Regression from Jan 2003 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
0.95 -0.17 -0.19 -0.09 0.07% 0.872
Standard error 0.0387 0.0947 0.1025 0.0495 0.0018
t-statistics 24.60 -1.78 -1.81 -1.87 0.03

Fund Profile

Symbol ADRU
Issuer PowerShares
Type ETF
Region Europe
Style Large Blend

Rolling Charts:


Fund Returns from Jan 2003 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
200301 -1.04 -3.38 2.00 2.67 2.38 0.10
200302 -7.65 -3.39 0.35 1.67 6.42 0.09
200303 -0.45 -1.42 0.78 -0.56 2.07 0.10
200304 14.03 13.17 -2.15 0.21 -13.91 0.10
200305 6.60 7.59 2.62 1.30 -2.30 0.09
200306 0.38 1.09 1.98 0.54 -4.35 0.10
200307 0.93 1.76 0.88 3.94 -4.57 0.07
200308 12.22 0.09 3.13 0.00 -2.35 0.07
200309 9.65 2.86 2.35 0.47 1.17 0.08
200310 -8.28 6.22 -1.30 3.57 5.59 0.07
200311 0.00 4.50 -0.02 0.30 -0.10 0.07
200312 9.27 7.26 -1.96 0.61 -0.57 0.08
200401 1.05 2.48 3.62 2.22 3.67 0.07
200402 2.45 3.07 1.12 0.17 0.51 0.06
200403 -3.48 -3.31 0.89 -0.11 -2.33 0.09
200404 -1.95 -1.21 -0.93 0.70 -1.78 0.08
200405 1.76 1.38 -1.02 -0.82 -0.40 0.06
200406 2.33 1.98 1.08 0.84 2.04 0.08
200407 -4.19 -3.18 0.20 0.48 0.39 0.10
200408 0.84 0.33 -0.42 1.45 1.31 0.11
200409 3.81 4.02 0.19 0.63 2.44 0.11
200410 3.60 4.02 0.11 0.83 0.04 0.11
200411 7.01 6.84 2.16 1.67 0.78 0.15
200412 3.38 4.30 0.35 0.78 0.92 0.16
200501 -2.43 -1.25 3.52 1.51 0.98 0.16
200502 4.72 4.54 0.84 1.00 1.57 0.16
200503 -2.76 -2.52 -0.16 0.14 0.30 0.21
200504 -1.42 -2.57 0.57 -0.10 0.86 0.21
200505 -0.20 -0.01 -1.67 1.02 1.57 0.24
200506 1.90 1.51 0.95 1.55 3.43 0.23
200507 2.76 3.80 0.33 1.38 1.20 0.24
200508 2.31 2.05 2.25 0.02 2.70 0.30
200509 2.20 1.45 -0.40 0.07 3.07 0.29
200510 -3.29 -3.36 -1.20 0.27 -1.77 0.27
200511 0.80 1.34 -0.46 0.46 1.41 0.31
200512 2.76 3.80 0.47 0.41 1.31 0.32
200601 6.51 6.37 2.22 1.50 4.41 0.35
200602 -1.91 0.55 2.25 1.62 0.76 0.34
200603 4.34 4.01 0.67 1.59 2.24 0.37
200604 5.31 5.23 1.71 -0.35 3.11 0.36
200605 -3.17 -3.62 -0.79 -0.85 -3.07 0.43
200606 0.27 -0.29 -1.50 -0.46 -1.24 0.40
200607 1.77 1.00 -1.80 1.36 0.10 0.40
200608 2.42 2.72 -0.34 0.56 -0.19 0.42
200609 0.05 0.69 0.05 0.50 1.15 0.41
200610 4.26 3.78 0.09 1.44 0.73 0.41
200611 3.20 3.77 2.59 0.20 1.77 0.42
200612 2.24 3.37 0.91 0.54 2.86 0.40
200701 0.84 0.65 1.91 0.88 0.96 0.44
200702 -1.44 -0.55 1.30 -0.05 0.98 0.38
200703 3.38 3.69 0.69 0.04 2.02 0.43
200704 5.59 5.59 -0.20 1.20 0.47 0.44
200705 3.10 1.55 -0.75 0.43 1.31 0.41
200706 1.29 -0.24 -0.61 0.31 -0.39 0.40
200707 -3.30 -2.22 1.73 -0.42 1.60 0.40
200708 0.64 -2.11 -3.14 -0.21 -0.14 0.42
200709 6.05 4.79 -3.67 -0.74 3.73 0.32
200710 6.11 4.35 0.26 -1.28 3.97 0.32
200711 -4.82 -4.07 -4.65 -1.70 1.89 0.34
200712 -1.46 -2.16 -0.88 0.96 2.24 0.27
200801 -9.47 -9.93 0.13 0.37 0.60 0.21
200802 -1.06 1.98 2.70 -0.52 1.75 0.13
200803 -0.81 0.26 -0.54 2.23 0.20 0.17
200804 6.59 4.41 -2.48 -0.07 0.27 0.18
200805 0.21 0.87 0.58 -1.28 4.60 0.18
200806 -7.61 -8.64 1.58 -0.83 9.66 0.17
200807 -2.74 -3.73 -2.23 0.73 -2.13 0.15
