0.01052334 9.4864 2.221342 2.554137 20.60857
7/31/1980 0.0053 0.1122 0.0676 -0.0363 -0.0049 7 0.033336674 98.01 27.98851 22.48498 5.47716
8/31/1980 0.0064 0.0690 0.0131 -0.0440 0.0347 8 0.00526834 31.1364 0.025467 30.38031 2.62332
9/30/1980 0.0075 0.0316 0.0281 -0.0258 0.0350 9 0.001400007 3.3856 1.796717 13.62963 2.7214
10/31/1980 0.0095 0.0407 0.0187 -0.0141 0.0421 10 0.056366674 7.5625 0.160334 6.359643 5.568027
11/30/1980 0.0096 0.0730 0.1095 0.0000 -0.0202 11 0.061215007 35.7604 89.8783 1.236173 14.97948
1 12/31/1980 0.0131 0.1072 -0.0344 0.3673 -0.0315 0.2996 0.0300 -0.0082 0.0051 0.2352 12 0.356906674 12.91803403 22.6576 553.6609 21.34055 232.9948 3.565173 142.5238 1.796493 25.16694
1/31/1981 0.0104 -0.0037 -0.0438 -0.0061 -0.0136 13 0.107201674 2.8561 34.21763 2.96471 10.30624
2/28/1981 0.0107 0.0061 0.0208 -0.0309 -0.0132 14 0.127746674 0.5041 0.372609 17.6554 10.05101
3/31/1981 0.0121 0.0803 0.0380 0.0247 0.0361 15 0.24742334 45.0241 5.430842 1.844617 3.096427
4/30/1981 0.0108 0.0270 -0.0213 -0.0610 0.0272 16 0.134995007 1.9044 12.957 52.01054 0.75632
5/31/1981 0.0115 0.0334 0.0062 0.0559 -0.0421 17 0.19133334 4.0804 0.721792 20.05398 36.72764
6/30/1981 0.0135 -0.0227 -0.0080 -0.0082 0.0071 18 0.406300007 12.8881 5.151009 3.73198 1.30036
7/31/1981 0.0124 -0.0244 0.0007 -0.0285 -0.0404 19 0.27816834 14.1376 1.958834 15.69612 34.69603
8/31/1981 0.0128 -0.0773 -0.0554 -0.0365 0.0237 20 0.321961674 81.9025 49.13426 22.67506 0.270053
9/30/1981 0.0124 -0.0838 -0.0502 -0.0229 -0.0993 21 0.27816834 94.09 42.11469 11.57247 138.7763
10/31/1981 0.0121 0.0847 0.0528 0.0722 0.0166 22 0.24742334 51.1225 14.51928 37.3097 0.036227
11/30/1981 0.0107 0.0321 0.0441 0.1137 0.1113 23 0.127746674 3.5721 8.64605 105.23 86.11221
2 12/31/1981 0.0087 0.1381 -0.0160 0.0357 -0.0265 -0.0426 -0.0560 0.0164 -0.0092 0.0042 24 0.024780007 44.67808403 8.5264 92.7369 16.97097 359.3236 45.04871 89.8388 7.674747 327.0069
1/31/1982 0.0080 -0.0350 -0.0163 0.0012 -0.0066 25 0.007641674 23.2324 9.607417 0.983733 6.301773
2/28/1982 0.0092 -0.0497 -0.0512 0.0227 -0.0636 26 0.043021674 39.5641 43.42261 1.34135 67.40957
3/31/1982 0.0098 -0.0112 -0.0060 0.0203 -0.0485 27 0.071511674 5.9536 4.283175 0.84303 44.89447
4/30/1982 0.0113 0.0533 0.0414 0.0389 0.0650 28 0.174236674 16.0801 7.131125 7.71821 21.6194
5/31/1982 0.0106 -0.0284 -0.0288 0.0164 -0.0130 29 0.12069834 17.3056 18.91888 0.27896 9.9246
6/30/1982 0.0096 -0.0369 -0.0174 -0.0278 -0.0747 30 0.061215007 25.1001 10.30143 15.14637 86.86861
