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Index Funds: The 12-Step Program for Active Investors - Table of Content

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1

80 Yrs - Risk Reward
Optimization

2

50 Yrs - Risk Reward
Optimization

3

35 Yrs - Risk Reward Optimization

4

20 Yrs Risk Reward
Optimization

5

35 Yrs Risk Reward
Chart-with Dow Jones

6

Distribution of Mo.
Returns: 50 Yrs

7

Rollercoaster of
Risk&Return: 50 Yrs

8

Hi-Avg-Lo Rolling
Period: 50 Yrs

9

IFA vs. Vanguard
with IFA Weights

10

Distribution of Monthly Rolling Period Returns for 20 iPortfolios

11

Time Diversification of 20 Indexes: 50 Yrs

12

Galton Board &
Comparison to iP60

13

Monthly Returns of S&P 500 vs 5 Dice

14

Rolling Period Percentage
Gain vs Loss

15

Market Forces:
Why Price Change

16

Index Comparisons

17

Explanation of Monthly Rolling Periods

18

Normal Distribution of IFA iPortfolios

19

Step 1	T1-1 Difference Between Two Investment Strategies	F1-Brain Expecting Dough vs. Expecting Dope	F1-1 Average Mutual Fund Average Fund Investor	T1-2 Average Mutual Fund vs Average Fund Investor	F1-A How Fund Can Earn Big Return But Still Lose Money
	F1-3 The Average Investor Compared to Indexes	T1-3 DFA Index Funds vs All Other Index Funds	F1-4 Emotions of Active, Passive, and Rebalancer

Active vs. Passive

Watching the Grass Grow

Who Do You Trust

Market Force

Step 3	T3-1 Top 20 Worst Performing Dead Mutual Funds	T3-2 The Largest Bankrupticies	F3-1 Survivors and Winners of S&P Stocks	F3-1a Equity Returns for Major Companies vs 5 IFA Index iPortfolios and S&P 500	F3-1b Risk Reward Optimization - 20 Years
	F3-1c Excellent vs Unexcellent Company	F3-1d Excellent vs Unexcellent Company Portfolio Returns	F3-2 71 Manager	F3-3 The Odds of Success	F3-4 The Odds of Success Revisted
	F3-5 Gross and Net Annual Returns Earned by Passive Index Funds, Average Individual Investors, and Average Investment Club	F3-6 1,446 Large Cap blend Mutual Funds vs the S&P 500 Index	F3-6A-1 Passive Beats Active in Equity: No Matter How You Slice It	F3-6A-2 Passive Beats Active in Fix Income: No Matter How You Slice It	F3-6B Stock Picking Skill: Statistically Indistinguishable from Zero
	F3-7 Coins and Stocks	F3-8 Short-Term Experience in Dice Rolls	F3-9 Long-Term Experience in Dice Rolls	F3-10 Distribution of Annual Occurence of the Stock within the S&P500	F3-11 Distribution of S&P500 Stocks-2001
	F3-12 Distribution of S&P500 Stocks-2000	F3-13 Distribution of S&P500 Stocks-1999	F3-14 Distribution of Stocks in S&P 500 Annual Return	T3-3 Blue Chip Outcomes & Time Periods	T3-4 Technology Stock Pickers

