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  HAUGEN CUSTOM FINANCIAL SYSTEMS
     STANDARD MODEL'S TOP 1,000 DECILE PERFORMANCE
Performance is measured by sorting expected returns from lowest to highest.  The population includes the top 1,000 companies by 
market capitalization.  Then we divide the list into 10 groupings, or deciles.  So, assuming, in a given month, there are 3,300 companies in the universe, decile 1  
(lowest expected return) would have 330 stocks.  Decile returns are plotted against decile rankings and a slope is computed of the line of best fit through
the 10 plot points.  Below find the annual, quarterly, and monthly returns for each of the deciles as well as the returns to the S&P 500 stock index, the slope
 of the line of best fit, and the r-squares showing the goodness of fit around the line.
Year 1 2 3 4 5 6 7 8 9 10 S&P 500 Slope R^2
1996 -1.08% 11.23% 24.70% 16.05% 21.43% 23.49% 20.79% 19.91% 21.18% 37.61% 22.96% 2.49% 57.73%
1997 6.19% 19.85% 12.71% 32.88% 26.40% 31.79% 24.16% 29.41% 43.14% 46.56% 33.36% 3.57% 74.99%
1998 -6.48% -10.10% -1.36% 0.70% -0.19% 7.87% 13.87% 16.20% 29.55% 34.26% 28.58% 4.72% 92.12%
1999 15.16% -1.80% -2.10% -2.05% -6.21% 6.24% 4.21% 15.44% 19.95% 39.52% 21.04% 2.97% 41.54%
2000 -24.11% 2.39% 0.37% 16.33% 24.28% 26.50% 20.60% 25.16% 27.70% 3.77% -9.11% 3.44% 39.42%
2001 -34.06% -23.62% -12.36% -5.75% 1.65% 0.25% 4.05% 3.55% 9.06% 1.47% -11.89% 3.98% 76.33%
2002 -42.40% -32.47% -15.75% -17.24% -12.10% -15.90% -11.13% -12.36% -5.91% -6.55% -22.10% 3.27% 73.70%
2003 51.95% 40.44% 36.46% 36.28% 32.91% 34.20% 40.25% 38.13% 45.00% 43.30% 28.68% -0.15% 0.61%
2004 12.61% 15.72% 14.07% 18.90% 25.15% 15.80% 16.95% 19.35% 18.04% 16.16% 10.88% 0.36% 9.95%
2005 9.15% 6.85% 5.84% 3.88% 9.60% 10.00% 10.34% 15.03% 13.41% 26.18% 4.91% 1.61% 60.11%
Total -4.84% 0.77% 5.18% 8.80% 11.27% 13.02% 13.64% 16.19% 21.23% 22.82% 9.07% 2.81% 96.25%
*Annualized
    Parameters    
   
Region US  
Population Top 1000  
Field to Sort Alpha  
Field to Average Monthly Total Return  
Begin Date 1/31/1994  
End Date 12/31/2005  
Periodicity Monthly  
Num Percentiles 10  
   
   
   
   
         
Quarters 1 2 3 4 5 6 7 8 9 10 S&P 500 Slope R^2
1996 Q1 2.06% 3.21% 6.52% 4.32% 7.00% 5.47% 4.41% 4.96% 7.71% 8.19% 5.37% 0.47% 51.81%
1996 Q2 -0.90% 3.40% 4.50% 3.60% 2.15% 4.03% 2.42% 2.34% 2.88% 6.84% 4.49% 0.32% 24.76%
1996 Q3 -2.11% -0.24% 4.07% 0.25% 2.09% 3.55% 4.32% 2.37% 3.16% 8.66% 3.09% 0.76% 60.61%
1996 Q4 -0.08% 4.47% 7.64% 7.12% 8.82% 8.69% 8.27% 9.05% 6.00% 9.56% 8.34% 0.65% 46.11%
