Regression from Feb 2013 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.05 0.94 0.15 -0.27 -1.32% 0.973
Standard error 0.0852 0.0995 0.1823 0.1655 0.0021
t-statistics 12.33 9.49 0.84 -1.63 -0.52

Fund Profile

Symbol DSCGX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Small Growth

Rolling Charts:


Fund Returns from Feb 2013 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201302 0.56 1.28 -0.38 0.31 1.47 0.00
201303 4.96 4.03 0.84 -0.06 2.08 0.00
201304 -1.25 1.56 -2.43 0.36 0.34 0.00
201305 5.60 2.81 1.93 1.31 -1.89 0.00
201306 0.00 -1.21 1.23 -0.45 0.65 0.00
201307 6.92 5.65 1.85 0.79 1.69 0.00
201308 -2.24 -2.69 0.28 -2.46 0.05 0.00
201309 6.21 3.76 2.85 -1.51 3.01 0.00
201310 3.70 4.17 -1.52 1.39 0.11 0.00
201311 4.31 3.12 1.32 -0.38 0.35 0.00
201312 0.85 2.81 -0.44 -0.17 0.05 0.00
201401 -4.73 -3.26 0.85 -1.83 1.66 0.00
201402 4.07 4.65 0.27 -0.48 2.15 0.00
201403 0.14 0.41 -1.81 4.72 -3.26 0.00
201404 -2.99 -0.14 -4.23 1.57 -3.80 0.00
201405 0.15 2.06 -1.88 -0.40 0.84 0.00
201406 5.05 2.59 2.98 -0.63 0.60 0.00
201407 -5.71 -2.05 -4.28 0.03 -0.28 0.00
201408 4.28 4.23 0.49 -0.75 0.74 0.00

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