Comments on: Small Cap Value Underperforming: A Historical Perspective

By: Steve Levy

Steve Levy — Tue, 29 Sep 2009 03:00:22 +0000

Thanks. I ran the relevant asset classes using the Russell indices yesterday. If one uses Dec 1, 2007 as the beginning date of the recession and Friday’s market close (Sept 25), SCV, despite a bitter pullback, still outperforms the Russell 3000, 1000 growth and value as well as the Russell 2000 growth and blend. Very interesting. Though it has trailed most of 2009, it’s been making a startling comeback the past quarter. Thx. Steve

By: investment-fiduciary

investment-fiduciary — Sun, 27 Sep 2009 22:56:35 +0000

Steve,

Interesting you asked. I am sitting down today to do just that.

Michael

By: Steve Levy

Steve Levy — Sun, 27 Sep 2009 14:09:58 +0000

Michael, would you mind updating fama french small cap value vs large cap growth historical performance summary at the end of 2009. Also, you wrote a piece awhile back summarizing the historical performance of SCV when coming out of recessions. Basically, if I remember correctly, you compared the performance of scv over 1/3/5 years vs the S&P 500 and perhaps some other asset classes. Since this recession is likely over (my opinion), I think it would be interesting to track this trend over the next few years and compare it to historical precedence. Thx. Steve

By: investment-fiduciary

investment-fiduciary — Fri, 25 Sep 2009 09:11:05 +0000

Prof. Kenneth French’s data library.

By: Alakh N Singh

Alakh N Singh — Fri, 25 Sep 2009 04:30:46 +0000

What is the source of your data? I want verify your results for the 47 years since 1960.