Regression from Jan 2003 - Aug 2014

Rm-Rf Alpha R2
0.94 -1.40% 0.864
Standard error 0.0318 0.0018
t-statistics 29.64 -0.64

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 Rf
200301 -1.04 -3.38 0.10
200302 -7.65 -3.39 0.09
200303 -0.45 -1.42 0.10
200304 14.03 13.17 0.10
200305 6.60 7.59 0.09
200306 0.38 1.09 0.10
200307 0.93 1.76 0.07
200308 12.22 0.09 0.07
200309 9.65 2.86 0.08
200310 -8.28 6.22 0.07
200311 0.00 4.50 0.07
200312 9.27 7.26 0.08
200401 1.05 2.48 0.07
200402 2.45 3.07 0.06
200403 -3.48 -3.31 0.09
200404 -1.95 -1.21 0.08
200405 1.76 1.38 0.06
200406 2.33 1.98 0.08
200407 -4.19 -3.18 0.10
200408 0.84 0.33 0.11
200409 3.81 4.02 0.11
200410 3.60 4.02 0.11
200411 7.01 6.84 0.15
200412 3.38 4.30 0.16
200501 -2.43 -1.25 0.16
200502 4.72 4.54 0.16
200503 -2.76 -2.52 0.21
200504 -1.42 -2.57 0.21
200505 -0.20 -0.01 0.24
200506 1.90 1.51 0.23
200507 2.76 3.80 0.24
200508 2.31 2.05 0.30
200509 2.20 1.45 0.29
200510 -3.29 -3.36 0.27
200511 0.80 1.34 0.31
200512 2.76 3.80 0.32
200601 6.51 6.37 0.35
200602 -1.91 0.55 0.34
200603 4.34 4.01 0.37
200604 5.31 5.23 0.36
200605 -3.17 -3.62 0.43
200606 0.27 -0.29 0.40
200607 1.77 1.00 0.40
200608 2.42 2.72 0.42
200609 0.05 0.69 0.41
200610 4.26 3.78 0.41
200611 3.20 3.77 0.42
200612 2.24 3.37 0.40
200701 0.84 0.65 0.44
200702 -1.44 -0.55 0.38
200703 3.38 3.69 0.43
200704 5.59 5.59 0.44
200705 3.10 1.55 0.41
200706 1.29 -0.24 0.40
200707 -3.30 -2.22 0.40
200708 0.64 -2.11 0.42
200709 6.05 4.79 0.32
200710 6.11 4.35 0.32
200711 -4.82 -4.07 0.34
200712 -1.46 -2.16 0.27
200801 -9.47 -9.93 0.21
200802 -1.06 1.98 0.13
200803 -0.81 0.26 0.17
200804 6.59 4.41 0.18
200805 0.21 0.87 0.18
200806 -7.61 -8.64 0.17
200807 -2.74 -3.73 0.15
200808 -4.28 -4.40 0.13
200809 -13.22 -15.12 0.15
200810 -20.61 -22.14 0.08
200811 -6.49 -7.05 0.03
200812 5.72 6.52 0.09
200901 -13.64 -10.97 0.00
200902 -10.19 -10.02 0.01
200903 8.00 7.03 0.02
200904 10.08 13.78 0.01
200905 14.40 12.86 0.00
200906 -1.64 -1.85 0.01
200907 11.06 10.25 0.01
200908 5.01 5.66 0.01
200909 5.55 5.36 0.01
200910 -2.03 -1.90 0.00
200911 2.94 3.00 0.00
200912 1.29 1.05 0.01
201001 -7.25 -5.36 0.00
201002 -0.30 -2.18 0.00
201003 6.22 6.54 0.01
201004 -4.00 -1.92 0.00
201005 -11.38 -12.05 0.01
201006 -2.45 -0.94 0.01
201007 12.48 11.85 0.01
201008 -3.38 -4.25 0.01
201009 9.43 11.54 0.01
201010 3.76 5.10 0.01
201011 -7.70 -8.10 0.01
201012 8.58 8.97 0.01
201101 4.50 3.71 0.01
201102 3.31 3.05 0.01
201103 -0.86 -0.19 0.01
201104 5.89 8.09 0.00
201105 -3.05 -3.04 0.00
201106 -2.30 -2.02 0.00
201107 -2.91 -3.45 0.00
201108 -9.58 -10.13 0.01
201109 -9.25 -11.63 0.00
201110 14.37 11.05 0.00
201111 -5.27 -4.72 0.00
201112 0.36 -2.15 0.00
201201 3.78 5.67 0.00
201202 3.64 6.41 0.00
201203 -1.26 0.06 0.00
201204 -1.72 -2.25 0.00
201205 -10.74 -12.31 0.01
201206 8.04 7.10 0.00
201207 0.70 0.63 0.00
201208 4.13 4.59 0.01
201209 3.35 3.47 0.01
201210 1.78 1.69 0.01
201211 1.01 2.24 0.01
201212 3.37 3.47 0.01
201301 5.65 6.25 0.00
201302 -4.43 -2.40 0.00
201303 0.71 -0.49 0.00
201304 4.15 4.16 0.00
201305 0.10 1.13 0.00
201306 -4.18 -4.55 0.00
201307 6.36 7.42 0.00
201308 -1.32 -0.75 0.00
201309 6.11 7.10 0.00
201310 4.50 4.48 0.00
201311 0.99 1.40 0.00
201312 2.73 2.41 0.00
201401 -4.44 -3.06 0.00
201402 6.60 7.31 0.00
201403 -0.20 -0.49 0.00
201404 2.57 1.71 0.00
201405 0.80 0.76 0.00
201406 1.11 -0.12 0.00
201407 -2.66 -4.08 0.00
201408 0.96 -0.06 0.00

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