Regression from Feb 1999 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.07 0.64 0.64 -0.49% 0.951
Standard error 0.0221 0.0299 0.0304 0.0010
t-statistics 48.46 21.30 21.10 -0.41

Fund Profile

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

Rolling Charts:


Fund Returns from Feb 1999 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
199902 -7.74 -4.08 -5.55 1.56 0.35
199903 0.15 3.45 -3.84 -2.93 0.43
199904 11.57 4.34 3.18 2.45 0.37
199905 4.50 -2.46 3.64 2.69 0.34
199906 5.48 4.77 3.45 -4.19 0.40
199907 -1.36 -3.47 2.25 0.51 0.38
199908 -2.76 -1.38 -1.32 -0.95 0.39
199909 -2.84 -2.81 3.16 -2.98 0.39
199910 -3.72 6.13 -6.78 -3.24 0.39
199911 3.86 3.37 7.78 -8.02 0.36
199912 4.52 7.72 7.01 -9.20 0.44
200001 -2.16 -4.73 4.37 0.24 0.41
200002 5.71 2.45 22.02 -12.68 0.43
200003 4.18 5.20 -16.39 7.67 0.47
200004 -2.00 -6.40 -7.73 9.13 0.46
200005 -3.01 -4.43 -4.85 3.72 0.50
200006 2.61 4.64 13.70 -10.05 0.40
200007 0.48 -2.45 -2.80 8.51 0.48
200008 6.74 7.14 -0.89 -1.28 0.50
200009 -1.47 -5.44 -1.87 6.85 0.51
200010 -2.40 -2.77 -3.66 4.79 0.56
200011 -4.81 -10.73 -3.10 12.42 0.51
200012 8.37 1.19 1.55 6.13 0.50
200101 9.32 3.12 7.03 -5.70 0.54
200102 -1.25 -10.08 -1.15 13.87 0.39
200103 -3.47 -7.27 0.55 6.36 0.44
200104 6.87 7.95 0.27 -4.36 0.39
200105 4.49 0.73 2.99 2.77 0.32
200106 0.49 -1.93 6.38 -2.14 0.28
200107 1.17 -2.13 -4.22 5.62 0.30
200108 -2.02 -6.46 2.13 3.37 0.31
200109 -16.27 -9.26 -6.61 1.80 0.28
200110 5.39 2.47 6.88 -7.03 0.22
200111 9.33 7.54 0.38 0.69 0.17
200112 7.22 1.60 5.14 0.43 0.15
200201 0.38 -1.44 1.12 3.45 0.14
200202 -1.23 -2.29 -1.61 3.91 0.13
200203 9.46 4.24 4.30 1.17 0.13
200204 1.66 -5.20 5.86 4.21 0.15
200205 -3.87 -1.38 -3.72 2.54 0.14
200206 -4.83 -7.21 3.49 1.56 0.13
200207 -16.06 -8.18 -5.14 -3.63 0.15
200208 -0.89 0.50 -2.26 2.24 0.14
200209 -8.58 -10.35 2.70 1.23 0.14
200210 1.73 7.83 -2.98 -6.49 0.14
200211 9.34 5.96 3.17 -1.57 0.12
200212 -4.88 -5.76 -0.45 3.90 0.11
200301 -2.80 -2.57 1.40 -0.88 0.10
200302 -4.08 -1.89 -0.26 -1.46 0.09
200303 0.00 1.09 0.77 -1.67 0.10
200304 10.64 8.22 1.15 -0.06 0.10
200305 11.43 6.05 4.78 0.15 0.09
200306 3.55 1.42 1.51 0.68 0.10
200307 6.18 2.34 5.57 -2.11 0.07
200308 5.17 2.34 2.67 1.71 0.07
200309 -1.05 -1.23 0.55 1.00 0.08
