Regression from Feb 2012 - Oct 2013

Rm-Rf SMB HML Mom Alpha R2
1.45 0.31 -0.30 1.01 5.79% 0.648
Standard error 0.2813 0.5294 0.5597 0.3998 0.0103
t-statistics 5.15 0.59 -0.54 2.51 0.47

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 Mom Rf
201202 0.43 4.43 -1.65 0.04 -0.28 0.00
201203 5.49 3.11 -0.23 -0.07 1.46 0.00
201204 3.34 -0.84 -0.61 -0.20 3.84 0.00
201205 -1.35 -6.20 -0.10 0.10 6.61 0.01
201206 3.94 3.88 0.82 0.46 -1.14 0.00
201207 5.24 0.79 -2.59 0.02 3.06 0.00
201208 2.69 2.56 0.72 0.59 -2.51 0.01
201209 6.18 2.74 0.49 1.57 -1.02 0.01
201210 -5.32 -1.75 -1.07 4.17 0.12 0.01
201211 6.31 0.77 0.67 -1.10 0.37 0.01
201212 -1.42 1.18 1.66 3.28 -2.92 0.01
201301 7.81 5.58 0.49 1.35 -1.87 0.00
201302 2.96 1.28 -0.38 0.31 1.47 0.00
201303 9.45 4.03 0.84 -0.06 2.08 0.00
201304 7.40 1.56 -2.43 0.36 0.34 0.00
201305 3.07 2.81 1.93 1.31 -1.89 0.00
201306 -4.78 -1.21 1.23 -0.45 0.65 0.00
201307 15.44 5.65 1.85 0.79 1.69 0.00
201308 -1.96 -2.69 0.28 -2.46 0.05 0.00
201309 6.71 3.76 2.85 -1.51 3.01 0.00
201310 1.43 4.17 -1.52 1.39 0.11 0.00

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