ByCheng Few LeeJoseph Finnerty

John LeeAlice C Lee

Donald Wort

Appendix 6A:Monthly Returns For The

Wilshire 5000 Equity Indexes

Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes• Table 6A.1 Monthly Returns for the Wilshire 5000 Equity Indexes,

January 29, 1971–December 31, 1984

  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield Return

Ending (%) (%) (%)   (%) (%) (%)1/29/71 5.184 0.127 5.311   14.528 0.114 14.6422/26/71 1.381 0.418 1.799   4.982 0.216 5.1983/31/71 4.266 0.209 4.475   5.702 0.199 5.9014/30/71 3.479 0.104 3.583   3.857 0.100 3.9575//28/71 −3.707 0.401 −3.306   −4.692 0.217 −4.4756/30/71 0.226 0.166 0.392   −1.534 0.182 −1.3527/30/71 −3.688 0.103 −3.585   −4.822 0.100 −4.7228/31/71 3.524 0.450 3.974   3.870 0.241 4.1119/30/71 −0.540 0.163 −0.377   −0.346 0.180 −0.166

10/29/71 −4.035 0.179 −3.856   −5.471 0.123 −5.34811/30/71 −0.704 0.416 −0.288   −3.481 0.253 −3.22812/31/71 8.966 0.177 9.143   11.667 0.200 11.867

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield ReturnEnding (%) (%) (%)   (%) (%) (%)1/31/72 2.895 0.120 3.015   10.110 0.109 10.2192/29/72 2.976 0.395 3.371   4.606 0.209 4.8153/30/72 0.726 0.202 0.928   0.524 0.168 0.6924/28/72 0.629 0.106 0.735   0.896 0.102 0.9985/31/72 1.363 0.416 1.779   −1.782 0.221 −1.5616/30/72 −2.228 0.149 −2.079   −3.400 0.178 −3.2227/31/72 3.120 0.386 3.506   1.070 0.221 1.2918/31/72 3.120 0.386 3.506   1.070 0.221 1.2919/29/72 −0.938 0.164 −0.774   −2.794 0.166 −2.628

10/31/72 0.762 0.138 0.900   −1.241 0.135 −1.10611/30/72 4.273 0.418 4.691   4.017 0.257 4.27412/29/72 0.928 0.136 1.064   −1.513 0.188 −1.3251/31/73 −2.801 0.115 −2.686   −2.973 0.090 −2.8832/28/73 −4.688 0.357 −4.331   −7.707 0.190 −7.5173/30/73 −0.842 0.154 −0.688   −2.921 0.194 −2.7274/30/73 −5.066 0.127 −4.939   −7.340 0.135 −7.2055/31/73 −2.830 0.453 −2.377   −8.621 0.262 −8.359

 

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciati

on Yield Return

Ending (%) (%) (%)   (%) (%) (%)6/29/73 −0.986 0.170 −0.816   −4.213 0.201 −4.0127/31/73 5.483 0.140 5.623   11.303 0.135 11.4388/31/73 −3.472 0.431 −3.041   −4.686 0.261 −4.4259/28/73 5.101 0.156 5.257   7.770 0.174 7.944

10/31/73 −0.029 0.173 0.144   0.125 0.149 0.27411/30/73 −12.684 0.474 −12.210   −18.335 0.274 −18.06112/31/73 0.833 0.200 1.033   −4.521 0.285 −4.2361/31/74 0.214 0.158 0.372   13.350 0.165 13.5152/28/74 −0.175 0.467 0.292   0.513 0.279 0.7923/29/74 −2.682 0.199 −2.483   0.682 0.246 0.9284/30/74 −4.691 0.180 −4.511   −5.788 0.173 −5.6155/31/74 −4.944 0.556 −4.388   −7.562 0.322 −7.240

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield ReturnEnding (%) (%) (%)   (%) (%) (%)6/28/74 −2.702 0.238 −2.464   −3.620 0.287 −3.3337/31/74 −7.192 0.180 −7.012   −5.687 0.192 −5.4958/30/74 −9.659 0.670 −8.989   −9.071 0.369 −8.7029/30/74 −11.289 0.296 −10.993   −8.507 0.319 −8.18810/31/74 16.250 0.313 16.563   9.238 0.252 9.49011/29/74 −4.934 0.714 −4.220   −5.554 0.408 −5.14612/31/74 −2.883 0.297 −2.586   −8.634 0.417 −8.2171/31/75 14.431 0.194 14.625   31.170 0.241 31.4112/28/75 5.525 0.672 60197   5.510 0.351 5.8613/31/75 2.444 0.281 2.725   8.283 0.346 8.6294/30/75 4.615 0.212 4.827   3.092 0.190 3.2825/30/75 5.015 0.614 5.629   7.483 0.352 7.8356/30/75 4.720 0.240 4.960   7.321 0.298 7.6197/31/75 −6.321 0.188 −6.133   −1.078 0.187 −0.8918/29/75 −2.644 0.532 −2.112   −5.116 0.316 −4.8009/30/75 −4.129 0.286 −3.843   −4.324 0.356 −3.96810/31/75 5.332 0.252 5.584   1.418 0.217 1.635

