Regression from Aug 2006 - Oct 2013

Rm-Rf Alpha R2
0.97 9.97% 0.433
Standard error 0.1199 0.0059
t-statistics 8.06 1.41

Fund Profile

Symbol FBT
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2006 - Oct 2013

Month RaR Rm-Rf Rf
200608 3.14 2.03 0.42
200609 0.14 1.84 0.41
200610 14.04 3.23 0.41
200611 0.68 1.71 0.42
200612 -2.19 0.87 0.40
200701 2.45 1.41 0.44
200702 -3.94 -1.95 0.38
200703 3.06 0.68 0.43
200704 7.67 3.49 0.44
200705 -0.20 3.24 0.41
200706 -5.76 -1.96 0.40
200707 -2.18 -3.74 0.40
200708 2.14 0.92 0.42
200709 5.61 3.23 0.32
200710 2.38 1.80 0.32
200711 -1.74 -4.82 0.34
200712 -5.05 -0.86 0.27
200801 -4.90 -6.35 0.21
200802 -3.32 -3.09 0.13
200803 1.72 -0.94 0.17
200804 1.51 4.60 0.18
200805 1.49 1.86 0.18
200806 -2.93 -8.44 0.17
200807 17.31 -0.77 0.15
200808 -3.71 1.53 0.13
200809 -6.33 -9.24 0.15
200810 -14.14 -17.23 0.08
200811 -11.38 -7.86 0.03
200812 8.54 1.66 0.09
200901 -1.93 -8.12 0.00
200902 -5.75 -10.09 0.01
200903 7.47 8.95 0.02
200904 -1.48 10.19 0.01
200905 1.92 5.21 0.00
200906 7.74 0.43 0.01
200907 24.81 7.72 0.01
200908 6.36 3.32 0.01
200909 -0.32 4.08 0.01
200910 -10.96 -2.59 0.00
200911 8.02 5.56 0.00
200912 6.05 2.75 0.01
201001 2.42 -3.36 0.00
201002 7.73 3.40 0.00
201003 17.93 6.32 0.01
201004 -2.48 2.00 0.00
201005 -12.25 -7.89 0.01
201006 -2.83 -5.56 0.01
201007 3.43 6.92 0.01
201008 0.09 -4.77 0.01
201009 9.16 9.54 0.01
201010 0.69 3.88 0.01
201011 -2.02 0.60 0.01
201012 13.53 6.82 0.01
201101 -1.23 2.01 0.01
201102 0.00 3.49 0.01
201103 6.65 0.48 0.01
201104 6.80 2.90 0.00
201105 1.14 -1.27 0.00
201106 -1.48 -1.75 0.00
201107 -7.30 -2.34 0.00
201108 -11.84 -6.00 0.01
201109 -7.73 -7.60 0.00
201110 6.29 11.34 0.00
201111 -8.31 -0.26 0.00
201112 1.37 0.74 0.00
201201 21.16 5.06 0.00
201202 -0.76 4.43 0.00
201203 7.64 3.11 0.00
201204 4.14 -0.84 0.00
201205 -3.32 -6.20 0.01
201206 2.94 3.88 0.00
201207 -0.84 0.79 0.00
201208 0.37 2.56 0.01
201209 6.42 2.74 0.01
201210 -10.39 -1.75 0.01
201211 10.27 0.77 0.01
201212 0.22 1.18 0.01
201301 7.66 5.58 0.00
201302 2.45 1.28 0.00
201303 7.22 4.03 0.00
201304 5.67 1.56 0.00
201305 2.93 2.81 0.00
201306 -1.54 -1.21 0.00
201307 9.54 5.65 0.00
201308 -4.13 -2.69 0.00
201309 6.04 3.76 0.00
201310 -5.86 4.17 0.00

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