1997 Q1 -7.01% -3.29% -3.22% 1.72% -0.42% 1.24% 1.23% -0.02% 1.44% 2.07% 2.68% 0.79% 65.93%
1997 Q2 12.37% 11.79% 8.52% 12.95% 12.64% 13.89% 10.28% 15.65% 17.96% 22.95% 17.46% 1.01% 55.51%
1997 Q3 6.20% 10.79% 7.18% 11.98% 11.82% 12.52% 11.80% 13.39% 14.30% 20.38% 7.49% 1.11% 74.90%
1997 Q4 -4.31% 0.07% 0.13% 3.29% 0.78% 1.59% -0.52% -1.30% 4.66% -2.99% 2.87% 0.16% 3.22%
1998 Q1 17.38% 8.70% 11.70% 9.59% 11.88% 10.59% 10.91% 10.54% 13.73% 13.58% 13.95% -0.01% 0.02%
1998 Q2 -11.30% -9.17% -4.91% -5.33% -4.44% -2.03% -0.55% 1.03% 2.51% 4.57% 3.30% 1.64% 97.23%
1998 Q3 -19.96% -20.44% -20.78% -17.48% -19.70% -16.61% -12.69% -15.61% -8.86% -4.27% -9.95% 1.61% 78.34%
1998 Q4 12.23% 14.45% 17.22% 17.62% 16.25% 19.40% 18.25% 23.29% 21.92% 18.08% 21.30% 0.85% 62.87%
1999 Q1 4.87% -5.53% -9.21% -5.05% -4.64% -2.47% -4.53% -0.83% -0.56% -2.04% 4.98% 0.11% 0.78%
1999 Q2 15.82% 13.03% 12.64% 10.02% 6.76% 11.04% 12.48% 11.36% 12.24% 19.40% 7.05% 0.19% 3.06%
1999 Q3 -8.70% -11.31% -9.89% -10.11% -12.57% -5.71% -10.38% -7.96% -5.29% -4.97% -6.24% 0.55% 40.17%
1999 Q4 3.85% 3.69% 6.25% 4.31% 5.36% 4.04% 8.28% 13.57% 13.47% 25.53% 14.88% 1.88% 67.07%
2000 Q1 -5.97% -4.19% -4.09% 4.45% 4.95% 6.43% 4.55% 8.25% 20.76% 10.86% 2.29% 2.36% 79.07%
2000 Q2 -7.22% -4.36% -5.95% 0.54% 3.27% -1.50% 2.74% 0.21% 2.52% -3.37% -2.66% 0.70% 31.59%
2000 Q3 -3.57% 6.60% 7.97% 11.90% 11.57% 13.87% 7.64% 9.87% 0.80% -1.52% -0.97% -0.14% 0.50%
2000 Q4 -9.79% 4.82% 3.05% -1.02% 2.79% 5.97% 4.31% 5.02% 2.32% -1.63% -7.83% 0.52% 10.97%
2001 Q1 -30.45% -24.51% -17.39% -8.04% -8.70% -6.33% -7.08% -7.85% -3.37% -3.78% -11.86% 2.67% 76.77%
2001 Q2 15.65% 11.93% 9.58% 9.00% 10.86% 10.67% 13.05% 11.21% 11.61% 5.62% 5.85% -0.44% 25.53%
2001 Q3 -42.69% -27.78% -18.28% -19.39% -15.82% -12.07% -9.52% -9.85% -7.01% -11.81% -14.68% 3.02% 72.42%
2001 Q4 43.05% 25.16% 18.48% 16.64% 19.30% 9.98% 9.47% 12.08% 8.74% 13.21% 10.69% -2.70% 62.77%
2002 Q1 -8.33% -1.63% 4.84% 1.01% 7.52% 1.89% 6.56% 5.69% 7.65% 12.26% 0.28% 1.61% 71.10%
2002 Q2 -31.34% -19.80% -13.59% -13.51% -9.64% -5.46% -5.68% -6.71% -3.37% -9.28% -13.40% 2.28% 67.07%
2002 Q3 -33.12% -24.88% -16.39% -10.83% -15.27% -16.50% -14.43% -15.40% -12.15% -10.25% -17.28% 1.74% 56.84%
2002 Q4 36.84% 13.96% 11.23% 6.25% 6.78% 4.57% 3.33% 5.06% 2.95% 2.24% 15.21% -2.61% 58.10%
2003 Q1 2.56% -3.20% -2.94% -4.46% -4.78% -4.04% -4.29% -2.47% -3.80% -0.32% -3.15% -0.16% 4.59%
2003 Q2 23.19% 17.63% 16.09% 19.26% 16.85% 16.86% 19.18% 16.39% 16.09% 13.75% 15.39% -0.57% 46.29%
2003 Q3 5.28% 7.83% 5.22% 5.28% 5.75% 2.82% 9.11% 4.99% 9.36% 9.72% 2.65% 0.35% 21.18%
