Regression from Apr 2000 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
0.98 0.64 0.65 -0.11 -2.90% 0.867
Standard error 0.0452 0.0684 0.0567 0.0338 0.0018
t-statistics 21.80 9.42 11.49 -3.24 -1.35

Fund Profile

Symbol DFFVX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Apr 2000 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
200004 0.98 -6.40 -7.73 9.13 -8.46 0.46
200005 -1.41 -4.43 -4.85 3.72 -9.09 0.50
200006 -2.41 4.64 13.70 -10.05 16.53 0.40
200007 2.47 -2.45 -2.80 8.51 -0.07 0.48
200008 5.49 7.14 -0.89 -1.28 5.77 0.50
200009 -1.35 -5.44 -1.87 6.85 2.22 0.51
200010 0.11 -2.77 -3.66 4.79 -4.68 0.56
200011 -3.27 -10.73 -3.10 12.42 -2.50 0.51
200012 6.54 1.19 1.55 6.13 6.81 0.50
200101 6.24 3.12 7.03 -5.70 -24.97 0.54
200102 -0.19 -10.08 -1.15 13.87 12.59 0.39
200103 -3.66 -7.27 0.55 6.36 8.38 0.44
200104 6.81 7.95 0.27 -4.36 -8.15 0.39
200105 3.47 0.73 2.99 2.77 2.13 0.32
200106 1.45 -1.93 6.38 -2.14 0.28 0.28
200107 2.05 -2.13 -4.22 5.62 5.55 0.30
200108 -0.96 -6.46 2.13 3.37 5.57 0.31
200109 -15.02 -9.26 -6.61 1.80 11.55 0.28
200110 2.91 2.47 6.88 -7.03 -8.43 0.22
200111 9.19 7.54 0.38 0.69 -8.57 0.17
200112 -0.19 1.60 5.14 0.43 -0.03 0.15
200201 1.39 -1.44 1.12 3.45 3.69 0.14
200202 2.19 -2.29 -1.61 3.91 6.80 0.13
200203 8.59 4.24 4.30 1.17 -1.72 0.13
200204 2.80 -5.20 5.86 4.21 7.92 0.15
200205 -3.21 -1.38 -3.72 2.54 3.16 0.14
200206 -3.64 -7.21 3.49 1.56 6.17 0.13
200207 -14.69 -8.18 -5.14 -3.63 3.41 0.15
200208 0.00 0.50 -2.26 2.24 1.73 0.14
200209 -8.86 -10.35 2.70 1.23 9.11 0.14
200210 2.54 7.83 -2.98 -6.49 -5.47 0.14
200211 11.31 5.96 3.17 -1.57 -16.29 0.12
200212 -16.84 -5.76 -0.45 3.90 9.65 0.11
200301 -4.66 -2.57 1.40 -0.88 1.55 0.10
200302 -4.27 -1.89 -0.26 -1.46 1.22 0.09
200303 -0.26 1.09 0.77 -1.67 1.55 0.10
200304 11.89 8.22 1.15 -0.06 -9.45 0.10
200305 11.31 6.05 4.78 0.15 -10.73 0.09
200306 1.64 1.42 1.51 0.68 -1.00 0.10
200307 5.76 2.34 5.57 -2.11 -0.33 0.07
200308 6.49 2.34 2.67 1.71 -0.51 0.07
200309 -1.26 -1.23 0.55 1.00 -0.06 0.08
200310 9.63 6.08 2.89 1.80 3.67 0.07
200311 4.14 1.35 2.21 1.46 1.60 0.07
200312 -6.52 4.30 -2.78 2.68 -5.70 0.08
200401 4.60 2.15 2.63 1.64 2.59 0.07
200402 1.55 1.40 -1.15 0.42 -1.12 0.06
200403 0.88 -1.33 1.85 0.04 0.19 0.09
200404 -3.34 -1.83 -2.54 -1.69 -5.37 0.08
200405 1.48 1.18 -0.16 -0.29 1.65 0.06
200406 5.59 1.86 2.32 1.66 2.08 0.08
200407 -4.83 -4.07 -3.82 4.48 -2.37 0.10