The Big Casino

Stock Picker's Graveyard

Incubator Bias

Stock in a Box

Needle in the Haystack

A Devastating Conclusion

Step 4	F4-1 Market Timing Newsletters Over 10 Years	T4-1 The Real Problem with Market Timing: Missing the Big Days	One Year After the Low of 3/9/2009	F4-2 Calendar Picker	T4-2 Batting Averages of Time Pickers
	F4-2a Individual Investor: Mean Expected Return of vs. Lagged Return for the S&P 500	F4-2b Investment Professionals: Forecasted Change vs Prior Chang in the S&P 500	F4-2c Subsequent 1-Day Return of S&P 500	F4-2d Subsequent Monthly Returns of S&P 500	F4-2e Subsequent Annual Return of S&P 500
	F4-2f Subsequent 2-Year Returns of S&P 500	F4-2g Subsequent 5-Year Returns of S&P 500	F4-2h Subsequent 10-Year Returns of S&P 500	F4-3 Histogram of the Daily Percentage Returns of S&P 500 for 2009	F4-4 Histogram of the Daily Percentage Returns of S&P 500 for 2008
	F4-5 Histogram of the Daily Percentage Returns of S&P 500 for 2006	F4-6 Histogram of the Daily Percentage Returns of S&P 500 for 2004	F4-7 Histogram of theDaily Percentage Returns of S&P 500 for 2003	F4-8 Histogram of theDaily Percentage Returns of S&P 500 for 2002	F4-9 Histogram of theDaily Percentage Returns of S&P 500 for 2001
	F4-10 Histogram of theDaily Percentage Returns of S&P 500 for 2000	F4-11 Histogram of theDaily Percentage Returns of S&P 500 for 1999	F4-12 Histogram of theDaily Percentage Returns of S&P 500 for 1998	F4-13 Histogram of theDaily Percentage Returns of S&P 500 for 1997	F4-14 Monthly Returns of S&P500
	F4-15 Five Years of Daily Returns of the S&P 500	F4-16 Population Characteristics of 5 Dice		S&P 500 vs 5 Dice (Flash Interactive Chart)

Market Force

Devouring the News

Active Investor's Only Hope

Step 5	F5-1 Top 100 Growth Fund Managers That Remained in Top 100 the Following Year	T5-1 Mutual fund Manager Ratings	F5-A Before and After Hiring Returns of Investment Managers	F5-B Before and After Hiring Returns of Investment Manager	F5-C Before and After Hiring Returns of Cenury Small Cap Select
	F5-D Before and After Hiring Returns of Cenury Small Cap Select	F5-E Before and After Hiring Returns of Cenury Small Cap Select	F5-F Before and After Hiring Returns of EuroPacific Growth	F5-G Before and After Hiring Returns of EuroPacific Growth	F5-H Before and After Hiring Returns of EuroPacific Growth
	F5-I Investment Managers' Performances BEfore and After Hiring and Firing Decisions	F5-J Investment Managers' Performances BEfore and After Hiring and Firing Decisions	F5-K Results of Manager Picking by Plan Sponsors	F5-L 2007 NACUBO Endowment Study 1-Year Annualized Returns vs IFA Comparable Index iPortfolios	F5-M 2007 NACUBO Endowment Study 3-Year Annualized Returns vs IFA Comparable Index iPortfolios
	F5-N 2007 NACUBO Endowment Study 5-Year Annualized Returns vs IFA Comparable iPortfolios	F5-O 2007 NACUBO Endowment Study 10-Year Annualized Returns vs IFA Comparable iPortfolios	F5-P Harvard and Yale Endowments vs. IFA iPortfolio 100	F5-Q Yale University Endowment 20 Year Performance	Return Difference Between Managers Who Received Money and Managers Who Had Money Withdrawn
	Cash Flows Between Money Managers	Cumulative Performance Impact of Moving Money Among Money Managers	F5-2 Persistence in 5 year Performances of 800 Mutual Fund Managers	F5-3 Persistence in 5 year Performances of 800 Mutual Fund Managers	F5-4 Persistence in 3 year Performances of 100 Mutual Fund Managers
	T5-2 Subsequent Performance of Top 30 Mutual Funds	F5-5 Top Ten Mutual Fund Rankings	T5-3 2003 Top Ten Managers and Subsequent Performance	T5-4 2002 Top Ten Managers and Subsequent Performance	T5-5 2001 Top Ten Managers and Subsequent Performance
	T5-6 2000 Top Ten Managers and Subsequent Performance	T5-7 1999 Top Ten Managers and Subsequent Performance	T5-8 1998 Top Ten Managers and Subsequent Performance	T5-9 1997 Top Ten Managers and Subsequent Performance	T5-10 1996 Top Ten Managers and Subsequent Performance
	T5-11 1995 Top Ten Managers and Subsequent Performance	T5-12 1994 Top Ten Managers and Subsequent Performance	T5-13 1993 Top Ten Managers and Subsequent Performance	T5-14 1992 Top Ten Managers and Subsequent Performance

