Regression from May 2006 - Oct 2013

Rm-Rf Alpha R2
0.81 -1.30% 0.549
Standard error 0.0782 0.0038
t-statistics 10.34 -0.28

Fund Profile

Symbol FDL
Issuer First Trust
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from May 2006 - Oct 2013

Month RaR Rm-Rf Rf
200605 -2.23 -3.57 0.43
200606 2.42 -0.35 0.40
200607 3.82 -0.78 0.40
200608 2.46 2.03 0.42
200609 2.28 1.84 0.41
200610 2.17 3.23 0.41
200611 0.80 1.71 0.42
200612 3.07 0.87 0.40
200701 1.21 1.41 0.44
200702 -2.18 -1.95 0.38
200703 2.06 0.68 0.43
200704 2.62 3.49 0.44
200705 2.71 3.24 0.41
200706 -3.73 -1.96 0.40
200707 -5.65 -3.74 0.40
200708 3.25 0.92 0.42
200709 0.61 3.23 0.32
200710 -1.48 1.80 0.32
200711 -5.30 -4.82 0.34
200712 -5.06 -0.86 0.27
200801 1.74 -6.35 0.21
200802 -9.51 -3.09 0.13
200803 -2.42 -0.94 0.17
200804 2.21 4.60 0.18
200805 -3.92 1.86 0.18
200806 -15.81 -8.44 0.17
200807 7.26 -0.77 0.15
200808 2.57 1.53 0.13
200809 0.53 -9.24 0.15
200810 -10.94 -17.23 0.08
200811 -7.63 -7.86 0.03
200812 0.55 1.66 0.09
200901 -21.44 -8.12 0.00
200902 -15.33 -10.09 0.01
200903 11.66 8.95 0.02
200904 14.00 10.19 0.01
200905 8.19 5.21 0.00
200906 2.29 0.43 0.01
200907 7.40 7.72 0.01
200908 1.45 3.32 0.01
200909 1.61 4.08 0.01
200910 -1.50 -2.59 0.00
200911 6.96 5.56 0.00
200912 3.84 2.75 0.01
201001 -3.46 -3.36 0.00
201002 0.50 3.40 0.00
201003 5.22 6.32 0.01
201004 0.24 2.00 0.00
201005 -5.66 -7.89 0.01
201006 -1.00 -5.56 0.01
201007 7.82 6.92 0.01
201008 -0.08 -4.77 0.01
201009 6.40 9.54 0.01
201010 1.54 3.88 0.01
201011 -2.24 0.60 0.01
201012 6.73 6.82 0.01
201101 -0.28 2.01 0.01
201102 3.47 3.49 0.01
201103 2.21 0.48 0.01
201104 3.22 2.90 0.00
201105 0.38 -1.27 0.00
201106 -1.33 -1.75 0.00
201107 -2.95 -2.34 0.00
201108 0.60 -6.00 0.01
201109 -1.12 -7.60 0.00
201110 4.52 11.34 0.00
201111 1.02 -0.26 0.00
201112 4.10 0.74 0.00
201201 -2.06 5.06 0.00
201202 2.04 4.43 0.00
201203 1.82 3.11 0.00
201204 1.61 -0.84 0.00
201205 -0.82 -6.20 0.01
201206 5.67 3.88 0.00
201207 2.79 0.79 0.00
201208 -1.96 2.56 0.01
201209 2.83 2.74 0.01
201210 0.05 -1.75 0.01
201211 -2.32 0.77 0.01
201212 -0.55 1.18 0.01
201301 4.55 5.58 0.00
201302 2.18 1.28 0.00
201303 5.50 4.03 0.00
201304 4.13 1.56 0.00
201305 -3.21 2.81 0.00
201306 0.20 -1.21 0.00
201307 3.80 5.65 0.00
201308 -3.47 -2.69 0.00
201309 1.36 3.76 0.00
201310 -1.20 4.17 0.00

Other Funds


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