Comments on: Dimensional Fund Advisors Part VIII http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/ A personal finance blog written by Preet Banerjee Wed, 23 May 2012 05:38:46 +0000 hourly 1 http://wordpress.org/?v=3.1.2 By: Dimensional Fund Advisors Part IX | WhereDoesAllMyMoneyGo.com http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-12141 Dimensional Fund Advisors Part IX | WhereDoesAllMyMoneyGo.com Sun, 18 Mar 2012 03:15:37 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-12141 [...] see two sets of returns for each item we are looking at. It is important to note the distinction as pointed out by Michael James on Money in a comment in the last part in the series. The “Annualized Compound Return” is more meaningful since it allows you to figure out [...] [...] see two sets of returns for each item we are looking at. It is important to note the distinction as pointed out by Michael James on Money in a comment in the last part in the series. The “Annualized Compound Return” is more meaningful since it allows you to figure out [...]

]]> By: Recent Faves Tagged With "dfa" : MyNetFaves http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-1005 Recent Faves Tagged With "dfa" : MyNetFaves Sat, 11 Oct 2008 17:05:39 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-1005 [...] public links >> dfa Dimensional Fund Advisors Part VIII First saved by extremeplayer14 | 2 days ago The Florida Marlins DFA Justin Miller and recall [...] [...] public links >> dfa Dimensional Fund Advisors Part VIII First saved by extremeplayer14 | 2 days ago The Florida Marlins DFA Justin Miller and recall [...]

]]> By: Dimensional Fund Advisors Part IX : WhereDoesAllMyMoneyGo.com http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-1004 Dimensional Fund Advisors Part IX : WhereDoesAllMyMoneyGo.com Thu, 04 Sep 2008 02:42:45 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-1004 [...] see two sets of returns for each item we are looking at. It is important to note the distinction as pointed out by Michael James on Money in a comment in the last part in the series. The “Annualized Compound Return” is more meaningful since it allows you to figure out [...] [...] see two sets of returns for each item we are looking at. It is important to note the distinction as pointed out by Michael James on Money in a comment in the last part in the series. The “Annualized Compound Return” is more meaningful since it allows you to figure out [...]

]]> By: Dimensional Fund Advisors Part VII : WhereDoesAllMyMoneyGo.com http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-1003 Dimensional Fund Advisors Part VII : WhereDoesAllMyMoneyGo.com Thu, 28 Aug 2008 14:14:37 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-1003 [...] CLICK HERE TO GO TO PART VIII Share and Enjoy: [...] [...] CLICK HERE TO GO TO PART VIII Share and Enjoy: [...]

]]> By: Preet http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-1002 Preet Thu, 28 Aug 2008 13:24:32 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-1002 @Patrick - good question, and I will provide a further dissection which will help address that (along with some commentary). @Michael James - 95% sure these are compounded (although I will double check with the data at home and revise and let you know if otherwise). You are indeed correct in that the small and value are more volatile and I will post the numbers in the next part in the series. I was going to put the SD numbers in, but wanted to address them more fully and the post was getting too long. @Patrick – good question, and I will provide a further dissection which will help address that (along with some commentary).

@Michael James – 95% sure these are compounded (although I will double check with the data at home and revise and let you know if otherwise). You are indeed correct in that the small and value are more volatile and I will post the numbers in the next part in the series. I was going to put the SD numbers in, but wanted to address them more fully and the post was getting too long.

]]> By: Michael James http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-1001 Michael James Thu, 28 Aug 2008 13:06:01 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-1001 Are the returns in your bar charts arithmetic average returns or compound average returns? If we are to believe CAPM, then small stocks are more volatile than large stocks, and value stocks are more volatile than growth stocks. Do you have stats on the volatilities to go with the return data? Are the returns in your bar charts arithmetic average returns or compound average returns? If we are to believe CAPM, then small stocks are more volatile than large stocks, and value stocks are more volatile than growth stocks. Do you have stats on the volatilities to go with the return data?

]]> By: Patrick http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-1000 Patrick Thu, 28 Aug 2008 13:02:39 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-1000 The obvious question: what about small, value stocks? If size and B/M are independent, would we expect small, value stocks to outperform the market by 9%? The obvious question: what about small, value stocks? If size and B/M are independent, would we expect small, value stocks to outperform the market by 9%?

]]> By: Dimensional Fund Advisors Part VIII : thegameoflove http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-999 Dimensional Fund Advisors Part VIII : thegameoflove Thu, 28 Aug 2008 05:20:43 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-999 [...] Original post by Preet [...] [...] Original post by Preet [...]

]]> By: Dimensional Fund Advisors Part VIII http://wheredoesallmymoneygo.com/dimensional-fund-advisors-part-viii/#comment-998 Dimensional Fund Advisors Part VIII Thu, 28 Aug 2008 04:57:20 +0000 http://www.wheredoesallmymoneygo.com/?p=795#comment-998 [...] Original post by Preet [...] [...] Original post by Preet [...]

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