Pick Your Manager

Step 7	T7-1 Value Lost to Taxes in Actively Managed Funds vs Vanguard S&P 500	F7-1 Average Equity Fund vs Market Index Fund	T7-2 Average Equity Fund vs Market Index Fund	T7-3 Turnover Ratio of Various Funds

Sad Uncle Sam

The Feast

Step 8	F8-1 Standard Deviation	F8-1 A Risk Reward Optimization Chart	F8-1 B Comparison of Several Investments	F8-2 High Volatility	F8-3 Low Volatility
	F8-4 Probability Distribution of Two Dice	F8-5 High Volatility Index Portfolio: Distribution of Monthly Returns	F8-6 Low Volatility Index Portfolio: Distribution of Monthly Returns	F8-7 Difference between Mean Reverting and Non-mean Reverting Outcomes	F8-8 Probability Distribution
	F8-9 Explanation of 12 Years Rolling Periods	T8-1 Monthly Rolling Period Analysis	F8-10 Riskese	F8-11 Concentration Risk: One Stock vs Indexes	F8-A Distribution of Rolling Returns over 50 years - IBM
	F8-B Distribution of Rolling Returns over 50 years - GM	F8-C Distribution of Rolling Returns over 50 years - DIS	F8-D Distribution of Rolling Returns over 50 years - GE	F8-E Distribution of Rolling Returns over 50 years - IFA 100	F8-12 Diversification, Risk and Expected Return
	F8-13 Dimensions of Stock Returns	F8-14 Average Annual Returns of the Fama/French Three Risk Factors	F8-15 Market Risk Factor	F8-16 Risk vs Return for Size Deciles of US Stock Market	F8-16a Risk vs Return for Fama/French Value Quintiles
	F8-17 Relationship between Expected Return and the Three Factors of Market, Size, and Value	F8-18 Estimated Average Expected Return Over Market Return for Index Portfolio 90	F8-19 The Fama/French Five-Factor Model Explains the Difference Between Investing and Speculating	F8-20 Value vs Growth in the US	F8-21 Does it Pay to Extend Bond Maturities?
	F8-22 Risk and Return of Fama/French US Indexes over 78 years	F8-23 Roller Coaster of Risk and Return: Index Portfolios	F8-24 Roller Coaster of Risk and Return: Small Value Indexes	F8-25 Monthly Returns Over 50 Years	F8-26 Quarterly Returns Over 50 Years
	F8-27a Annual Returns Over 50 Years	F8-27b Annual Returns Over 50 Years -Updated for October 08	F8-28 5-Year Annual Rolling Period Returns Over 50 Years	F8-29 10-Year Annual Rolling Period Returns Over 50 Years	F8-29a 20 IFA iPortfolios and S&P 500 Rolling Period Performance
	F8-30A Percentage Days with Gains Versus Annual Return of S&P 500 Index	F8-30B Percentage Days with Gains Versus Years of S&P 500 Index	F8-30 The Emotions of Investing	F8-31 S&P 500 vs Treasury Bills	F8-32 20 Index Portfolios Risk Reward Optimization

