Regression from Jan 2003 - Aug 2014

Rm-Rf Alpha R2
0.99 -2.00% 0.858
Standard error 0.0344 0.0018
t-statistics 28.86 -0.95

Fund Profile

Symbol ADRD
Issuer PowerShares
Type ETF
Region Developed Markets
Style Large Value

Rolling Charts:


Fund Returns from Jan 2003 - Aug 2014

Month RaR Rm-Rf Rf
200301 -3.08 -2.67 0.10
200302 0.00 -1.80 0.09
200303 -2.26 -1.77 0.10
200304 5.36 9.31 0.10
200305 8.28 6.99 0.09
200306 5.71 2.76 0.10
200307 -2.35 2.08 0.07
200308 16.77 3.06 0.07
200309 -6.57 4.12 0.08
200310 2.78 5.79 0.07
200311 6.44 1.97 0.07
200312 8.07 6.84 0.08
200401 -4.01 2.42 0.07
200402 2.81 2.35 0.06
200403 -1.82 1.25 0.09
200404 -2.21 -2.78 0.08
200405 0.51 0.11 0.06
200406 1.82 2.84 0.08
200407 -3.28 -3.61 0.10
200408 0.37 0.69 0.11
200409 2.72 2.59 0.11
200410 3.86 3.76 0.11
200411 5.99 6.11 0.15
200412 3.83 4.17 0.16
200501 -2.69 -1.25 0.16
200502 4.50 3.91 0.16
200503 -2.83 -2.12 0.21
200504 -1.77 -2.56 0.21
200505 0.00 -0.51 0.24
200506 1.10 1.87 0.23
200507 3.19 3.14 0.24
200508 2.84 3.19 0.30
200509 3.73 3.48 0.29
200510 -3.01 -3.28 0.27
200511 0.96 2.17 0.31
200512 3.25 5.14 0.32
200601 6.48 5.74 0.35
200602 -1.40 -0.49 0.34
200603 4.09 3.30 0.37
200604 5.82 4.58 0.36
200605 -3.91 -4.71 0.43
200606 -0.31 -0.77 0.40
200607 1.71 0.17 0.40
200608 1.93 2.44 0.42
200609 -0.45 -0.40 0.41
200610 4.21 3.46 0.41
200611 2.45 2.75 0.42
200612 3.05 2.67 0.40
200701 0.36 0.65 0.44
200702 -0.59 0.55 0.38
200703 2.37 2.48 0.43
200704 4.06 3.79 0.44
200705 3.64 1.89 0.41
200706 1.08 -0.03 0.40
200707 -3.07 -1.45 0.40
200708 -0.34 -2.60 0.42
200709 5.68 5.27 0.32
200710 5.21 4.28 0.32
200711 -4.19 -4.62 0.34
200712 -2.15 -2.18 0.27
200801 -8.74 -8.76 0.21
200802 -0.80 2.07 0.13
200803 -1.53 -1.52 0.17
200804 8.16 5.18 0.18
200805 0.08 1.79 0.18
200806 -7.58 -7.90 0.17
200807 -3.19 -4.03 0.15
200808 -3.86 -4.38 0.13
200809 -12.38 -14.58 0.15
200810 -21.01 -21.14 0.08
200811 -6.15 -5.39 0.03
200812 6.18 6.63 0.09
200901 -12.99 -9.05 0.00
200902 -9.05 -10.02 0.01
200903 6.73 6.11 0.02
200904 11.93 12.46 0.01
200905 12.84 13.70 0.00
200906 -1.33 -0.87 0.01
200907 10.38 9.28 0.01
200908 4.28 4.25 0.01
200909 3.75 4.60 0.01
200910 -1.41 -1.93 0.00
200911 3.38 2.34 0.00
200912 0.94 1.27 0.01
201001 -6.09 -4.01 0.00
201002 0.00 -0.35 0.00
201003 5.90 6.45 0.01
201004 -3.75 -0.80 0.00
201005 -10.44 -10.71 0.01
201006 -4.23 -1.24 0.01
201007 12.97 9.24 0.01
201008 -3.67 -3.30 0.01
201009 8.97 10.02 0.01
201010 3.66 4.11 0.01
201011 -5.66 -4.42 0.01
201012 8.30 8.28 0.01
201101 3.62 2.12 0.01
201102 3.95 3.43 0.01
201103 -2.96 -1.60 0.01
201104 5.50 5.71 0.00
201105 -3.23 -2.79 0.00
201106 -1.10 -1.37 0.00
201107 -2.27 -1.32 0.00
201108 -9.08 -8.51 0.01
201109 -9.42 -10.31 0.00
201110 10.96 8.79 0.00
201111 -2.99 -4.57 0.00
201112 -0.99 -1.35 0.00
201201 4.82 6.02 0.00
201202 4.26 5.36 0.00
201203 -0.27 -0.28 0.00
201204 -2.59 -1.50 0.00
201205 -10.52 -11.27 0.01
201206 7.05 5.85 0.00
201207 0.87 0.81 0.00
201208 2.87 2.99 0.01
201209 2.84 3.37 0.01
201210 0.43 0.81 0.01
201211 2.70 1.81 0.01
201212 4.20 3.33 0.01
201301 4.74 5.22 0.00
201302 -2.12 -0.94 0.00
201303 0.39 0.75 0.00
201304 5.09 4.37 0.00
201305 -1.82 -1.52 0.00
201306 -2.66 -3.74 0.00
201307 5.27 5.58 0.00
201308 -1.11 -1.01 0.00
201309 6.56 7.04 0.00
201310 3.82 3.37 0.00
201311 0.30 0.59 0.00
201312 2.91 1.71 0.00
201401 -4.22 -3.23 0.00
201402 5.74 5.37 0.00
201403 -0.36 -0.22 0.00
201404 1.18 1.10 0.00
201405 1.04 1.39 0.00
201406 1.23 1.46 0.00
201407 -1.96 -1.98 0.00
201408 0.76 -0.28 0.00

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