 

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield ReturnEnding (%) (%) (%)   (%) (%) (%)

11/28/75 2.618 0.544 3.162   1.688 0.326 2.01412/31/75 −1.247 0.255 −0.992   −0.396 0.381 −0.0151/30/76 12.283 0.204 12.487   19.963 0.180 20.1432/27/76 0.161 0.511 0.672   10.993 0.279 11.2723/31/76 2.448 0.249 2.697   2.346 0.289 2.6354/30/76 −1.088 0.132 −0.956   −0.453 0.237 −0.2165/28/76 −1.580 0.624 −0.956   −2.003 0.306 −1.6976/30/76 4.011 0.224 4.235   2.938 0.172 3.1107/30/76 −0.762 0.142 −0.620   0.446 0.162 0.6088/31/76 −0.761 0.589 −0.172   −1.725 0.348 −1.3779/30/76 2.199 0.227 2.426   1.490 0.287 1.777

10/29/76 −2.262 0.184 −2.078   −2.539 0.185 −2.35411/30/76 −0.072 0.693 0.621   2.530 0.388 2.91812/31/76 6.108 0.213 6.321   10.683 0.341 11.024

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield ReturnEnding (%) (%) (%)   (%) (%) (%)1/31/77 −3.702 0.161 −.3541   3.324 0.175 3.4992/28/77 −2.056 0.589 −1.467   0.143 0.306 0.4493/31/77 −1.240 0.246 −0.994   1.150 0.289 1.4394/29/77 0.520 0.143 0.663   1.576 0.092 1.6685/31/77 −1.260 0.129 −1.131   2.302 0.249 2.5516/30/77 4.196 0.912 5.108   5.182 0.298 5.4807/29/77 −1.471 0.131 −1.340   4.165 0.172 4.3578/31/77 −1.991 0.697 −1.294   −0.605 0.340 −0.2659/30/77 −0.021 0.283 0.262   1.036 0.268 1.304

10/31/77 −4.040 0.212 −3.828   −2.208 0.215 −1.99311/30/77 3.616 0.835 4.451   7.258 0.372 7.63012/30/77 0.589 0.258 0.847   1.602 0.348 1.9501/31/78 −5.724 0.191 −5.533   −1.132 0.176 −0.9562/28/78 −1.734 0.730 −1.004   2.291 0.374 2.66

 

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield ReturnEnding (%) (%) (%)   (%) (%) (%)3/31/78 3.106 0.341 3.447   6.506 0.332 6.8924/28/78 8.092 0.179 8.271   8.538 0.171 8.7095/31/78 1.553 0.822 2.375   6.640 0.367 7.0076/30/78 −1.362 0.273 −1.089   0.525 0.299 0.8247/31/78 5.579 0.183 5.762   5.241 0.169 5.4108/31/78 3.608 0.671 4.279   9.303 0.331 9.6349/29/78 −0.802 0.286 −0.516   0.085 0.258 0.34310/31/78 −10.961 0.251 −10.710   −18.607 0.201 −18.40611/30/78 2.415 0.812 3.227   3.949 0.412 4.36112/29/78 1.589 0.288 1.877   1.050 0.371 1.4211/31/79 4.564 0.235 4.799   9.601 0.222 9.8232/28/79 −3.009 0.688 −2.321   −2.253 0.349 −1.9043/30/79 6.601 0.285 6.886   8.463 0.326 8.7894/30/79 0.710 0.238 0.948   2.573 0.216 2.7895/31/79 −2.344 0.845 −1.499   −0.916 0.359 −0.5576/29/79 4.798 0.272 5.070   5.153 0.321 5.4747/31/79 0.966 0.224 1.190   1.886 0.211 2.097

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield ReturnEnding (%) (%) (%)   (%) (%) (%)8/31/79 5.746 0.797 6.543   7.507 0.386 7.8939/28/79 0.365 0.267 0.632   −0.528 0.240 −0.288

10/31/79 −7.422 0.294 −7.128   10.276 0.229 −10.04711/30/79 5.427 0.774 6.201   6.253 0.405 6.65812/30/79 2.354 0.295 2.649   4.735 0.357 5.092

