Hi everybody,

I am new in Stata. I want to split a data frame into several smaller ones. This looks like a very trivial question, however, I cannot find a solution from a web search.
My data like that,
Stock Year Return
AAA 2001 0.1
ABC 2001 0.2
AAA 2002 0.15
ABC 2002 0.2
AAA 2003 0.12
ABC 2003 0.21
ABS 2003 0.3
AAA 2004 0.1
ABC 2004 0.2
ABS 2004 0.31
HSC 2004 0.4
AAA 2005 0.13
ABS 2005 0.2
ABC 2005 0.12
Now, I want to split this data file( in 5 years) into a seperate year. 2001, 2002,2003,2004,2005. How can I do it?
Thank you in advance.