Regression from Feb 2007 - Aug 2014

Rm-Rf Alpha R2
0.72 1.99% 0.806
Standard error 0.0376 0.0018
t-statistics 19.25 0.90

Fund Profile

Symbol DEF
Issuer Guggenheim
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Feb 2007 - Aug 2014

Month RaR Rm-Rf Rf
200702 -1.08 -1.95 0.38
200703 0.95 0.68 0.43
200704 4.40 3.49 0.44
200705 3.35 3.24 0.41
200706 -2.37 -1.96 0.40
200707 -3.92 -3.74 0.40
200708 0.31 0.92 0.42
200709 3.80 3.23 0.32
200710 1.79 1.80 0.32
200711 -4.64 -4.82 0.34
200712 -0.70 -0.86 0.27
200801 -5.57 -6.35 0.21
200802 -1.73 -3.09 0.13
200803 -1.19 -0.94 0.17
200804 5.01 4.60 0.18
200805 2.29 1.86 0.18
200806 -6.91 -8.44 0.17
200807 0.43 -0.77 0.15
200808 3.17 1.53 0.13
200809 -8.55 -9.24 0.15
200810 -17.59 -17.23 0.08
200811 -5.49 -7.86 0.03
200812 2.94 1.66 0.09
200901 -3.55 -8.12 0.00
200902 -10.45 -10.09 0.01
200903 4.33 8.95 0.02
200904 6.47 10.19 0.01
200905 4.03 5.21 0.00
200906 2.73 0.43 0.01
200907 6.31 7.72 0.01
200908 1.51 3.32 0.01
200909 3.04 4.08 0.01
200910 -1.06 -2.59 0.00
200911 4.83 5.56 0.00
200912 3.43 2.75 0.01
201001 -1.66 -3.36 0.00
201002 2.48 3.40 0.00
201003 3.91 6.32 0.01
201004 2.03 2.00 0.00
201005 -6.16 -7.89 0.01
201006 -0.21 -5.56 0.01
201007 5.13 6.92 0.01
201008 0.49 -4.77 0.01
201009 5.54 9.54 0.01
201010 2.93 3.88 0.01
201011 -0.14 0.60 0.01
201012 4.16 6.82 0.01
201101 0.82 2.01 0.01
201102 3.27 3.49 0.01
201103 1.83 0.48 0.01
201104 2.82 2.90 0.00
201105 0.44 -1.27 0.00
201106 -1.07 -1.75 0.00
201107 -2.72 -2.34 0.00
201108 -0.58 -6.00 0.01
201109 -3.02 -7.60 0.00
201110 6.79 11.34 0.00
201111 -0.32 -0.26 0.00
201112 4.49 0.74 0.00
201201 -0.65 5.06 0.00
201202 1.97 4.43 0.00
201203 1.21 3.11 0.00
201204 1.76 -0.84 0.00
201205 -3.17 -6.20 0.01
201206 3.42 3.88 0.00
201207 2.43 0.79 0.00
201208 0.04 2.56 0.01
201209 1.08 2.74 0.01
201210 -0.25 -1.75 0.01
201211 0.11 0.77 0.01
201212 -0.78 1.18 0.01
201301 6.52 5.58 0.00
201302 2.25 1.28 0.00
201303 4.47 4.03 0.00
201304 2.46 1.56 0.00
201305 -2.43 2.81 0.00
201306 0.19 -1.21 0.00
201307 2.89 5.65 0.00
201308 -3.27 -2.69 0.00
201309 2.43 3.76 0.00
201310 4.07 4.17 0.00
201311 0.24 3.12 0.00
201312 1.00 2.81 0.00
201401 -2.66 -3.26 0.00
201402 3.40 4.65 0.00
201403 2.03 0.41 0.00
201404 4.10 -0.14 0.00
201405 1.23 2.06 0.00
201406 2.57 2.59 0.00
201407 -1.37 -2.05 0.00
201408 4.14 4.23 0.00

Other Funds


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