1/31/80 6.930 0.242 7.172   9.144 0.231 9.3752/29/80 −0.454 0.679 0.225   −2.590 0.338 −2.2523/31/80 −12.429 0.284 −12.145   −16.146 0.319 −15.8274/30/80 4.516 0.226 4.742   5.061 0.222 5.2835/30/80 5.108 0.781 5.889   6.819 0.412 7.2316/30/80 3.371 0.333 3.704   3.892 0.385 4.2777/31/80 6.646 0.245 6.891   9.722 0.207 9.9298/29/80 2.006 0.559 2.565   5.548 0.327 5.8759/30/80 2.635 0.283 2.918   3.068 0.281 3.349

10/31/80 2.257 0.274 2.531   2.958 0.224 3.18211/28/80 10.252 0.595 10.847   5.230 0.274 5.50412/31/80 −4.230 0.265 −3.965   −3.813 0.288 −3.525

 

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield Return

Ending (%) (%) (%)   (%) (%) (%)1/30/81 −4.445 0.171 −4.274   −0.195 0.166 −0.0292/27/81 0.691 0.595 1.286   −0.205 0.288 0.0833/31/81 4.706 0.306 5.012   7.561 0.293 7.8544/30/81 −0.986 0.227 −0.759   2.820 0.227 30.475/29/81 0.705 0.634 1.339   4.220 0.276 4.4966/30/81 −1.387 0.636 −0.751   −1.274 0.267 −1.0077/31/81 −0.655 0.177 −0.478   −2.009 0.149 −1.8608/31/81 −6.155 0.638 −5.517   −7.317 0.240 −7.0779/30/81 −6.843 0.286 −60557   −9.007 0.222 −8.785

10/30/81 5.711 0.327 6.038   8.065 0.215 8.28011/30/81 3.818 0.684 4.502   2.573 0.267 2.84012/31/81 −3.015 0.286 −2.729   −1.155 0.246 −0.9091/29/82 −3.023 0.144 −2.879   −1.679 0.118 −1.5612/26/82 −6.172 0.645 −5.527   −4.759 0.233 −4.5263/31/82 −1.424 0.398 −1.026   −0.409 0.274 −0.1354/30/82 4.139 0.183 4.322   5.772 0.214 5.9865/28/82 −3.629 0.815 −2.814   −2.402 0.269 −2.1336/30/82 −2.825 0.345 −2.480   −3.410 0.255 −3.1557/30/82 −2.261 0.166 −2.095   −0.546 0.121 −0.4258/31/82 10.934 0.997 11.931   7.799 0.318 8.1179/30/82 1.300 0.290 1.590   3.905 0.219 4.124

10/29/82 11.453 0.246 11.699   13.863 0.174 14.03711/30/82 4.214 0.676 4.890   9.551 0.243 9.79412/31/82 1.130 0.233 1.363   3.254 0.214 3.468

 

Table 6A.1 (Continued)  Value-Weight Index   Equal-Weighted Index  Price Dividends Total   Price Dividends Total

Month Appreciation* Yield Return   Appreciation Yield ReturnEnding (%) (%) (%)   (%) (%) (%)1/31/83 3.953 0.206 4.159   12.194 0.141 12.3352/28/83 2.594 0.613 3.207   5.266 0.241 5.5073/31/83 3.365 0.298 3.653   6.182 0.215 6.3974/29/83 7.302 0.130 7.432   8.207 0.110 8.3175/31/83 0.758 0.533 1.291   10.085 0.214 10.2996/30/83 3.572 0.300 3.872   4.785 0.186 4.9717/29/83 −3.251 0.126 −3.125   −1.396 0.103 −1.2938/31/83 0.040 0.545 0.585   −2.505 0.200 −2.3059/30/83 1.368 0.293 1.661   0.448 0.161 0.60910/31/83 −2.867 0.175 −2.692   −5.417 0.121 −5.29611/30/83 2.331 0.503 2.834   4.127 0.190 4.31712/30/83 −1.352 0.244 −1.108   −1.563 0.185 −1.3781/31/84 −1.797 0.191 −1.606   0.738 0.162 0.9002/29/84 −4.472 0.494 −3.978   −5.108 0.179 −4.9293/30/84 1.054 0.343 1.397   1.188 0.198 1.3864/30/84 0.089 0.174 0.263   −1.674 0.118 −1.5565/31/84 −5.831 0.519 −5.312   −4.530 0.180 −4.3506/29/84 2.029 0.390 2.419   1.873 0.207 2.0807/31/84 −2.191 0.203 −1.988   −4.293 0.125 −4.1688/31/84 10.749 0.591 11.340   10.609 0.207 10.8169/28/84 −0.238 0.297 0.059   0.518 0.154 0.67210/31/84 −0.306 0.293 −0.013   −1.563 0.148 −1.41511/30/84 −1.533 0.454 −1.079   −2.358 0.170 −2.18812/31/84 2.105 0.329 2.434   1.388 0.191 1.579

*Represents monthly percentage change in Wilshire 5000 Equity Index. Source: Wilshire Associates