2018 Big Picture Chart Released

CRSP partners with Investments Illustrated, the leading financial illustration firm, to present a series of charts on long-run risk and return performance. They are presented here in an interactive format.

The 1926 starting point for historical data is a result of the initial study by Chicago Booth Professors Jim Lorie and Larry Fisher  found in their seminal research paper Rates of Return on Investments in Common Stock. More information about the development of CRSP can found here.

To learn more about their digital and print-based financial illustration services, please contact Investments Illustrated.  

Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information

Includes installation, data access, and tool usage

Includes file formats, data definitions and calculations. 

Latest Chicago Booth Review Features CRSP Board Members

Chicago Booth Review

The Chicago Booth Review recently spoke with CRSP Board member Douglas Diamond regarding lessons learned from the 2007-10 financial crisis and whether or not the ensuing regulation has made our economy less vulnerable to another crisis. In the “Footnotes” section of the magazine, CRSP Board Chairman Eugene Fama weighs in on market efficiency, active management, and corporate governance among other topics, and explains why investors shouldn’t buy hedge funds.

The Art (and Science) of Index Construction

Vanguard Blog for Institutional Investors

CRSP COO Dave Barclay weighs in on what makes a great index index on the Vanguard Blog for Institutional Investors.

Announcements

Upcoming Conference Schedule

CRSP will be attending and exhibiting at the following conferences. Please come by our booth and say hello!

2018 First Quarter CRSP Indexes Fact Sheets

The most recent fact sheets for the CRSP Indexes are now available. Our capitalization-based, industry sector, and style indexes utilize leading edge methodology in order to capture true market depth and evolution. As of March 29, 2018, more than $1 trillion were linked to these indexes.