INDIVIDUAL ASSET CLASS RETURNS

6US
MONTH
US LARGE US SMALL SMALL
ROLLING
VALUE
GROWTH VALUE
T-BILLS S&P 500 STOCKS
STOCKS STOCKS

YEAR
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011

Anuualized Return
Net Annualized Return

REIT
1
STOCKS

FOREIGN
LARGE
STOCKS

FOREIGN
VALUE
STOCKS 2

FOREIGN
SMALL
STOCKS

6.63
8.99
7.24
5.94
5.60
7.29
9.73
11.71
17.63
13.71
9.25
11.56
9.18
7.32
6.63
6.92
9.29
8.72
7.19
4.28
3.40
3.87
6.56
5.32
5.57
5.57
4.64
6.51
5.21
2.21
1.30
1.22
3.10
4.81
5.61
3.58
0.58
0.36
0.27

-14.67
-26.46
37.21
23.85
-7.18
6.57
18.42
32.41
-4.91
21.41
22.51
6.27
32.17
18.47
5.23
16.81
31.49
-3.11
30.46
7.64
10.07
1.32
37.57
22.96
33.38
28.58
21.04
-9.09
-11.88
-22.10
28.69
10.87
4.90
15.80
5.49
-37.00
26.46
15.06
2.11

-4.04
-22.91
55.14
44.50
1.45
3.78
22.53
16.41
14.09
27.41
27.24
15.92
31.56
21.32
-2.17
25.99
30.29
-12.89
27.46
23.78
22.40
-5.68
36.70
14.72
27.24
21.18
-1.01
21.00
-0.55
-25.07
27.82
19.88
11.92
23.68
3.30
-39.21
22.77
10.23
-6.64

-45.31
-32.44
60.94
38.53
18.84
17.74
49.53
53.10
-10.66
19.84
19.62
-13.98
29.47
2.63
-13.47
14.54
19.40
-18.34
53.06
4.64
10.71
-6.42
28.95
9.49
10.16
-1.63
47.33
-23.18
0.04
-31.93
54.94
14.91
-0.21
8.88
5.01
-38.93
34.90
30.44
-3.08

-27.18
-18.63
58.42
60.88
23.10
22.15
39.45
22.04
17.72
41.16
48.06
8.33
32.17
14.43
-6.36
30.85
17.10
-23.67
40.70
35.53
27.01
0.04
33.14
24.58
38.91
-0.97
7.58
23.20
22.93
-9.02
64.65
21.55
9.46
23.23
-11.03
-31.79
34.05
28.60
-6.51

N/A
N/A
N/A
N/A
N/A
10.98
48.99
33.12
17.88
20.91
32.17
21.89
6.50
19.75
-6.59
17.48
2.72
-23.44
23.84
15.13
15.14
2.66
12.24
37.05
19.66
-17.01
-2.58
31.04
12.35
3.58
36.18
33.16
13.82
35.97
-17.56
-39.20
28.46
28.07
9.37

-22.34
-33.67
65.19
5.20
41.12
33.16
2.05
38.46
0.96
5.19
22.19
11.41
48.14
63.40
42.24
25.01
14.36
-18.89
13.85
-9.77
36.30
6.81
13.33
7.20
-4.35
14.60
32.26
-16.30
-21.91
-14.04
40.61
20.40
15.72
24.86
10.75
-39.73
27.93
7.69
-10.53

N/A
N/A
37.14
4.04
22.59
34.84
3.87
19.43
6.12
-0.67
25.84
3.12
61.80
68.23
30.80
30.24
14.85
-21.66
10.29
-11.20
39.93
11.02
11.26
8.87
1.46
17.70
24.15
-3.15
-18.52
-15.91
45.30
24.33
13.80
30.38
5.96
-44.09
34.23
3.25
-12.17

-13.68
-28.61
49.86
11.46
74.08
65.53
-0.78
35.46
0.10
0.04
36.12
11.62
67.51
59.54
40.67
25.95
30.77
-17.94
5.83
-20.59
34.39
14.78
0.99
2.80
-14.55
10.24
30.16
-12.26
-16.75
-2.85
60.25
32.11
22.63
26.32
8.04
-47.11
44.83
20.74
-15.59

-3.64
-13.50
33.28
20.25
13.10
16.13
16.41
22.00
9.76
18.52
21.48
11.38
25.71
21.16
9.03
16.79
17.27
-5.59
19.81
7.11
15.67
1.26
17.82
12.57
10.33
7.72
11.18
4.92
2.65
-3.24
25.91
13.71
8.31
15.03
1.53
-23.23
20.74
13.69
-2.40

-11.86
-26.34
52.51
30.06
19.38
23.14
20.93
30.04
6.32
19.02
30.83
10.19
37.07
29.64
9.09
23.84
22.55
-15.29
24.99
7.57
22.24
2.45
24.27
16.68
12.72
8.18
16.35
3.10
-0.17
-10.71
44.50
21.96
12.99
22.10
-0.90
-39.52
33.03
21.54
-6.33

6.21

9.81

11.84

7.28

16.37

12.44

9.98

10.87

12.53

10.46

12.48

9.55

11.53

Annualized Standard Deviation

Net Growth of $13
Worst Negative Return Year
Best Return Year

60% STOCK
100%
40% BOND
EQUITY
Diversified Diversified
Portfolio4
Portfolio4

3.91

16.94

17.01

24.21

20.96

19.18

22.32

23.37

27.25

11.39

18.64

10.47

35.81

78.66

15.52

369.26

53.84

40.91

33.44

99.79

35.05

70.48

0.27

-37.00

-39.21

-45.31

-31.79

-39.20

-39.73

-44.09

-47.11

-23.23

-39.52

17.63

37.57

55.14

60.94

64.65

48.99

65.19

68.23

74.08

33.28

52.51

# of Years as Best Performer

# of Years as Worst Performer

10
1
1
9
1
5
2
2
8
The Data on this Asset Class Begins in January 1978, therefore the statistics are from January 1978.
2
The Data on this Asset Class Begins in January 1975, therefore the statistics are from January 1975.
Because of this, we believe that the annualized return is overstated by as much as 3%.
3
Net returns are calculated net of J.E. Wilson's maximum 0.85% annual asset management fee.
4
Model Portfolios are made up of the asset classes listed while not necessarily the same index. Ask J.E. Wilson Advisors, LLC for full descprition
1

THE BEST RETURN FOR A GIVEN YEAR =

YEARS IN WHICH THE DIVERSIFIED PORTFOLIO OUTPERFORMED S&P 500 =
Data supplied by Dimensional Fund Advisors.

THE WORST RETURN FOR A GIVEN YEAR =