Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
1.28 -4.06% 0.501
Standard error 0.1481 0.0077
t-statistics 8.62 -0.44

Fund Profile

Symbol FCG
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -5.22 -3.74 0.40
200708 -3.23 0.92 0.42
200709 9.30 3.23 0.32
200710 11.11 1.80 0.32
200711 -8.47 -4.82 0.34
200712 7.19 -0.86 0.27
200801 -4.59 -6.35 0.21
200802 12.51 -3.09 0.13
200803 -1.63 -0.94 0.17
200804 12.57 4.60 0.18
200805 11.32 1.86 0.18
200806 7.15 -8.44 0.17
200807 -21.66 -0.77 0.15
200808 -0.99 1.53 0.13
200809 -18.25 -9.24 0.15
200810 -25.23 -17.23 0.08
200811 -12.57 -7.86 0.03
200812 -9.77 1.66 0.09
200901 -0.52 -8.12 0.00
200902 -15.14 -10.09 0.01
200903 0.00 8.95 0.02
200904 20.92 10.19 0.01
200905 20.61 5.21 0.00
200906 -11.67 0.43 0.01
200907 10.43 7.72 0.01
200908 2.38 3.32 0.01
200909 15.42 4.08 0.01
200910 -3.72 -2.59 0.00
200911 1.27 5.56 0.00
200912 8.45 2.75 0.01
201001 -4.33 -3.36 0.00
201002 6.21 3.40 0.00
201003 -3.07 6.32 0.01
201004 5.68 2.00 0.00
201005 -10.03 -7.89 0.01
201006 -7.58 -5.56 0.01
201007 4.73 6.92 0.01
201008 -6.05 -4.77 0.01
201009 9.89 9.54 0.01
201010 3.51 3.88 0.01
201011 5.72 0.60 0.01
201012 9.52 6.82 0.01
201101 5.97 2.01 0.01
201102 7.86 3.49 0.01
201103 3.83 0.48 0.01
201104 0.78 2.90 0.00
201105 -4.95 -1.27 0.00
201106 -3.44 -1.75 0.00
201107 3.84 -2.34 0.00
201108 -12.50 -6.00 0.01
201109 -19.19 -7.60 0.00
201110 19.66 11.34 0.00
201111 3.41 -0.26 0.00
201112 -6.96 0.74 0.00
201201 -3.82 5.06 0.00
201202 8.76 4.43 0.00
201203 -7.10 3.11 0.00
201204 0.63 -0.84 0.00
201205 -13.95 -6.20 0.01
201206 7.71 3.88 0.00
201207 0.12 0.79 0.00
201208 -0.18 2.56 0.01
201209 6.00 2.74 0.01
201210 -4.04 -1.75 0.01
201211 -5.48 0.77 0.01
201212 -0.57 1.18 0.01
201301 4.42 5.58 0.00
201302 -1.53 1.28 0.00
201303 4.48 4.03 0.00
201304 -4.05 1.56 0.00
201305 4.91 2.81 0.00
201306 -4.85 -1.21 0.00
201307 7.72 5.65 0.00
201308 0.40 -2.69 0.00
201309 7.65 3.76 0.00
201310 1.60 4.17 0.00

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