2003 Q4 14.23% 14.39% 15.09% 13.61% 12.95% 16.39% 12.68% 15.90% 18.73% 15.20% 12.18% 0.27% 20.01%
2004 Q1 4.21% 4.63% 4.58% 3.98% 6.81% 4.88% 4.72% 7.20% 6.80% 4.39% 1.69% 0.18% 20.77%
2004 Q2 1.03% -0.90% -0.15% 1.55% 0.58% -2.50% -1.49% -0.27% -1.20% -3.87% 1.72% -0.36% 43.21%
2004 Q3 -4.39% -1.72% -1.97% -0.19% 1.67% 0.35% 0.22% -0.45% -1.08% 1.91% -1.87% 0.42% 46.22%
2004 Q4 11.87% 13.56% 11.44% 12.82% 14.59% 12.85% 13.12% 12.15% 13.09% 13.58% 9.23% 0.09% 8.78%
2005 Q1 -4.55% -2.32% -2.74% -3.69% -3.18% -0.89% -3.33% 0.51% 1.02% 4.10% -2.15% 0.73% 68.51%
2005 Q2 4.74% 3.22% 1.06% 1.39% 4.61% 3.33% 4.67% 4.35% 4.26% 4.84% 1.37% 0.20% 19.05%
2005 Q3 5.55% 2.21% 2.59% 2.74% 5.63% 4.68% 4.59% 7.06% 7.57% 15.85% 3.60% 0.95% 53.06%
2005 Q4 3.44% 3.69% 4.96% 3.55% 2.44% 2.61% 4.25% 2.45% 0.11% -0.20% 2.09% -0.41% 56.14%
Months 1 2 3 4 5 6 7 8 9 10 S&P 500 Slope R^2
Jan-96 -1.85% 1.41% 0.64% -0.09% 1.36% 2.11% 2.38% 1.72% 2.77% 3.68% 3.40% 0.44% 73.05%
Feb-96 0.79% 1.99% 2.95% 2.12% 3.16% 2.47% 1.49% 0.95% 3.30% 2.91% 0.93% 0.09% 10.12%
Mar-96 3.16% -0.21% 2.82% 2.25% 2.33% 0.80% 0.49% 2.21% 1.47% 1.40% 0.96% -0.08% 5.65%
Apr-96 4.39% 3.38% 3.77% 2.81% 2.98% 1.91% 2.38% 1.27% 2.43% 6.17% 1.47% -0.03% 0.52%
May-96 0.56% 2.12% 0.21% 1.59% 1.51% 2.84% 2.05% 2.26% 2.90% 3.32% 2.58% 0.26% 63.00%
Jun-96 -5.59% -2.06% 0.50% -0.81% -2.28% -0.74% -1.97% -1.18% -2.39% -2.60% 0.38% 0.09% 2.65%
Jul-96 -9.39% -7.14% -4.87% -6.77% -5.10% -5.52% -4.30% -4.65% -5.48% -5.39% -4.42% 0.34% 45.05%
Aug-96 4.60% 3.35% 3.42% 3.75% 3.71% 4.36% 4.64% 3.31% 5.49% 5.72% 2.11% 0.17% 34.05%
Sep-96 3.28% 3.95% 5.78% 3.63% 3.73% 5.02% 4.16% 3.91% 3.46% 8.64% 5.63% 0.23% 18.79%
Oct-96 -3.73% -0.61% 0.90% 0.31% 2.31% 2.55% 3.01% 1.59% 1.62% 2.22% 2.76% 0.49% 55.50%
Nov-96 5.97% 4.98% 6.01% 7.33% 5.81% 6.18% 6.08% 8.49% 5.75% 6.70% 7.56% 0.13% 15.55%
Dec-96 -2.05% 0.12% 0.64% -0.50% 0.53% -0.18% -0.92% -1.06% -1.36% 0.45% -1.98% 0.01% 0.12%
Jan-97 1.74% 1.82% 2.38% 1.54% 2.62% 4.14% 2.90% 5.14% 5.35% 6.16% 6.25% 0.51% 83.30%
Feb-97 -2.37% -0.49% -1.71% 1.64% -0.23% 0.76% 1.50% 0.06% 0.26% -0.05% 0.78% 0.22% 26.67%
Mar-97 -6.38% -4.55% -3.82% -1.44% -2.75% -3.52% -3.08% -4.97% -3.97% -3.80% -4.11% 0.10% 4.82%
Apr-97 -0.74% -0.05% 1.14% 1.57% 2.48% 2.92% 1.11% 3.84% 3.91% 7.96% 5.97% 0.72% 76.99%
May-97 10.15% 8.41% 5.25% 6.73% 5.99% 6.24% 6.19% 6.62% 8.96% 8.92% 6.09% -0.01% 0.04%
Jun-97 2.78% 3.17% 1.94% 4.19% 3.70% 4.16% 2.72% 4.46% 4.18% 4.57% 4.48% 0.19% 43.23%
Jul-97 2.96% 5.39% 5.34% 7.21% 5.88% 6.15% 10.02% 10.50% 9.04% 13.17% 7.96% 0.92% 83.24%
Aug-97 -0.69% -0.70% -2.09% -1.59% -0.92% -1.33% -3.88% -1.87%