Step 9	F9-1 IFA Indexes Time Series Construction	T9-1 Annual Returns of 16 Indexes	F9-2 Total US Stock Market, Large Value and Growth, and Small Value and Growth	T9-2 Market Turmoil and the Dow Jones Industrial Average	F9-R Recession and Unemployement
	F9-2A Relationship Between Equity REturns and Economic Freedom	F9-2B Risk vs Reward for 18 Developed Countries	F9-2C Equity Returns According to Economic Freedom Rank	F9-2D Government Intervention and Stock Returns	F9-3 Size and Value Indexes Around the Globe: Annualized Return and Standard Deviation
	F9-4 Risk and Return of Various Indexes	T9-3 Various Asset Class Returns	T9-4 Fama/French, IFA, and Other Indexes - Annualized Rates of Return	T9-5 Private Equity Strategies	F9-A Percentage of Loss and Gains Required for Full Recovery
	F9-B iPortfolio 70 Returns	F9-C Probability of iPortfolio 70	F9-D Probability of iPortfolio Recovery	Recovery One Year After the Low of 2009	F9-5 Correlation Matrix of 15 IFA Indexes
	F9-6 Fama/French Three Factors	F9-7 Risk and Return of the Three Risk Factors	F9-8 Fama/French and IFA US Index Returns	F9-8B Growth of $1,000 in Various Indexes Over 80 Years	T9-A IFA Indexes: Value vs Growth - 70years
	T9-B IFA Indexes: Value vs Growth - 31years	T9-C IFA Indexes: Value vs Growth - 30years	T9-D IFA Indexes: Value vs Growth - 80years	F9-9 Index Vs Chart	F9-10 History of the Size Effect
	F9-11 IFA iPortfolio 90 Returns Matrix over 35 Years

Step 10	F10-1 Capacity Exposure Optimization: Returns for Investors are Optimal on the Line	F10-2 Risk Capacity Dimensions: Time Horizon and Risk Attitude	F10-3 Risk Capacity Dimensions: Net Wroth and Net Income	F10-4 Risk Capacity Dimensions: Investment Knowledge & the 12-Step Program	F10-5 Ten Dimensions of Risk
	F10-6 People: Five Dimensions of Risk Capacity	F10-7 iPortfolios: 5 Dimensions of Risk Exposure	T10-1 iPortfolio 70	F10-8 Color of Risk Spectrum	F10-9 Color of Risk Spectrum
	F10-10 Uncertainty of Expected Returns	F10-11 Uncertainty of Expected Return	F10-12 Annualized Expected Return and One Year Risk	F10-13 Annualized Expected Return and Capacity Adjusted Risk	F10-14 Annualized Return Matrix: 35 years
	F10-15 Explanation of 12 Year Rolling Periods	F10-16 Monthly Rolling Period Analysis	F10-17 Time Diversification of 20 Index iPortfolios

IFA iPortfolio Paintings	iPortfolio 100	iPortfolio 95	iPortfolio 90	iPortfolio 85	iPortfolio 80
iPortfolios are individualized and indexed.	iPortfolio 75	iPortfolio 70	iPortfolio 65	iPortfolio 60	iPortfolio 55
	iPortfolio 50	IFA Portfolio 45	iPortfolio 40	iPortfolio 35	iPortfolio 30
	iPortfolio 25	iPortfolio 20	iPortfolio 15	iPortfolio 10	iPortfolio 05

Step 12

F 12-1
Emotions of Rebalancing

F 12-3 People and iPortfolios

The Rebalancing Act

IFA iPortfolios (iPortfolios are individualized and indexed)

Annualized Returns & Growth of a Dollar Matrix over 35 Years

iPortfolio 100	iPortfolio 95	iPortfolio 90	iPortfolio 85

iPortfolio 80	iPortfolio 75	iPortfolio 70	iPortfolio 65

iPortfolio 60	iPortfolio 55	iPortfolio 50	iPortfolio 45

iPortfolio 40	iPortfolio 35	iPortfolio 30	iPortfolio 25

iPortfolio 20	iPortfolio 15	iPortfolio 10	iPortfolio 05

Disclosures for Backtested Performance

About

Backtested Performance Disclosures

FAQs

This site is for the use of clients and potential clients of Index Funds Advisors, Inc. and the IFA Network Members. It is not to be used by any other investment advisor or investment professional as an information/marketing materials source, asset allocator, risk capacity or risk tolerance assessment, or for any other purpose. If your financial advisor is using this site without a license from Index Funds Advisors, Inc., they are violating our copyright and their ethics are highly in question. The right to download, store and/or output any material on this internet site, or the Index Funds: The 12-Step Program for Active Investors eBook, is granted for viewing use only and this grant only applies to clients and potential clients of Index Funds Advisors, Inc. and the IFA Network Members. Reproduction or editing by any means, mechanical or electronic, in whole or in part, without the express written permission of Index Funds Advisors, Inc. is strictly prohibited and subject to prosecution under U.S. and International copyright and trademark laws.