7/31/1982 0.0105 -0.0147 -0.0215 0.0504 -0.0115 31 0.113850007 7.7841 13.10138 15.43049 9.002
8/31/1982 0.0076 0.0799 0.1267 0.0800 0.0006 32 0.00224834 44.4889 125.4493 47.44684 3.205293
9/30/1982 0.0051 0.0389 0.0110 0.0625 -0.0063 33 0.041040007 6.6049 0.136592 26.40076 6.152053
10/31/1982 0.0059 0.1437 0.1126 0.0801 0.0043 34 0.015026674 170.3025 95.85226 47.5847 2.017347
11/30/1982 0.0063 0.0911 0.0438 0.0091 0.0803 35 0.006820007 60.6841 8.470525 0.040737 38.18828
3 12/31/1982 0.0067 0.1006 0.0135 0.2445 0.0173 0.2116 0.0200 0.3738 0.0798 0.0058 36 0.00181334 8.609334028 0.0009 126.5625 0.067817 41.78545 0.78884 689.6751 37.57281 321.2459
1/31/1983 0.0069 0.0760 0.0348 -0.0102 -0.0084 37 0.000510007 39.4384 4.041775 4.544713 7.237893
2/28/1983 0.0062 0.0623 0.0260 0.0437 0.0279 38 0.008571674 24.1081 1.277842 10.61565 0.882973
3/31/1983 0.0063 0.0274 0.0365 0.0080 0.0390 39 0.006820007 2.0164 4.754217 0.09724 4.201133
4/30/1983 0.0071 0.0729 0.0758 0.0471 0.0573 40 6.67361E-06 35.6409 37.33719 12.9468 15.05181
5/31/1983 0.0069 0.0720 -0.0052 -0.0322 -0.0047 41 0.000510007 34.5744 3.958442 18.76478 5.383947
6/30/1983 0.0067 0.0459 0.0382 0.0008 0.0230 42 0.00181334 10.6929 5.524459 1.06468 0.2022
7/31/1983 0.0074 -0.0290 -0.0313 -0.0441 0.0025 43 0.000751674 17.8084 21.15617 30.49064 2.561067
8/31/1983 0.0076 -0.0378 0.0170 0.0045 -0.0158 44 0.00224834 26.01 0.053092 0.438023 11.76719
9/30/1983 0.0076 0.0178 0.0136 0.0451 0.0391 45 0.00224834 0.2116 0.012009 11.54754 4.242227
10/31/1983 0.0076 -0.0692 -0.0134 -0.0077 -0.0006 46 0.00224834 67.8976 7.893759 3.541297 3.649373
11/30/1983 0.0070 0.0525 0.0233 0.0154 0.0240 47 0.00015834 15.4449 0.740317 0.183327 0.302133
4 12/31/1983 0.0073 0.0846 -0.0189 0.2719 -0.0061 0.2092 -0.0062 0.0642 0.0418 0.2251 48 0.00030334 1.780000694 10.3041 195.7201 4.324667 38.74025 2.999247 22.07434 5.427347 16.05338
1/31/1984 0.0076 -0.0167 -0.0065 0.0268 0.0449 49 0.00224834 8.9401 4.492634 2.459147 6.96784
2/29/1984 0.0071 -0.0568 -0.0328 -0.0188 0.0093 50 6.67361E-06 49 22.55854 8.951067 0.847013
3/31/1984 0.0073 0.0060 0.0171 -0.0199 0.0942 51 0.00030334 0.5184 0.0578 9.62137 57.29985
4/30/1984 0.0081 -0.0055 0.0069 -0.0121 -0.0163 52 0.009490007 3.4969 0.60775 5.39091 12.11272
5/31/1984 0.0078 -0.0517 -0.0534 -0.0491 -0.1013 53 0.004545007 42.1201 46.37043 36.26248 143.5284
6/30/1984 0.0075 0.0285 0.0221 0.0155 -0.0009 54 0.001400007 2.3409 0.548217 0.19199 3.764893