200808 -4.28 -4.40 0.02 -0.17 -4.92 0.13
200809 -13.22 -15.12 -3.19 0.60 3.83 0.15
200810 -20.61 -22.14 -4.51 -2.61 9.87 0.08
200811 -6.49 -7.05 -1.17 -3.53 2.71 0.03
200812 5.72 6.52 -1.34 2.11 -0.85 0.09
200901 -13.64 -10.97 4.85 -3.97 3.41 0.00
200902 -10.19 -10.02 4.24 -4.60 4.50 0.01
200903 8.00 7.03 -2.51 1.90 -10.03 0.02
200904 10.08 13.78 2.19 5.60 -25.96 0.01
200905 14.40 12.86 1.22 -1.18 -7.72 0.00
200906 -1.64 -1.85 1.34 -1.28 2.50 0.01
200907 11.06 10.25 -3.86 3.66 -1.75 0.01
200908 5.01 5.66 1.82 7.45 -9.33 0.01
200909 5.55 5.36 1.89 1.04 -3.06 0.01
200910 -2.03 -1.90 1.46 -3.42 3.66 0.00
200911 2.94 3.00 -2.07 -1.18 2.00 0.00
200912 1.29 1.05 -1.88 -1.50 0.43 0.01
201001 -7.25 -5.36 4.74 -1.86 0.54 0.00
201002 -0.30 -2.18 -0.60 -1.67 0.33 0.00
201003 6.22 6.54 -0.97 4.18 5.05 0.01
201004 -4.00 -1.92 3.40 -0.61 2.06 0.00
201005 -11.38 -12.05 -0.29 -3.51 1.30 0.01
201006 -2.45 -0.94 -0.08 -2.16 1.67 0.01
201007 12.48 11.85 -1.71 4.94 -1.68 0.01
201008 -3.38 -4.25 -0.08 -2.83 3.51 0.01
201009 9.43 11.54 1.09 0.21 5.04 0.01
201010 3.76 5.10 0.29 0.14 0.04 0.01
201011 -7.70 -8.10 1.25 -3.18 7.82 0.01
201012 8.58 8.97 2.49 1.31 1.48 0.01
201101 4.50 3.71 -0.79 4.84 -5.56 0.01
201102 3.31 3.05 -1.13 0.81 -0.18 0.01
201103 -0.86 -0.19 2.31 -1.87 2.00 0.01
201104 5.89 8.09 -0.97 -0.64 2.44 0.00
201105 -3.05 -3.04 0.09 -2.26 0.55 0.00
201106 -2.30 -2.02 -1.42 0.16 2.31 0.00
201107 -2.91 -3.45 0.38 -3.76 0.86 0.00
201108 -9.58 -10.13 0.87 -3.83 -0.49 0.01
201109 -9.25 -11.63 -1.35 -1.95 -1.44 0.00
201110 14.37 11.05 -3.20 -1.61 0.18 0.00
201111 -5.27 -4.72 -2.72 -3.42 6.06 0.00
201112 0.36 -2.15 -0.98 -1.23 2.85 0.00
201201 3.78 5.67 2.84 0.91 -8.61 0.00
201202 3.64 6.41 1.44 -0.37 -1.81 0.00
201203 -1.26 0.06 0.47 -1.70 3.50 0.00
201204 -1.72 -2.25 1.38 -4.47 6.62 0.00
201205 -10.74 -12.31 0.20 -2.67 7.37 0.01
201206 8.04 7.10 -4.49 3.13 -3.94 0.00
201207 0.70 0.63 -1.25 -2.59 4.47 0.00
201208 4.13 4.59 -0.14 3.16 -3.52 0.01
201209 3.35 3.47 1.46 2.28 -0.98 0.01
201210 1.78 1.69 -0.61 1.74 0.50 0.01
201211 1.01 2.24 -2.34 -0.45 2.11 0.01
201212 3.37 3.47 2.31 2.77 -0.99 0.01
201301 5.65 6.25 0.56 4.28 -0.60 0.00
201302 -4.43 -2.40 1.94 -3.28 4.30 0.00
201303 0.71 -0.49 -0.78 -4.23 2.61 0.00
201304 4.15 4.16 -1.48 3.70 0.86 0.00
201305 0.10 1.13 1.11 2.57 0.75 0.00
201306 -4.18 -4.55 2.22 -2.69 1.13 0.00
201307 6.36 7.42 -1.61 2.59 3.53 0.00
201308 -1.32 -0.75 2.95 0.32 -2.18 0.00
201309 6.11 7.10 0.07 1.10 2.35 0.00
201310 4.50 4.48 -0.13 4.24 2.02 0.00
201311 0.99 1.40 0.81 -0.64 2.61 0.00
201312 2.73 2.41 0.43 0.17 1.64 0.00
201401 -4.44 -3.06 3.57 2.61 2.60 0.00
201402 6.60 7.31 0.49 0.30 2.50 0.00
201403 -0.20 -0.49 0.32 1.76 -1.07 0.00
201404 2.57 1.71 -2.13 0.44 -3.40 0.00
201405 0.80 0.76 -0.65 -0.56 -0.36 0.00
201406 1.11 -0.12 0.10 -1.69 0.17 0.00
201407 -2.66 -4.08 -0.57 0.30 -0.68 0.00
201408 0.96 -0.06 -0.88 -0.98 0.33 0.00

Other Funds


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