Small company stocks, when it comes to standard deviation, is really high. While the returns are can be higher than large company stocks over a ten year period, it isn't the big gain that you had from cash to large cap. You get some gain being in small companies instead, but not as much. So with any investor, you can take the dot where you're at, figure out, take your investments and plot them along this this chart and place your dot. The thing that frustrates me about it just isn't, aside we use big names like efficient frontier, it is not hard.