7/31/1984 0.0082 -0.0487 -0.0143 0.0706 -0.0638 55 0.01153834 38.3161 8.407584 35.38069 67.73839
8/31/1984 0.0083 0.1177 0.1125 0.0257 0.0851 56 0.013786674 109.2025 95.65655 2.12625 44.35116
9/30/1984 0.0086 -0.0078 0.0002 0.0327 -0.0085 57 0.021731674 4.41 2.101292 4.657683 7.2918
10/31/1984 0.0100 -0.0184 0.0026 0.0612 0.0254 58 0.08260834 9.9856 1.463092 25.08173 0.47564
11/30/1984 0.0073 -0.0266 -0.0101 0.0130 0.0041 59 0.00030334 15.8404 6.148334 0.035407 2.07456
5 12/31/1984 0.0064 0.0942 0.0162 -0.0638 0.0253 0.0696 0.0138 0.1594 0.0204 0.0926 60 0.00526834 5.263200694 0.09 383.3764 1.124484 59.84312 0.071913 23.24847 0.035973 85.43921
1/31/1985 0.0065 0.1325 0.0768 0.0337 0.0228 61 0.003916674 142.3249 38.56928 5.099317 0.184613
2/28/1985 0.0058 0.0269 0.0137 -0.0407 -0.0056 62 0.01757834 1.8769 0.009917 26.8514 5.809707
3/31/1985 0.0062 -0.0205 0.0018 0.0257 0.0779 63 0.008571674 11.3569 1.663025 2.12625 35.27964
4/30/1985 0.0072 -0.0125 -0.0032 0.0239 -0.0031 64 5.50069E-05 6.6049 3.202609 1.63371 4.66704
5/31/1985 0.0066 0.0368 0.0615 0.0824 0.0428 65 0.002765007 5.5696 21.9063 50.81076 5.90328
6/30/1985 0.0055 0.0113 0.0159 0.0089 0.0260 66 0.02643334 0.0361 0.0145 0.04921 0.562
7/31/1985 0.0062 0.0279 -0.0026 -0.0111 0.0520 67 0.008571674 2.1609 2.991459 4.936543 11.22027
8/31/1985 0.0055 -0.0096 -0.0061 0.0273 0.0324 68 0.02643334 5.1984 4.324667 2.618463 1.931173
9/30/1985 0.0060 -0.0605 -0.0321 -0.0010 0.0588 69 0.012675007 54.3169 21.8985 1.46854 16.23821
10/31/1985 0.0065 0.0380 0.0447 0.0328 0.0683 70 0.003916674 6.1504 9.0025 4.700947 24.79708
11/30/1985 0.0061 0.0720 0.0716 0.0367 0.0414 71 0.01052334 34.5744 32.38084 6.544217 5.242573
6 12/31/1985 0.0065 0.0746 0.0440 0.2863 0.0467 0.2887 0.0500 0.2686 0.0477 0.4614 72 0.003916674 0.111667361 9.4864 238.0849 10.24267 200.907 15.11784 247.8001 8.524453 763.7853
1/31/1986 0.0056 0.0158 0.0044 0.0046 0.0254 73 0.023281674 0.0676 1.060042 0.424887 0.47564
2/28/1986 0.0053 0.0718 0.0761 0.0856 0.1111 74 0.033336674 34.3396 37.70472 55.47519 85.74143
3/31/1986 0.0060 0.0485 0.0554 0.0555 0.1409 75 0.012675007 12.4609 16.56829 19.69732 149.8094
4/30/1986 0.0052 0.0147 -0.0124 -0.0001 0.0657 76 0.03708834 0.0225 7.341842 1.25851 22.27525
5/31/1986 0.0049 0.0345 0.0549 -0.0374 -0.0442 77 0.04954334 4.5369 16.16375 23.54029 39.31708
6/30/1986 0.0052 -0.0012 0.0166 0.0416 0.0684 78 0.03708834 2.0736 0.036259 9.29132 24.89677