200310 9.94 6.08 2.89 1.80 0.07
200311 4.36 1.35 2.21 1.46 0.07
200312 3.63 4.30 -2.78 2.68 0.08
200401 4.10 2.15 2.63 1.64 0.07
200402 1.51 1.40 -1.15 0.42 0.06
200403 0.92 -1.33 1.85 0.04 0.09
200404 -3.99 -1.83 -2.54 -1.69 0.08
200405 0.51 1.18 -0.16 -0.29 0.06
200406 5.22 1.86 2.32 1.66 0.08
200407 -5.79 -4.07 -3.82 4.48 0.10
200408 -1.24 0.08 -1.59 1.13 0.11
200409 5.11 1.61 2.89 0.36 0.11
200410 0.92 1.43 0.43 -0.84 0.11
200411 9.71 4.54 4.17 1.93 0.15
200412 3.82 3.43 0.19 -0.35 0.16
200501 -3.07 -2.75 -1.65 2.66 0.16
200502 2.47 1.89 -0.72 2.83 0.16
200503 -2.28 -1.96 -1.38 1.75 0.21
200504 -6.89 -2.61 -4.00 -0.46 0.21
200505 6.04 3.65 2.99 -1.23 0.24
200506 3.97 0.56 2.56 2.78 0.23
200507 7.14 3.92 2.77 -0.45 0.24
200508 -1.21 -1.22 -0.88 1.41 0.30
200509 0.64 0.48 -0.68 1.16 0.29
200510 -2.77 -2.00 -1.03 -0.70 0.27
200511 4.58 3.62 1.00 -1.85 0.31
200512 0.11 -0.25 -0.51 0.48 0.32
200601 8.63 3.04 5.33 1.17 0.35
200602 -0.63 -0.30 -0.31 -0.85 0.34
200603 5.42 1.46 3.56 -0.11 0.37
200604 1.10 0.72 -1.24 3.08 0.36
200605 -4.54 -3.57 -3.04 2.77 0.43
200606 0.05 -0.35 -0.53 1.51 0.40
200607 -3.72 -0.78 -3.99 3.27 0.40
200608 1.93 2.03 0.83 -1.75 0.42
200609 1.00 1.84 -1.24 -0.42 0.41
200610 5.16 3.23 1.64 0.48 0.41
200611 2.58 1.71 0.77 0.48 0.42
200612 1.01 0.87 -0.89 2.51 0.40
200701 2.10 1.41 0.09 -0.02 0.44
200702 -0.52 -1.95 1.38 0.24 0.38
200703 1.22 0.68 -0.26 0.39 0.43
200704 1.91 3.49 -2.09 -0.96 0.44
200705 3.83 3.24 -0.04 -0.13 0.41
200706 -1.49 -1.96 0.76 -1.06 0.40
200707 -7.32 -3.74 -2.67 -2.99 0.40
200708 -0.10 0.92 -0.14 -2.36 0.42
200709 0.05 3.23 -2.46 -2.13 0.32
200710 0.87 1.80 0.21 -1.97 0.32
200711 -7.78 -4.82 -2.77 -1.09 0.34
200712 -0.98 -0.86 0.05 -0.03 0.27
200801 -4.76 -6.35 -0.77 3.05 0.21
200802 -2.69 -3.09 -0.55 -0.03 0.13
200803 0.90 -0.94 0.83 0.28 0.17
200804 3.02 4.60 -1.49 -0.03 0.18
200805 4.13 1.86 2.98 -0.34 0.18
200806 -9.44 -8.44 1.07 -1.02 0.17
200807 0.69 -0.77 3.58 3.69 0.15
200808 3.43 1.53 3.75 1.48 0.13
200809 -8.57 -9.24 -0.34 4.40 0.15
200810 -21.64 -17.23 -2.28 -2.99 0.08
200811 -12.96 -7.86 -3.63 -4.94 0.03
200812 5.50 1.66 3.97 -1.20 0.09
200901 -13.53 -8.12 -0.98 -9.86 0.00
200902 -13.90 -10.09 -0.35 -6.90 0.01
200903 9.14 8.95 0.73 2.60 0.02
