LTM_2024.xlsx

	A	B	C	D
1	year	month	2x3 LTM Factor	P10-P1 LTM Return
2	1963	7	-1.783	-1.940
3	1963	8	2.611	0.643
4	1963	9	-2.797	-2.826
5	1963	10	0.224	0.626
6	1963	11	-0.408	-3.436
7	1963	12	-2.897	-2.569
8	1964	1	-2.309	-5.514
9	1964	2	0.790	-2.169
10	1964	3	-1.288	-1.678
11	1964	4	-2.577	-1.723
12	1964	5	1.263	-0.615
13	1964	6	-0.122	-1.683
14	1964	7	-2.112	-1.265
15	1964	8	-2.567	-2.237
16	1964	9	4.483	5.867
17	1964	10	-1.579	-1.253
18	1964	11	-2.359	-3.523
19	1964	12	-0.562	-2.298
20	1965	1	3.083	7.824
21	1965	2	3.450	5.919
22	1965	3	0.215	3.557
23	1965	4	0.979	1.576
24	1965	5	0.386	-2.607
25	1965	6	-6.070	-9.974
26	1965	7	3.239	1.987
27	1965	8	4.975	6.766
28	1965	9	1.679	0.457
29	1965	10	4.433	6.195
30	1965	11	5.241	12.352
31	1965	12	4.494	3.898
32	1966	1	5.309	6.901
33	1966	2	6.214	8.991
34	1966	3	0.894	3.435
35	1966	4	5.412	4.829
36	1966	5	-7.882	-9.264
37	1966	6	3.739	5.739
38	1966	7	-1.583	-2.182
39	1966	8	-3.867	-2.836
40	1966	9	-3.718	-6.957
41	1966	10	-9.532	-17.856
42	1966	11	12.304	17.814
43	1966	12	1.191	-0.607
44	1967	1	10.069	13.295
45	1967	2	1.621	0.612
46	1967	3	2.076	0.932
47	1967	4	2.078	3.585
48	1967	5	-0.756	-1.889
49	1967	6	5.480	5.785
50	1967	7	1.568	4.005
51	1967	8	-1.446	1.163
52	1967	9	0.587	2.763
53	1967	10	0.656	-1.434
54	1967	11	0.543	-0.788
55	1967	12	5.804	10.526
56	1968	1	-3.607	0.812
57	1968	2	-6.725	-7.211
58	1968	3	-0.699	-0.002
59	1968	4	9.888	14.499
60	1968	5	5.264	8.257
61	1968	6	-3.600	-2.665
62	1968	7	-4.548	-4.608
63	1968	8	1.070	2.033
64	1968	9	3.240	3.945
65	1968	10	-3.668	-3.239
66	1968	11	3.959	4.849
67	1968	12	0.699	5.466
68	1969	1	-0.585	-0.871
69	1969	2	-6.978	-10.683
70	1969	3	1.601	0.133
71	1969	4	0.521	-0.367
72	1969	5	0.150	2.370
73	1969	6	-7.630	-8.759
74	1969	7	-6.337	-9.239
75	1969	8	3.290	4.513
76	1969	9	-3.013	-2.524
77	1969	10	3.809	3.364
78	1969	11	-4.180	-3.790
79	1969	12	-6.753	-9.704
80	1970	1	-4.925	-4.154
81	1970	2	0.204	-5.386
82	1970	3	-5.028	-7.182
83	1970	4	-12.631	-15.079
84	1970	5	-4.836	-8.018
85	1970	6	-8.627	-7.164
86	1970	7	1.327	-1.141
87	1970	8	5.555	6.940
88	1970	9	13.329	24.967
89	1970	10	-9.046	-12.582
90	1970	11	-2.341	-6.538
91	1970	12	-0.727	-1.847
92	1971	1	5.842	8.985
93	1971	2	1.164	2.849
94	1971	3	2.614	3.980
95	1971	4	1.191	2.483
96	1971	5	-2.934	-3.700
97	1971	6	-3.173	-3.710
98	1971	7	-7.003	-9.426
99	1971	8	2.610	3.655
100	1971	9	-0.552	-3.718