Regression from Nov 2005 - Oct 2013

Rm-Rf Alpha R2
1.23 -2.85% 0.839
Standard error 0.0557 0.0026
t-statistics 22.10 -0.90

Fund Profile

Symbol FDM
Issuer First Trust
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Nov 2005 - Oct 2013

Month RaR Rm-Rf Rf
200511 5.08 3.62 0.31
200512 -0.05 -0.25 0.32
200601 6.92 3.04 0.35
200602 -0.10 -0.30 0.34
200603 3.57 1.46 0.37
200604 0.64 0.72 0.36
200605 -4.85 -3.57 0.43
200606 -0.43 -0.35 0.40
200607 -3.47 -0.78 0.40
200608 1.45 2.03 0.42
200609 1.18 1.84 0.41
200610 6.14 3.23 0.41
200611 2.52 1.71 0.42
200612 1.88 0.87 0.40
200701 1.01 1.41 0.44
200702 -0.26 -1.95 0.38
200703 -0.39 0.68 0.43
200704 1.44 3.49 0.44
200705 4.14 3.24 0.41
200706 -0.17 -1.96 0.40
200707 -6.14 -3.74 0.40
200708 0.84 0.92 0.42
200709 2.76 3.23 0.32
200710 -1.07 1.80 0.32
200711 -7.51 -4.82 0.34
200712 -1.68 -0.86 0.27
200801 -7.97 -6.35 0.21
200802 -1.86 -3.09 0.13
200803 1.00 -0.94 0.17
200804 2.60 4.60 0.18
200805 3.55 1.86 0.18
200806 -7.68 -8.44 0.17
200807 4.14 -0.77 0.15
200808 1.88 1.53 0.13
200809 -6.45 -9.24 0.15
200810 -20.83 -17.23 0.08
200811 -9.04 -7.86 0.03
200812 5.64 1.66 0.09
200901 -16.22 -8.12 0.00
200902 -11.32 -10.09 0.01
200903 7.66 8.95 0.02
200904 19.58 10.19 0.01
200905 -0.51 5.21 0.00
200906 2.21 0.43 0.01
200907 9.46 7.72 0.01
200908 1.58 3.32 0.01
200909 6.95 4.08 0.01
200910 -6.50 -2.59 0.00
200911 3.05 5.56 0.00
200912 7.69 2.75 0.01
201001 -3.74 -3.36 0.00
201002 3.83 3.40 0.00
201003 7.08 6.32 0.01
201004 6.62 2.00 0.00
201005 -8.36 -7.89 0.01
201006 -6.99 -5.56 0.01
201007 6.38 6.92 0.01
201008 -9.56 -4.77 0.01
201009 11.88 9.54 0.01
201010 5.42 3.88 0.01
201011 5.25 0.60 0.01
201012 8.11 6.82 0.01
201101 -0.47 2.01 0.01
201102 4.59 3.49 0.01
201103 3.04 0.48 0.01
201104 1.95 2.90 0.00
201105 -2.90 -1.27 0.00
201106 -2.63 -1.75 0.00
201107 -3.42 -2.34 0.00
201108 -12.37 -6.00 0.01
201109 -11.34 -7.60 0.00
201110 18.26 11.34 0.00
201111 -2.44 -0.26 0.00
201112 2.08 0.74 0.00
201201 7.29 5.06 0.00
201202 0.57 4.43 0.00
201203 4.11 3.11 0.00
201204 -2.36 -0.84 0.00
201205 -6.74 -6.20 0.01
201206 4.14 3.88 0.00
201207 -0.96 0.79 0.00
201208 2.17 2.56 0.01
201209 3.64 2.74 0.01
201210 -2.19 -1.75 0.01
201211 1.35 0.77 0.01
201212 4.47 1.18 0.01
201301 4.72 5.58 0.00
201302 1.64 1.28 0.00
201303 3.60 4.03 0.00
201304 -0.52 1.56 0.00
201305 6.11 2.81 0.00
201306 -0.38 -1.21 0.00
201307 8.10 5.65 0.00
201308 -4.22 -2.69 0.00
201309 6.46 3.76 0.00
201310 -2.66 4.17 0.00

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