DISCLAIMER: THERE ARE NO WARRANTIES, EXPRESSED OR IMPLIED, AS TO ACCURACY, COMPLETENESS, OR RESULTS OBTAINED FROM ANY INFORMATION POSTED ON THIS OR ANY LINKED INTERNET SITE. At certain places on this Index Funds Advisors Internet site, live 'links' to other Internet addresses can be accessed. Such external Internet addresses contain information created, published, maintained, or otherwise posted by institutions or organizations independent of Index Funds Advisors. Index Funds Advisors does not endorse, approve, certify, or control these external Internet addresses and does not guarantee or assume responsibility for the accuracy, completeness, efficacy, timeliness, or correct sequencing of information located at such addresses. Use of any information obtained from such addresses is voluntary, and reliance on it should only be undertaken after an independent review of its accuracy, completeness, efficacy, and timeliness. Reference therein to any specific commercial product, process, or service by trade name, trademark, service mark, manufacturer, or otherwise does not constitute or imply endorsement, recommendation, or favoring by Index Funds Advisors.Your use of this site is acknowledgment that you have read and understood the full disclaimer. Past performance does not guarantee future results.

WARNING: Past performance does not guarantee future results. Investment returns and principal value will fluctuate, so that investors' shares, when sold, may be worth more or less than their original cost. Investing in any mutual fund, index or actively managed, does not guarantee that an investor will make money, avoid losing capital, or indicate that the investment is risk-free. Actively managed funds sometimes outperform index funds. You just don't know in advance which actively managed fund will outperform the appropriate index. Just because a mutual fund is an index mutual fund, it does not guarantee a performance superior to an actively managed mutual fund. There are no absolute guarantees in investing. When reviewing any backtested performance information on this internet site, please read the Disclosure for Backtested Performance Information (click here to read the Disclosure for Backtested Performance Information.)

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Step 2	Alfred Nobel	Blaise Pascal	Edmund Halley	Adam Smith	Louis Bachelier	Alfred Cowles	Harry Markowitz
	James Tobin	Frank Modigliani	Merton Miller	William Sharpe	Paul Samuelson	Eugene Fama	Michael Jensen
	Rex Sinquefield	Burton Malkiel	John Bogle	David Booth	Kenneth French

Step 6	F6-1 Style Drift of Fidelity Magellan Fund	F6-2 Relative Style Purity of DFA US Large Company Fund	F6-3 Style Drift of Scudder Large Value	F6-4 Relative Style Purity of DFA US Large Value	F6-5 Style Drift of Vanguard Explorer
	F6-6 Relative Style Purity of DFA US Small Value	F6-7 Style Drift Among Mutual Funds vs Fama/French Indexes	F6-8 The IFA Periodic Table of Investment Returns	T6-1 Annual Returns of 20 Index Portfolio and S&P500	T6-2 Annual Returns of 20 Index Portfolio and S&P500
	T6-3 Annual Return of 16 Indexes	T6-4 Annual Return of 16 Indexes

Step 11	F11-1 Twenty Index Portfolios		F11-3 Concentration Risk: One Stock vs Indexes	F11-4 Global Market Share	T11-1 Overall Rating of Mutual Fund Companies by Registered investment Advisors
	T11-2 Twenty Index iPortfolios	F11-5 Risk Reward Optimization	F11-6 iPortfolios Distribution of Monthly Returns	T11-3 20 iPortfolios and S&P 500	DFA Returns Table