Regression from Feb 2012 - Oct 2013

Rm-Rf SMB HML Alpha R2
1.14 0.07 -0.90 23.43% 0.508
Standard error 0.2910 0.5964 0.5801 0.0097
t-statistics 3.93 0.12 -1.56 2.01

Fund Profile

Symbol BBH
Issuer Market Vectors
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Feb 2012 - Oct 2013

Month RaR Rm-Rf SMB HML Rf
201202 0.43 4.43 -1.65 0.04 0.00
201203 5.49 3.11 -0.23 -0.07 0.00
201204 3.34 -0.84 -0.61 -0.20 0.00
201205 -1.35 -6.20 -0.10 0.10 0.01
201206 3.94 3.88 0.82 0.46 0.00
201207 5.24 0.79 -2.59 0.02 0.00
201208 2.69 2.56 0.72 0.59 0.01
201209 6.18 2.74 0.49 1.57 0.01
201210 -5.32 -1.75 -1.07 4.17 0.01
201211 6.31 0.77 0.67 -1.10 0.01
201212 -1.42 1.18 1.66 3.28 0.01
201301 7.81 5.58 0.49 1.35 0.00
201302 2.96 1.28 -0.38 0.31 0.00
201303 9.45 4.03 0.84 -0.06 0.00
201304 7.40 1.56 -2.43 0.36 0.00
201305 3.07 2.81 1.93 1.31 0.00
201306 -4.78 -1.21 1.23 -0.45 0.00
201307 15.44 5.65 1.85 0.79 0.00
201308 -1.96 -2.69 0.28 -2.46 0.00
201309 6.71 3.76 2.85 -1.51 0.00
201310 1.43 4.17 -1.52 1.39 0.00

Other Funds


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