7/31/1986 0.0052 -0.0935 -0.0569 -0.0015 0.0619 79 0.03708834 113.8489 51.25963 1.592223 18.83271
8/31/1986 0.0046 0.0318 0.0748 0.0350 0.0988 80 0.06379834 3.4596 36.12511 5.70334 64.47555
9/30/1986 0.0045 -0.0617 -0.0822 -0.0220 -0.0100 81 0.068950007 56.1001 93.88803 10.96824 8.1244
10/31/1986 0.0046 0.0396 0.0556 0.0180 -0.0666 82 0.06379834 6.9696 16.73151 0.473573 72.42577
11/30/1986 0.0039 -0.0034 0.0256 0.0183 0.0579 83 0.104060007 2.7556 1.189009 0.515763 15.52097
7 12/31/1986 0.0049 0.0599 -0.0289 0.0680 -0.0264 0.1855 0.0043 0.2019 0.0532 0.5625 84 0.04954334 1.290117361 17.7241 40.96 16.88868 14.8546 0.464897 82.29514 12.03859 1424.811
1/31/1987 0.0042 0.1164 0.1343 0.0217 0.1064 85 0.085605007 106.5024 143.0516 1.119717 77.25824
2/28/1987 0.0043 0.0843 0.0413 0.0099 0.0302 86 0.07985334 50.5521 7.077817 0.014843 1.36812
3/31/1987 0.0047 0.0270 0.0272 -0.0130 0.0822 87 0.058846674 1.9044 1.563542 5.81694 40.57265
4/30/1987 0.0044 -0.0287 -0.0088 -0.0458 0.1060 88 0.074301674 17.5561 5.520542 32.39697 76.55667
5/31/1987 0.0038 -0.0033 0.0103 -0.0093 0.0002 89 0.110611674 2.7225 0.193234 4.169083 3.35012
6/30/1987 0.0048 0.0256 0.0499 0.0132 -0.0317 90 0.054095007 1.5376 12.39333 0.043333 25.20375
7/31/1987 0.0046 0.0311 0.0498 -0.0132 -0.0016 91 0.06379834 3.2041 12.32303 5.913813 4.04144
8/31/1987 0.0047 0.0294 0.0385 -0.0130 0.0752 92 0.058846674 2.6244 5.666384 5.81694 32.14512
9/30/1987 0.0045 -0.0184 -0.0220 -0.0424 -0.0156 93 0.068950007 9.9856 13.46584 28.64212 11.63037
10/31/1987 0.0060 -0.3061 -0.2152 0.0603 -0.1399 94 0.012675007 1019.525 528.5209 24.18836 250.9162
11/30/1987 0.0035 -0.0537 -0.0819 0.0062 0.0101 95 0.131466674 44.7561 93.30755 0.2419 0.70616
8 12/31/1987 0.0039 0.0534 0.0804 -0.0160 0.0738 0.0972 0.0215 -0.0039 0.0299 0.2514 96 0.104060007 3.189200694 45.1584 219.04 34.93303 24.75892 1.07779 132.4417 1.29884 44.04534
1/31/1988 0.0029 0.0435 0.0427 0.0559 0.0181 97 0.178576674 9.1809 7.842334 20.05398 0.001627
2/29/1988 0.0046 0.0900 0.0470 0.0124 0.0669 98 0.06379834 58.9824 10.43559 0.016427 23.42237
3/31/1988 0.0044 0.0469 -0.0302 -0.0240 0.0617 99 0.074301674 11.3569 20.15636 12.33297 18.65952
4/30/1988 0.0046 0.0227 0.0108 -0.0158 0.0147 100 0.06379834 0.9025 0.151775 7.245967 0.144653
5/31/1988 0.0051 -0.0271 0.0078 -0.0123 -0.0318 101 0.041040007 16.2409 0.475525 5.484183 25.30425
6/30/1988 0.0049 0.0714 0.0464 0.0388 -0.0262 102 0.04954334 33.8724 10.05154 7.662747 19.98388