200904 18.72 10.19 5.40 5.42 0.01
200905 4.09 5.21 -2.66 0.56 0.00
200906 -0.50 0.43 2.67 -2.44 0.01
200907 11.77 7.72 2.50 4.73 0.01
200908 4.82 3.32 -0.51 7.59 0.01
200909 5.31 4.08 2.47 1.40 0.01
200910 -6.82 -2.59 -4.22 -4.37 0.00
200911 3.37 5.56 -2.65 0.17 0.00
200912 7.57 2.75 5.79 0.73 0.01
201001 -2.50 -3.36 0.19 0.61 0.00
201002 5.74 3.40 1.44 2.74 0.00
201003 8.10 6.32 1.58 2.03 0.01
201004 7.44 2.00 4.94 3.15 0.00
201005 -8.52 -7.89 -0.08 -2.33 0.01
201006 -9.07 -5.56 -2.13 -4.26 0.01
201007 7.86 6.92 0.17 0.22 0.01
201008 -7.90 -4.77 -2.94 -1.64 0.01
201009 11.84 9.54 3.84 -3.02 0.01
201010 4.40 3.88 1.04 -2.30 0.01
201011 3.87 0.60 3.66 -0.54 0.01
201012 8.66 6.82 0.78 3.58 0.01
201101 0.45 2.01 -2.46 0.86 0.01
201102 5.63 3.49 1.63 1.67 0.01
201103 1.85 0.48 2.62 -1.22 0.01
201104 1.77 2.90 -0.32 -2.25 0.00
201105 -2.39 -1.27 -0.65 -2.21 0.00
201106 -1.97 -1.75 -0.08 -0.42 0.00
201107 -3.16 -2.34 -1.40 -1.20 0.00
201108 -10.05 -6.00 -3.30 -1.56 0.01
201109 -11.89 -7.60 -3.68 -1.06 0.00
201110 15.80 11.34 3.58 -0.90 0.00
201111 -0.22 -0.26 -0.26 -0.17 0.00
201112 0.97 0.74 -0.57 1.53 0.00
201201 6.42 5.06 2.52 -2.13 0.00
201202 3.72 4.43 -1.65 0.04 0.00
201203 2.04 3.11 -0.23 -0.07 0.00
201204 -1.62 -0.84 -0.61 -0.20 0.00
201205 -7.34 -6.20 -0.10 0.10 0.01
201206 3.96 3.88 0.82 0.46 0.00
201207 -0.35 0.79 -2.59 0.02 0.00
201208 4.48 2.56 0.72 0.59 0.01
201209 3.23 2.74 0.49 1.57 0.01
201210 -0.19 -1.75 -1.07 4.17 0.01
201211 1.92 0.77 0.67 -1.10 0.01
201212 3.58 1.18 1.66 3.28 0.01
201301 6.78 5.58 0.49 1.35 0.00
201302 1.78 1.28 -0.38 0.31 0.00
201303 4.85 4.03 0.84 -0.06 0.00
201304 -0.78 1.56 -2.43 0.36 0.00
201305 4.82 2.81 1.93 1.31 0.00
201306 -0.71 -1.21 1.23 -0.45 0.00
201307 7.11 5.65 1.85 0.79 0.00
201308 -3.72 -2.69 0.28 -2.46 0.00
201309 5.62 3.76 2.85 -1.51 0.00
201310 3.90 4.17 -1.52 1.39 0.00
201311 5.02 3.12 1.32 -0.38 0.00
201312 2.85 2.81 -0.44 -0.17 0.00
201401 -4.90 -3.26 0.85 -1.83 0.00
201402 4.99 4.65 0.27 -0.48 0.00
201403 1.36 0.41 -1.81 4.72 0.00
201404 -1.79 -0.14 -4.23 1.57 0.00
201405 1.39 2.06 -1.88 -0.40 0.00
201406 4.09 2.59 2.98 -0.63 0.00
201407 -4.90 -2.05 -4.28 0.03 0.00
201408 5.25 4.23 0.49 -0.75 0.00

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