200408 -0.64 0.08 -1.59 1.13 -1.54 0.11
200409 4.38 1.61 2.89 0.36 5.26 0.11
200410 0.93 1.43 0.43 -0.84 -1.52 0.11
200411 9.16 4.54 4.17 1.93 3.23 0.15
200412 -6.21 3.43 0.19 -0.35 -2.85 0.16
200501 -3.23 -2.75 -1.65 2.66 3.12 0.16
200502 2.80 1.89 -0.72 2.83 3.18 0.16
200503 -0.91 -1.96 -1.38 1.75 0.94 0.21
200504 -6.79 -2.61 -4.00 -0.46 -0.83 0.21
200505 6.63 3.65 2.99 -1.23 0.41 0.24
200506 3.91 0.56 2.56 2.78 2.08 0.23
200507 6.13 3.92 2.77 -0.45 0.04 0.24
200508 -1.60 -1.22 -0.88 1.41 2.21 0.30
200509 -0.14 0.48 -0.68 1.16 3.48 0.29
200510 -4.39 -2.00 -1.03 -0.70 -1.32 0.27
200511 6.52 3.62 1.00 -1.85 0.37 0.31
200512 -8.69 -0.25 -0.51 0.48 0.76 0.32
200601 8.00 3.04 5.33 1.17 2.80 0.35
200602 -1.06 -0.30 -0.31 -0.85 -1.77 0.34
200603 4.13 1.46 3.56 -0.11 1.21 0.37
200604 1.30 0.72 -1.24 3.08 0.65 0.36
200605 -3.51 -3.57 -3.04 2.77 -3.73 0.43
200606 0.28 -0.35 -0.53 1.51 1.47 0.40
200607 -3.07 -0.78 -3.99 3.27 -2.20 0.40
200608 2.23 2.03 0.83 -1.75 -3.47 0.42
200609 0.70 1.84 -1.24 -0.42 -0.94 0.41
200610 4.97 3.23 1.64 0.48 -0.26 0.41
200611 3.40 1.71 0.77 0.48 -1.03 0.42
200612 -7.67 0.87 -0.89 2.51 0.82 0.40
200701 2.09 1.41 0.09 -0.02 0.26 0.44
200702 -0.55 -1.95 1.38 0.24 -1.33 0.38
200703 0.69 0.68 -0.26 0.39 2.52 0.43
200704 2.05 3.49 -2.09 -0.96 -0.15 0.44
200705 4.35 3.24 -0.04 -0.13 -0.30 0.41
200706 -1.54 -1.96 0.76 -1.06 0.24 0.40
200707 -7.30 -3.74 -2.67 -2.99 2.78 0.40
200708 -0.28 0.92 -0.14 -2.36 0.10 0.42
200709 -0.14 3.23 -2.46 -2.13 4.61 0.32
200710 0.21 1.80 0.21 -1.97 4.89 0.32
200711 -7.11 -4.82 -2.77 -1.09 0.88 0.34
200712 -3.94 -0.86 0.05 -0.03 6.55 0.27
200801 -4.74 -6.35 -0.77 3.05 -7.83 0.21
200802 -2.57 -3.09 -0.55 -0.03 6.11 0.13
200803 0.68 -0.94 0.83 0.28 4.12 0.17
200804 3.29 4.60 -1.49 -0.03 -0.22 0.18
200805 4.58 1.86 2.98 -0.34 3.20 0.18
200806 -10.32 -8.44 1.07 -1.02 12.53 0.17
200807 2.62 -0.77 3.58 3.69 -5.32 0.15
200808 4.50 1.53 3.75 1.48 -3.80 0.13
200809 -6.34 -9.24 -0.34 4.40 0.34 0.15
200810 -21.70 -17.23 -2.28 -2.99 7.83 0.08
200811 -12.97 -7.86 -3.63 -4.94 7.13 0.03
200812 6.50 1.66 3.97 -1.20 -5.03 0.09
200901 -13.76 -8.12 -0.98 -9.86 -1.88 0.00
200902 -13.18 -10.09 -0.35 -6.90 4.29 0.01
200903 11.02 8.95 0.73 2.60 -11.35 0.02
200904 19.42 10.19 5.40 5.42 -34.72 0.01
200905 3.37 5.21 -2.66 0.56 -12.47 0.00
200906 -0.23 0.43 2.67 -2.44 5.31 0.01
200907 11.92 7.72 2.50 4.73 -5.47 0.01
200908 5.32 3.32 -0.51 7.59 -8.87 0.01
