Regression from Sep 2012 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.13 1.26 -0.03 0.21 -2.30% 0.946
Standard error 0.1065 0.1478 0.1923 0.1997 0.0031
t-statistics 10.64 8.50 -0.16 1.04 -0.62

Fund Profile

Symbol DWAS
Issuer PowerShares
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Sep 2012 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201209 2.74 2.74 0.49 1.57 -1.02 0.01
201210 -2.74 -1.75 -1.07 4.17 0.12 0.01
201211 1.72 0.77 0.67 -1.10 0.37 0.01
201212 1.85 1.18 1.66 3.28 -2.92 0.01
201301 8.13 5.58 0.49 1.35 -1.87 0.00
201302 2.66 1.28 -0.38 0.31 1.47 0.00
201303 6.61 4.03 0.84 -0.06 2.08 0.00
201304 0.03 1.56 -2.43 0.36 0.34 0.00
201305 4.60 2.81 1.93 1.31 -1.89 0.00
201306 -0.49 -1.21 1.23 -0.45 0.65 0.00
201307 8.54 5.65 1.85 0.79 1.69 0.00
201308 -1.87 -2.69 0.28 -2.46 0.05 0.00
201309 6.43 3.76 2.85 -1.51 3.01 0.00
201310 0.73 4.17 -1.52 1.39 0.11 0.00
201311 5.27 3.12 1.32 -0.38 0.35 0.00
201312 1.35 2.81 -0.44 -0.17 0.05 0.00
201401 -2.95 -3.26 0.85 -1.83 1.66 0.00
201402 4.67 4.65 0.27 -0.48 2.15 0.00
201403 -2.70 0.41 -1.81 4.72 -3.26 0.00
201404 -7.50 -0.14 -4.23 1.57 -3.80 0.00
201405 0.55 2.06 -1.88 -0.40 0.84 0.00
201406 7.43 2.59 2.98 -0.63 0.60 0.00
201407 -8.68 -2.05 -4.28 0.03 -0.28 0.00
201408 7.10 4.23 0.49 -0.75 0.74 0.00

Other Funds


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