Regression from May 2008 - Aug 2014

Rm-Rf Alpha R2
1.05 -1.34% 0.982
Standard error 0.0166 0.0009
t-statistics 63.01 -1.21

Fund Profile

Symbol ACWI
Issuer iShares
Type ETF
Region Global
Style Large Blend

Rolling Charts:


Fund Returns from May 2008 - Aug 2014

Month RaR Rm-Rf Rf
200805 0.86 1.84 0.18
200806 -8.00 -8.04 0.17
200807 -3.15 -2.77 0.15
200808 -1.66 -1.97 0.13
200809 -12.27 -12.34 0.15
200810 -18.39 -19.46 0.08
200811 -8.75 -6.54 0.03
200812 5.47 4.25 0.09
200901 -11.38 -8.48 0.00
200902 -9.72 -9.94 0.01
200903 9.21 7.30 0.02
200904 12.79 11.42 0.01
200905 10.46 9.93 0.00
200906 -1.49 -0.30 0.01
200907 9.42 8.60 0.01
200908 2.95 3.96 0.01
200909 4.87 4.40 0.01
200910 -2.70 -2.15 0.00
200911 5.42 3.66 0.00
200912 1.86 1.98 0.01
201001 -5.31 -3.70 0.00
201002 2.18 1.24 0.00
201003 6.32 6.30 0.01
201004 -0.23 0.45 0.00
201005 -9.37 -9.52 0.01
201006 -3.57 -3.12 0.01
201007 9.35 8.20 0.01
201008 -4.29 -3.93 0.01
201009 9.83 9.81 0.01
201010 3.75 4.01 0.01
201011 -2.20 -2.23 0.01
201012 7.79 7.57 0.01
201101 1.07 2.14 0.01
201102 3.12 3.52 0.01
201103 -0.87 -0.68 0.01
201104 4.82 4.43 0.00
201105 -1.97 -2.11 0.00
201106 -1.75 -1.49 0.00
201107 -2.29 -1.80 0.00
201108 -7.37 -7.47 0.01
201109 -10.43 -9.12 0.00
201110 11.32 10.01 0.00
201111 -1.13 -2.60 0.00
201112 -0.97 -0.39 0.00
201201 5.48 5.56 0.00
201202 4.96 4.92 0.00
201203 1.11 1.20 0.00
201204 -1.15 -1.13 0.00
201205 -9.27 -8.84 0.01
201206 5.06 4.86 0.00
201207 0.83 0.91 0.00
201208 2.77 2.77 0.01
201209 2.71 3.03 0.01
201210 -0.52 -0.40 0.01
201211 1.60 1.31 0.01
201212 2.90 2.33 0.01
201301 3.75 5.43 0.00
201302 -0.08 0.11 0.00
201303 1.81 2.24 0.00
201304 2.86 3.01 0.00
201305 -0.40 0.55 0.00
201306 -2.59 -2.50 0.00
201307 4.58 5.60 0.00
201308 -2.31 -1.84 0.00
201309 5.54 5.48 0.00
201310 3.94 3.75 0.00
201311 1.55 1.82 0.00
201312 2.08 2.16 0.00
201401 -4.65 -3.31 0.00
201402 5.20 5.06 0.00
201403 0.58 0.17 0.00
201404 1.19 0.57 0.00
201405 2.00 1.74 0.00
201406 1.82 2.00 0.00
201407 -1.44 -2.06 0.00
201408 2.58 1.92 0.00

Other Funds


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