Regression from Feb 2013 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.13 -0.20 -0.19 -0.09 -4.08% 0.973
Standard error 0.0619 0.0723 0.1324 0.1202 0.0015
t-statistics 18.33 -2.78 -1.43 -0.71 -2.23

Fund Profile

Symbol DUSLX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Feb 2013 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201302 1.15 1.28 -0.38 0.31 1.47 0.00
201303 3.49 4.03 0.84 -0.06 2.08 0.00
201304 1.55 1.56 -2.43 0.36 0.34 0.00
201305 2.61 2.81 1.93 1.31 -1.89 0.00
201306 -1.75 -1.21 1.23 -0.45 0.65 0.00
201307 5.53 5.65 1.85 0.79 1.69 0.00
201308 -2.36 -2.69 0.28 -2.46 0.05 0.00
201309 3.89 3.76 2.85 -1.51 3.01 0.00
201310 4.58 4.17 -1.52 1.39 0.11 0.00
201311 3.26 3.12 1.32 -0.38 0.35 0.00
201312 1.77 2.81 -0.44 -0.17 0.05 0.00
201401 -4.47 -3.26 0.85 -1.83 1.66 0.00
201402 5.23 4.65 0.27 -0.48 2.15 0.00
201403 0.00 0.41 -1.81 4.72 -3.26 0.00
201404 0.45 -0.14 -4.23 1.57 -3.80 0.00
201405 2.55 2.06 -1.88 -0.40 0.84 0.00
201406 1.24 2.59 2.98 -0.63 0.60 0.00
201407 -1.81 -2.05 -4.28 0.03 -0.28 0.00
201408 4.56 4.23 0.49 -0.75 0.74 0.00

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