7/31/1988 0.0051 -0.0096 -0.0040 -0.0143 0.0316 103 0.041040007 5.1984 3.495342 6.460917 1.715227
8/31/1988 0.0059 -0.0256 -0.0331 0.0051 -0.0648 104 0.015026674 15.0544 22.84442 0.362203 69.39445
9/30/1988 0.0062 0.0264 0.0424 0.0324 0.0439 105 0.008571674 1.7424 7.675209 4.529093 6.449907
10/31/1988 0.0061 -0.0111 0.0273 0.0273 0.0858 106 0.01052334 5.9049 1.58865 2.618463 45.28841
11/30/1988 0.0057 -0.0333 -0.0142 -0.0176 0.0598 107 0.020330007 21.6225 8.349692 8.247427 17.05415
9 12/31/1988 0.0063 0.0618 0.0392 0.2334 0.0181 0.1610 0.0091 0.0970 0.0058 0.2655 108 0.006820007 0.894600694 6.76 102.8196 0.115884 1.971684 0.040737 2.011669 1.613747 64.74884
1/31/1989 0.0055 0.0446 0.0723 0.0196 0.0178 109 0.02643334 9.8596 33.1824 0.719387 0.004947
2/28/1989 0.0061 0.0074 -0.0249 -0.0153 0.0053 110 0.01052334 0.3364 15.6783 6.979283 1.74328
3/31/1989 0.0067 0.0235 0.0236 0.0077 -0.0194 111 0.00181334 1.0609 0.792842 0.11685 14.36663
4/30/1989 0.0067 0.0436 0.0516 0.0238 0.0095 112 0.00181334 9.2416 13.61918 1.608247 0.8106
5/31/1989 0.0079 0.0430 0.0402 0.0353 -0.0542 113 0.00599334 8.8804 6.504625 5.84753 52.85775
6/30/1989 0.0071 -0.0228 -0.0054 0.0489 -0.0166 114 6.67361E-06 12.96 4.038425 14.27454 12.32244
7/31/1989 0.0070 0.0389 0.0898 0.0213 0.1258 115 0.00015834 6.6049 56.40636 1.036663 115.1257
8/31/1989 0.0074 0.0243 0.0193 -0.0211 -0.0448 116 0.000751674 1.2321 0.211984 10.38021 40.07312
9/30/1989 0.0065 0.0031 -0.0039 0.0037 0.0457 117 0.003916674 1.0201 3.45805 0.550317 7.396587
10/31/1989 0.0068 -0.0593 -0.0233 0.0342 -0.0400 118 0.001061674 52.5625 14.43683 5.327633 34.2264
11/30/1989 0.0069 0.0064 0.0208 0.0080 0.0505 119 0.000510007 0.4624 0.372609 0.09724 10.23787
10 12/31/1989 0.0061 0.0807 0.0040 0.1567 0.0236 0.2837 -0.0011 0.1650 0.0371 0.1167 120 0.01052334 0.891450694 0.8464 6.1009 0.792842 186.9828 1.492877 28.96234 3.45836 46.69444
6.698099167 79.62569028 4157.5 1959.062 2671.368 1162.162 1620.891 1460.871 3040.498 3118.997
Mean Monthly 0.71%   1.32%   1.47%   1.11%   1.85%   0.066980992 0.796256903 41.575 19.59062 26.71368 11.62162 16.20891 14.60871 30.40498 31.18997
Annual 8.55% 7.13% 15.84% 13.20% 17.64% 14.70% 13.34% 11.12% 22.20% 18.50%
Std. Monthly 0.90%   22.34%   17.90%   13.95%   19.10%  
Dev Annual 0.89%   4.43%   3.41%   3.82%   5.58%  
Russell S&P 500 LT Bond EAFE
Russell 1   0.061   0.013   0.032  
S&P 500 0.061   1   0.021   0.032  
LT Bond 0.013   0.021   1   0.014  
EAFE 0.032   0.032   0.014   1