Regression from Feb 1999 - Aug 2014

Rm-Rf Alpha R2
1.14 4.89% 0.773
Standard error 0.0455 0.0021
t-statistics 25.08 1.95

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 Rf
199902 -7.74 -4.08 0.35
199903 0.15 3.45 0.43
199904 11.57 4.34 0.37
199905 4.50 -2.46 0.34
199906 5.48 4.77 0.40
199907 -1.36 -3.47 0.38
199908 -2.76 -1.38 0.39
199909 -2.84 -2.81 0.39
199910 -3.72 6.13 0.39
199911 3.86 3.37 0.36
199912 4.52 7.72 0.44
200001 -2.16 -4.73 0.41
200002 5.71 2.45 0.43
200003 4.18 5.20 0.47
200004 -2.00 -6.40 0.46
200005 -3.01 -4.43 0.50
200006 2.61 4.64 0.40
200007 0.48 -2.45 0.48
200008 6.74 7.14 0.50
200009 -1.47 -5.44 0.51
200010 -2.40 -2.77 0.56
200011 -4.81 -10.73 0.51
200012 8.37 1.19 0.50
200101 9.32 3.12 0.54
200102 -1.25 -10.08 0.39
200103 -3.47 -7.27 0.44
200104 6.87 7.95 0.39
200105 4.49 0.73 0.32
200106 0.49 -1.93 0.28
200107 1.17 -2.13 0.30
200108 -2.02 -6.46 0.31
200109 -16.27 -9.26 0.28
200110 5.39 2.47 0.22
200111 9.33 7.54 0.17
200112 7.22 1.60 0.15
200201 0.38 -1.44 0.14
200202 -1.23 -2.29 0.13
200203 9.46 4.24 0.13
200204 1.66 -5.20 0.15
200205 -3.87 -1.38 0.14
200206 -4.83 -7.21 0.13
200207 -16.06 -8.18 0.15
200208 -0.89 0.50 0.14
200209 -8.58 -10.35 0.14
200210 1.73 7.83 0.14
200211 9.34 5.96 0.12
200212 -4.88 -5.76 0.11
200301 -2.80 -2.57 0.10
200302 -4.08 -1.89 0.09
200303 0.00 1.09 0.10
200304 10.64 8.22 0.10
200305 11.43 6.05 0.09
200306 3.55 1.42 0.10
200307 6.18 2.34 0.07
200308 5.17 2.34 0.07
200309 -1.05 -1.23 0.08
200310 9.94 6.08 0.07
200311 4.36 1.35 0.07
200312 3.63 4.30 0.08
200401 4.10 2.15 0.07
200402 1.51 1.40 0.06
200403 0.92 -1.33 0.09
200404 -3.99 -1.83 0.08
200405 0.51 1.18 0.06
200406 5.22 1.86 0.08
200407 -5.79 -4.07 0.10
200408 -1.24 0.08 0.11
200409 5.11 1.61 0.11
200410 0.92 1.43 0.11
200411 9.71 4.54 0.15
200412 3.82 3.43 0.16
200501 -3.07 -2.75 0.16
200502 2.47 1.89 0.16
200503 -2.28 -1.96 0.21
200504 -6.89 -2.61 0.21
200505 6.04 3.65 0.24
200506 3.97 0.56 0.23
200507 7.14 3.92 0.24
200508 -1.21 -1.22 0.30
200509 0.64 0.48 0.29
200510 -2.77 -2.00 0.27
200511 4.58 3.62 0.31
200512 0.11 -0.25 0.32
200601 8.63 3.04 0.35
200602 -0.63 -0.30 0.34
200603 5.42 1.46 0.37
200604 1.10 0.72 0.36
200605 -4.54 -3.57 0.43
200606 0.05 -0.35 0.40
200607 -3.72 -0.78 0.40
200608 1.93 2.03 0.42
200609 1.00 1.84 0.41
200610 5.16 3.23 0.41
200611 2.58 1.71 0.42
200612 1.01 0.87 0.40
200701 2.10 1.41 0.44
200702 -0.52 -1.95 0.38
200703 1.22 0.68 0.43
200704 1.91 3.49 0.44
200705 3.83 3.24 0.41
200706 -1.49 -1.96 0.40
200707 -7.32 -3.74 0.40
200708 -0.10 0.92 0.42
200709 0.05 3.23 0.32
200710 0.87 1.80 0.32
200711 -7.78 -4.82 0.34
200712 -0.98 -0.86 0.27
200801 -4.76 -6.35 0.21
200802 -2.69 -3.09 0.13
200803 0.90 -0.94 0.17
200804 3.02 4.60 0.18
200805 4.13 1.86 0.18
200806 -9.44 -8.44 0.17
200807 0.69 -0.77 0.15
200808 3.43 1.53 0.13
200809 -8.57 -9.24 0.15
200810 -21.64 -17.23 0.08
200811 -12.96 -7.86 0.03
200812 5.50 1.66 0.09
200901 -13.53 -8.12 0.00
200902 -13.90 -10.09 0.01
200903 9.14 8.95 0.02
200904 18.72 10.19 0.01
200905 4.09 5.21 0.00
200906 -0.50 0.43 0.01
200907 11.77 7.72 0.01
200908 4.82 3.32 0.01
200909 5.31 4.08 0.01
200910 -6.82 -2.59 0.00
200911 3.37 5.56 0.00
200912 7.57 2.75 0.01
201001 -2.50 -3.36 0.00
201002 5.74 3.40 0.00
201003 8.10 6.32 0.01
201004 7.44 2.00 0.00
201005 -8.52 -7.89 0.01
201006 -9.07 -5.56 0.01
201007 7.86 6.92 0.01
201008 -7.90 -4.77 0.01
201009 11.84 9.54 0.01
201010 4.40 3.88 0.01
201011 3.87 0.60 0.01
201012 8.66 6.82 0.01
201101 0.45 2.01 0.01
201102 5.63 3.49 0.01
201103 1.85 0.48 0.01
201104 1.77 2.90 0.00
201105 -2.39 -1.27 0.00
201106 -1.97 -1.75 0.00
201107 -3.16 -2.34 0.00
201108 -10.05 -6.00 0.01
201109 -11.89 -7.60 0.00
201110 15.80 11.34 0.00
201111 -0.22 -0.26 0.00
201112 0.97 0.74 0.00
201201 6.42 5.06 0.00
201202 3.72 4.43 0.00
201203 2.04 3.11 0.00
201204 -1.62 -0.84 0.00
201205 -7.34 -6.20 0.01
201206 3.96 3.88 0.00
201207 -0.35 0.79 0.00
201208 4.48 2.56 0.01
201209 3.23 2.74 0.01
201210 -0.19 -1.75 0.01
201211 1.92 0.77 0.01
201212 3.58 1.18 0.01
201301 6.78 5.58 0.00
201302 1.78 1.28 0.00
201303 4.85 4.03 0.00
201304 -0.78 1.56 0.00
201305 4.82 2.81 0.00
201306 -0.71 -1.21 0.00
201307 7.11 5.65 0.00
201308 -3.72 -2.69 0.00
201309 5.62 3.76 0.00
201310 3.90 4.17 0.00
201311 5.02 3.12 0.00
201312 2.85 2.81 0.00
201401 -4.90 -3.26 0.00
201402 4.99 4.65 0.00
201403 1.36 0.41 0.00
201404 -1.79 -0.14 0.00
201405 1.39 2.06 0.00
201406 4.09 2.59 0.00
201407 -4.90 -2.05 0.00
201408 5.25 4.23 0.00

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