200909 5.55 4.08 2.47 1.40 -5.02 0.01
200910 -7.23 -2.59 -4.22 -4.37 2.67 0.00
200911 3.34 5.56 -2.65 0.17 0.37 0.00
200912 7.93 2.75 5.79 0.73 2.89 0.01
201001 -2.27 -3.36 0.19 0.61 -5.34 0.00
201002 5.57 3.40 1.44 2.74 3.62 0.00
201003 8.36 6.32 1.58 2.03 3.70 0.01
201004 7.22 2.00 4.94 3.15 3.14 0.00
201005 -9.01 -7.89 -0.08 -2.33 -0.22 0.01
201006 -9.48 -5.56 -2.13 -4.26 -2.90 0.01
201007 7.81 6.92 0.17 0.22 1.92 0.01
201008 -8.10 -4.77 -2.94 -1.64 -0.13 0.01
201009 12.24 9.54 3.84 -3.02 1.35 0.01
201010 3.72 3.88 1.04 -2.30 1.58 0.01
201011 3.98 0.60 3.66 -0.54 2.51 0.01
201012 8.97 6.82 0.78 3.58 -3.21 0.01
201101 0.70 2.01 -2.46 0.86 -0.30 0.01
201102 5.66 3.49 1.63 1.67 2.05 0.01
201103 1.92 0.48 2.62 -1.22 3.59 0.01
201104 1.56 2.90 -0.32 -2.25 0.08 0.00
201105 -2.49 -1.27 -0.65 -2.21 -0.58 0.00
201106 -2.16 -1.75 -0.08 -0.42 1.76 0.00
201107 -3.48 -2.34 -1.40 -1.20 0.14 0.00
201108 -10.06 -6.00 -3.30 -1.56 -0.35 0.01
201109 -12.41 -7.60 -3.68 -1.06 -2.52 0.00
201110 15.76 11.34 3.58 -0.90 -1.45 0.00
201111 0.30 -0.26 -0.26 -0.17 4.00 0.00
201112 0.99 0.74 -0.57 1.53 1.89 0.00
201201 6.08 5.06 2.52 -2.13 -7.95 0.00
201202 3.61 4.43 -1.65 0.04 -0.28 0.00
201203 1.91 3.11 -0.23 -0.07 1.46 0.00
201204 -1.68 -0.84 -0.61 -0.20 3.84 0.00
201205 -7.43 -6.20 -0.10 0.10 6.61 0.01
201206 4.05 3.88 0.82 0.46 -1.14 0.00
201207 -0.50 0.79 -2.59 0.02 3.06 0.00
201208 4.62 2.56 0.72 0.59 -2.51 0.01
201209 3.20 2.74 0.49 1.57 -1.02 0.01
201210 -0.59 -1.75 -1.07 4.17 0.12 0.01
201211 1.66 0.77 0.67 -1.10 0.37 0.01
201212 3.46 1.18 1.66 3.28 -2.92 0.01
201301 6.87 5.58 0.49 1.35 -1.87 0.00
201302 1.71 1.28 -0.38 0.31 1.47 0.00
201303 4.87 4.03 0.84 -0.06 2.08 0.00
201304 -1.00 1.56 -2.43 0.36 0.34 0.00
201305 4.91 2.81 1.93 1.31 -1.89 0.00
201306 -0.69 -1.21 1.23 -0.45 0.65 0.00
201307 7.02 5.65 1.85 0.79 1.69 0.00
201308 -3.71 -2.69 0.28 -2.46 0.05 0.00
201309 5.62 3.76 2.85 -1.51 3.01 0.00
201310 4.28 4.17 -1.52 1.39 0.11 0.00
201311 4.44 3.12 1.32 -0.38 0.35 0.00
201312 2.62 2.81 -0.44 -0.17 0.05 0.00
201401 -4.71 -3.26 0.85 -1.83 1.66 0.00
201402 5.13 4.65 0.27 -0.48 2.15 0.00
201403 2.02 0.41 -1.81 4.72 -3.26 0.00
201404 -1.81 -0.14 -4.23 1.57 -3.80 0.00
201405 0.97 2.06 -1.88 -0.40 0.84 0.00
201406 4.22 2.59 2.98 -0.63 0.60 0.00
201407 -4.96 -2.05 -4.28 0.03 -0.28 0.00
201408 5.09 4.23 0.49 -0.75 0.74 0.00

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