The AAII Asset Allocation Survey polls members monthly on their current holdings among the five asset categories.

The AAII Sentiment Survey is a weekly survey of its members which asks if they are "Bullish," "Bearish," or "Neutral" on the stock market over the next six months.

Cboe Daily Market Statistics Summary Data.

The S&P 500 Index is widely regarded as the leading benchmark of the overall US stock market. Comprised of 500 leading companies, the index is considered the best single gauge of large cap US equities.

The Cboe Volatility Index is based on real-time prices of options on the S&P 500 Index and is designed to reflect investors' consensus view of future (30-day) expected stock market volatility. The VIX Index is often referred to as the market's "fear gauge". These revolutionary volatility products can offer investors effective ways to help manage risk, leverage volatility and diversify a portfolio.

Commitments of Traders reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the Commodity Futures Trading Commission.

The market return used to measure Rm-Rf in the US. It is now the value-weight return of all CRSP firms incorporated in the US and listed on the NYSE, AMEX, or NASDAQ that have (i) a CRSP share code of 10 or 11 at the beginning of month t, (ii) good shares and price data at the beginning of t, and (iii) good return data for t. The set of firms in the new series is more consistent with the universe used to compute the other US returns.

The Masterworks Art Indices measure the historical trend of realized auction prices for artworks. The index construction methodology is consistent with that of the S&P CoreLogic Case-Shiller Indices and is dollar weighted. The indices control for variations in specific artwork characteristics (e.g., artist, medium, size, year created) by measuring realized price differences between the same artwork selling multiple times at public auction. A weighted index tracks historical price movement weighted by the magnitude of the return of each repeat sale, representing an indicator of the expected return of a single dollar invested in the market.

The NAAIM Exposure Index represents the average exposure to US Equity markets reported by our members.

The S&P 500 is widely regarded as the best single gauge of large-cap US equities. There is over USD 9.9 trillion indexed or benchmarked to the index, with indexed assets comprising approximately USD 3.4 trillion of this total. The index includes 500 leading companies and covers approximately 80% of available market capitalization.

Standard and Poor's S&P 500 Monthly and Annual Returns contains data for the returns of the 500 large-capitalization common stocks which are used to produce the S&P 500. Change in price is displayed over a range of periods, from 1 month to 10 years. Total Returns which includes dividends are reported for over a one month and a 12 month period.

Robert Shiller has collected data on the S&P 500 and the Consumer Price Index. This report contains that data as well as the Cyclically Adjusted Price Earnings (CAPE) Ratio of the S&P 500.

The Thrift Savings Plan is a retirement savings plan offered to private sector employees. A wide selection of funds are available with differnet objectives, investment strategies, and composition depending on the client's risk tolerance and objective.

Wilshire Indexes help clients, investment professionals and researchers accurately measure and better understand the market. The Wilshire Index family leverages more than 40 years of Wilshire performance measurement expertise and employs unbiased construction rules.