Regression from Aug 2006 - Oct 2013

Rm-Rf Alpha R2
1.16 -1.90% 0.768
Standard error 0.0690 0.0034
t-statistics 16.78 -0.47

Fund Profile

Symbol DES
Issuer WisdomTree
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Aug 2006 - Oct 2013

Month RaR Rm-Rf Rf
200608 2.13 2.03 0.42
200609 1.71 1.84 0.41
200610 4.24 3.23 0.41
200611 2.26 1.71 0.42
200612 -0.09 0.87 0.40
200701 1.53 1.41 0.44
200702 -1.72 -1.95 0.38
200703 0.04 0.68 0.43
200704 0.18 3.49 0.44
200705 2.80 3.24 0.41
200706 -2.04 -1.96 0.40
200707 -8.43 -3.74 0.40
200708 4.25 0.92 0.42
200709 -0.25 3.23 0.32
200710 0.05 1.80 0.32
200711 -6.84 -4.82 0.34
200712 -2.40 -0.86 0.27
200801 0.20 -6.35 0.21
200802 -5.51 -3.09 0.13
200803 0.66 -0.94 0.17
200804 1.82 4.60 0.18
200805 0.72 1.86 0.18
200806 -13.45 -8.44 0.17
200807 5.31 -0.77 0.15
200808 3.75 1.53 0.13
200809 1.28 -9.24 0.15
200810 -20.78 -17.23 0.08
200811 -9.68 -7.86 0.03
200812 4.01 1.66 0.09
200901 -16.57 -8.12 0.00
200902 -18.13 -10.09 0.01
200903 7.44 8.95 0.02
200904 24.50 10.19 0.01
200905 1.26 5.21 0.00
200906 0.86 0.43 0.01
200907 11.66 7.72 0.01
200908 5.81 3.32 0.01
200909 6.93 4.08 0.01
200910 -6.30 -2.59 0.00
200911 3.29 5.56 0.00
200912 7.20 2.75 0.01
201001 -2.18 -3.36 0.00
201002 4.37 3.40 0.00
201003 8.57 6.32 0.01
201004 5.98 2.00 0.00
201005 -6.95 -7.89 0.01
201006 -5.98 -5.56 0.01
201007 7.02 6.92 0.01
201008 -6.40 -4.77 0.01
201009 9.04 9.54 0.01
201010 4.01 3.88 0.01
201011 1.84 0.60 0.01
201012 6.81 6.82 0.01
201101 -1.16 2.01 0.01
201102 3.31 3.49 0.01
201103 1.16 0.48 0.01
201104 1.82 2.90 0.00
201105 -1.37 -1.27 0.00
201106 -1.61 -1.75 0.00
201107 -2.75 -2.34 0.00
201108 -5.96 -6.00 0.01
201109 -8.60 -7.60 0.00
201110 12.97 11.34 0.00
201111 -0.17 -0.26 0.00
201112 1.86 0.74 0.00
201201 6.39 5.06 0.00
201202 0.89 4.43 0.00
201203 2.76 3.11 0.00
201204 -1.18 -0.84 0.00
201205 -4.91 -6.20 0.01
201206 5.62 3.88 0.00
201207 -0.84 0.79 0.00
201208 3.01 2.56 0.01
201209 3.47 2.74 0.01
201210 -0.96 -1.75 0.01
201211 0.10 0.77 0.01
201212 3.16 1.18 0.01
201301 5.82 5.58 0.00
201302 2.19 1.28 0.00
201303 4.20 4.03 0.00
201304 0.39 1.56 0.00
201305 2.14 2.81 0.00
201306 0.38 -1.21 0.00
201307 7.60 5.65 0.00
201308 -4.97 -2.69 0.00
201309 5.62 3.76 0.00
201310 -2.25 4.17 0.00

Other Funds


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