Regression from Aug 2013 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.03 -0.08 0.01 -0.05 0.42% 0.998
Standard error 0.0206 0.0266 0.0443 0.0464 0.0005
t-statistics 49.91 -2.87 0.30 -1.18 0.65

Fund Profile

Symbol DUSQX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Aug 2013 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201308 -2.69 -2.69 0.28 -2.46 0.05 0.00
201309 3.56 3.76 2.85 -1.51 3.01 0.00
201310 4.39 4.17 -1.52 1.39 0.11 0.00
201311 3.20 3.12 1.32 -0.38 0.35 0.00
201312 2.66 2.81 -0.44 -0.17 0.05 0.00
201401 -3.63 -3.26 0.85 -1.83 1.66 0.00
201402 4.84 4.65 0.27 -0.48 2.15 0.00
201403 0.85 0.41 -1.81 4.72 -3.26 0.00
201404 0.51 -0.14 -4.23 1.57 -3.80 0.00
201405 2.28 2.06 -1.88 -0.40 0.84 0.00
201406 2.47 2.59 2.98 -0.63 0.60 0.00
201407 -1.69 -2.05 -4.28 0.03 -0.28 0.00
201408 4.17 4.23 0.49 -0.75 0.74 0.00

Other Funds


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