Regression from Aug 2006 - Oct 2013

Rm-Rf Alpha R2
0.94 -0.93% 0.810
Standard error 0.0492 0.0024
t-statistics 19.04 -0.32

Fund Profile

Symbol DTN
Issuer WisdomTree
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Aug 2006 - Oct 2013

Month RaR Rm-Rf Rf
200608 2.07 2.03 0.42
200609 1.96 1.84 0.41
200610 3.45 3.23 0.41
200611 1.34 1.71 0.42
200612 1.15 0.87 0.40
200701 2.60 1.41 0.44
200702 0.02 -1.95 0.38
200703 0.15 0.68 0.43
200704 3.06 3.49 0.44
200705 2.62 3.24 0.41
200706 -3.05 -1.96 0.40
200707 -3.87 -3.74 0.40
200708 1.40 0.92 0.42
200709 3.08 3.23 0.32
200710 1.26 1.80 0.32
200711 -4.03 -4.82 0.34
200712 -3.41 -0.86 0.27
200801 -1.34 -6.35 0.21
200802 -6.14 -3.09 0.13
200803 -1.94 -0.94 0.17
200804 3.31 4.60 0.18
200805 -1.38 1.86 0.18
200806 -13.95 -8.44 0.17
200807 2.56 -0.77 0.15
200808 2.88 1.53 0.13
200809 -1.99 -9.24 0.15
200810 -16.53 -17.23 0.08
200811 -10.35 -7.86 0.03
200812 2.60 1.66 0.09
200901 -13.96 -8.12 0.00
200902 -15.29 -10.09 0.01
200903 7.15 8.95 0.02
200904 15.70 10.19 0.01
200905 7.34 5.21 0.00
200906 0.86 0.43 0.01
200907 7.81 7.72 0.01
200908 2.96 3.32 0.01
200909 4.32 4.08 0.01
200910 -1.01 -2.59 0.00
200911 5.98 5.56 0.00
200912 4.62 2.75 0.01
201001 -3.13 -3.36 0.00
201002 2.65 3.40 0.00
201003 5.73 6.32 0.01
201004 1.78 2.00 0.00
201005 -6.42 -7.89 0.01
201006 -2.73 -5.56 0.01
201007 7.69 6.92 0.01
201008 -2.69 -4.77 0.01
201009 8.18 9.54 0.01
201010 3.97 3.88 0.01
201011 -0.05 0.60 0.01
201012 5.82 6.82 0.01
201101 0.81 2.01 0.01
201102 2.88 3.49 0.01
201103 1.51 0.48 0.01
201104 3.61 2.90 0.00
201105 1.39 -1.27 0.00
201106 -1.64 -1.75 0.00
201107 -3.17 -2.34 0.00
201108 -1.27 -6.00 0.01
201109 -3.78 -7.60 0.00
201110 7.56 11.34 0.00
201111 1.37 -0.26 0.00
201112 2.61 0.74 0.00
201201 1.91 5.06 0.00
201202 2.78 4.43 0.00
201203 1.49 3.11 0.00
201204 -0.31 -0.84 0.00
201205 -5.29 -6.20 0.01
201206 5.10 3.88 0.00
201207 2.67 0.79 0.00
201208 0.82 2.56 0.01
201209 2.15 2.74 0.01
201210 -0.42 -1.75 0.01
201211 0.33 0.77 0.01
201212 0.26 1.18 0.01
201301 5.52 5.58 0.00
201302 1.55 1.28 0.00
201303 4.84 4.03 0.00
201304 2.46 1.56 0.00
201305 -0.50 2.81 0.00
201306 -0.72 -1.21 0.00
201307 3.98 5.65 0.00
201308 -3.35 -2.69 0.00
201309 2.43 3.76 0.00
201310 -1.38 4.17 0.00

Other Funds


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