Regression from Sep 2009 - Oct 2013

Rm-Rf SMB HML Mom Alpha R2
0.94 -0.16 0.06 0.05 0.51% 0.984
Standard error 0.0204 0.0382 0.0404 0.0267 0.0008
t-statistics 46.31 -4.21 1.41 1.70 0.56

Fund Profile

Symbol EQL
Issuer ALPS
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Sep 2009 - Oct 2013

Month RaR Rm-Rf SMB HML Mom Rf
200909 3.45 4.08 2.47 1.40 -5.02 0.01
200910 -2.01 -2.59 -4.22 -4.37 2.67 0.00
200911 6.35 5.56 -2.65 0.17 0.37 0.00
200912 2.78 2.75 5.79 0.73 2.89 0.01
201001 -4.21 -3.36 0.19 0.61 -5.34 0.00
201002 3.03 3.40 1.44 2.74 3.62 0.00
201003 5.54 6.32 1.58 2.03 3.70 0.01
201004 1.77 2.00 4.94 3.15 3.14 0.00
201005 -8.32 -7.89 -0.08 -2.33 -0.22 0.01
201006 -4.68 -5.56 -2.13 -4.26 -2.90 0.01
201007 6.72 6.92 0.17 0.22 1.92 0.01
201008 -3.18 -4.77 -2.94 -1.64 -0.13 0.01
201009 8.54 9.54 3.84 -3.02 1.35 0.01
201010 3.46 3.88 1.04 -2.30 1.58 0.01
201011 0.19 0.60 3.66 -0.54 2.51 0.01
201012 6.63 6.82 0.78 3.58 -3.21 0.01
201101 1.88 2.01 -2.46 0.86 -0.30 0.01
201102 3.24 3.49 1.63 1.67 2.05 0.01
201103 0.57 0.48 2.62 -1.22 3.59 0.01
201104 3.04 2.90 -0.32 -2.25 0.08 0.00
201105 -0.93 -1.27 -0.65 -2.21 -0.58 0.00
201106 -1.32 -1.75 -0.08 -0.42 1.76 0.00
201107 -2.15 -2.34 -1.40 -1.20 0.14 0.00
201108 -4.83 -6.00 -3.30 -1.56 -0.35 0.01
201109 -6.60 -7.60 -3.68 -1.06 -2.52 0.00
201110 9.70 11.34 3.58 -0.90 -1.45 0.00
201111 -0.03 -0.26 -0.26 -0.17 4.00 0.00
201112 0.94 0.74 -0.57 1.53 1.89 0.00
201201 4.21 5.06 2.52 -2.13 -7.95 0.00
201202 3.29 4.43 -1.65 0.04 -0.28 0.00
201203 2.64 3.11 -0.23 -0.07 1.46 0.00
201204 -0.34 -0.84 -0.61 -0.20 3.84 0.00
201205 -5.80 -6.20 -0.10 0.10 6.61 0.01
201206 4.11 3.88 0.82 0.46 -1.14 0.00
201207 1.40 0.79 -2.59 0.02 3.06 0.00
201208 1.46 2.56 0.72 0.59 -2.51 0.01
201209 2.85 2.74 0.49 1.57 -1.02 0.01
201210 -0.76 -1.75 -1.07 4.17 0.12 0.01
201211 -0.18 0.77 0.67 -1.10 0.37 0.01
201212 1.10 1.18 1.66 3.28 -2.92 0.01
201301 5.58 5.58 0.49 1.35 -1.87 0.00
201302 1.51 1.28 -0.38 0.31 1.47 0.00
201303 3.45 4.03 0.84 -0.06 2.08 0.00
201304 1.83 1.56 -2.43 0.36 0.34 0.00
201305 1.86 2.81 1.93 1.31 -1.89 0.00
201306 -1.21 -1.21 1.23 -0.45 0.65 0.00
201307 4.53 5.65 1.85 0.79 1.69 0.00
201308 -3.05 -2.69 0.28 -2.46 0.05 0.00
201309 3.33 3.76 2.85 -1.51 3.01 0.00
201310 5.46 4.17 -1.52 1.39 0.11 0.00

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