Regression from Sep 2009 - Oct 2013

Rm-Rf SMB HML Mom Alpha R2
1.03 -0.10 0.06 -0.01 -0.09% 0.980
Standard error 0.0259 0.0486 0.0513 0.0340 0.0010
t-statistics 39.62 -2.10 1.10 -0.42 -0.07

Fund Profile

Symbol CSM
Issuer ProShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Sep 2009 - Oct 2013

Month RaR Rm-Rf SMB HML Mom Rf
200909 4.94 4.08 2.47 1.40 -5.02 0.01
200910 -1.71 -2.59 -4.22 -4.37 2.67 0.00
200911 5.39 5.56 -2.65 0.17 0.37 0.00
200912 2.45 2.75 5.79 0.73 2.89 0.01
201001 -2.92 -3.36 0.19 0.61 -5.34 0.00
201002 3.12 3.40 1.44 2.74 3.62 0.00
201003 6.29 6.32 1.58 2.03 3.70 0.01
201004 1.23 2.00 4.94 3.15 3.14 0.00
201005 -7.33 -7.89 -0.08 -2.33 -0.22 0.01
201006 -5.92 -5.56 -2.13 -4.26 -2.90 0.01
201007 7.01 6.92 0.17 0.22 1.92 0.01
201008 -5.78 -4.77 -2.94 -1.64 -0.13 0.01
201009 9.57 9.54 3.84 -3.02 1.35 0.01
201010 3.59 3.88 1.04 -2.30 1.58 0.01
201011 -0.53 0.60 3.66 -0.54 2.51 0.01
201012 6.79 6.82 0.78 3.58 -3.21 0.01
201101 2.72 2.01 -2.46 0.86 -0.30 0.01
201102 3.82 3.49 1.63 1.67 2.05 0.01
201103 0.91 0.48 2.62 -1.22 3.59 0.01
201104 2.30 2.90 -0.32 -2.25 0.08 0.00
201105 -1.40 -1.27 -0.65 -2.21 -0.58 0.00
201106 -1.70 -1.75 -0.08 -0.42 1.76 0.00
201107 -2.59 -2.34 -1.40 -1.20 0.14 0.00
201108 -5.05 -6.00 -3.30 -1.56 -0.35 0.01
201109 -8.22 -7.60 -3.68 -1.06 -2.52 0.00
201110 12.34 11.34 3.58 -0.90 -1.45 0.00
201111 -1.95 -0.26 -0.26 -0.17 4.00 0.00
201112 0.40 0.74 -0.57 1.53 1.89 0.00
201201 4.40 5.06 2.52 -2.13 -7.95 0.00
201202 4.83 4.43 -1.65 0.04 -0.28 0.00
201203 2.63 3.11 -0.23 -0.07 1.46 0.00
201204 -0.91 -0.84 -0.61 -0.20 3.84 0.00
201205 -5.63 -6.20 -0.10 0.10 6.61 0.01
201206 4.17 3.88 0.82 0.46 -1.14 0.00
201207 1.62 0.79 -2.59 0.02 3.06 0.00
201208 2.91 2.56 0.72 0.59 -2.51 0.01
201209 2.31 2.74 0.49 1.57 -1.02 0.01
201210 -0.93 -1.75 -1.07 4.17 0.12 0.01
201211 -0.52 0.77 0.67 -1.10 0.37 0.01
201212 1.12 1.18 1.66 3.28 -2.92 0.01
201301 5.29 5.58 0.49 1.35 -1.87 0.00
201302 1.78 1.28 -0.38 0.31 1.47 0.00
201303 4.24 4.03 0.84 -0.06 2.08 0.00
201304 2.02 1.56 -2.43 0.36 0.34 0.00
201305 2.91 2.81 1.93 1.31 -1.89 0.00
201306 -0.98 -1.21 1.23 -0.45 0.65 0.00
201307 5.16 5.65 1.85 0.79 1.69 0.00
201308 -3.31 -2.69 0.28 -2.46 0.05 0.00
201309 3.13 3.76 2.85 -1.51 3.01 0.00
201310 5.75 4.17 -1.52 1.39 0.11 0.00

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