Regression from Aug 2006 - Oct 2013

Rm-Rf Alpha R2
1.18 6.51% 0.767
Standard error 0.0703 0.0035
t-statistics 16.71 1.56

Fund Profile

Symbol FDN
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2006 - Oct 2013

Month RaR Rm-Rf Rf
200608 7.34 2.03 0.42
200609 2.90 1.84 0.41
200610 6.65 3.23 0.41
200611 3.77 1.71 0.42
200612 -2.77 0.87 0.40
200701 4.93 1.41 0.44
200702 -1.23 -1.95 0.38
200703 -0.34 0.68 0.43
200704 5.21 3.49 0.44
200705 6.75 3.24 0.41
200706 -0.92 -1.96 0.40
200707 -6.73 -3.74 0.40
200708 0.29 0.92 0.42
200709 7.32 3.23 0.32
200710 7.28 1.80 0.32
200711 -7.07 -4.82 0.34
200712 -3.21 -0.86 0.27
200801 -11.86 -6.35 0.21
200802 1.13 -3.09 0.13
200803 -0.63 -0.94 0.17
200804 8.20 4.60 0.18
200805 4.41 1.86 0.18
200806 -10.89 -8.44 0.17
200807 -2.19 -0.77 0.15
200808 -0.14 1.53 0.13
200809 -14.25 -9.24 0.15
200810 -22.07 -17.23 0.08
200811 -10.49 -7.86 0.03
200812 7.28 1.66 0.09
200901 -3.71 -8.12 0.00
200902 3.12 -10.09 0.01
200903 7.63 8.95 0.02
200904 19.65 10.19 0.01
200905 4.86 5.21 0.00
200906 -0.48 0.43 0.01
200907 9.15 7.72 0.01
200908 3.09 3.32 0.01
200909 9.09 4.08 0.01
200910 -1.61 -2.59 0.00
200911 5.41 5.56 0.00
200912 5.51 2.75 0.01
201001 -6.74 -3.36 0.00
201002 3.29 3.40 0.00
201003 10.22 6.32 0.01
201004 2.33 2.00 0.00
201005 -6.09 -7.89 0.01
201006 -6.84 -5.56 0.01
201007 8.72 6.92 0.01
201008 1.08 -4.77 0.01
201009 14.65 9.54 0.01
201010 8.59 3.88 0.01
201011 1.84 0.60 0.01
201012 3.22 6.82 0.01
201101 0.52 2.01 0.01
201102 2.93 3.49 0.01
201103 2.40 0.48 0.01
201104 3.66 2.90 0.00
201105 -2.04 -1.27 0.00
201106 -1.82 -1.75 0.00
201107 -2.15 -2.34 0.00
201108 -8.55 -6.00 0.01
201109 -9.56 -7.60 0.00
201110 14.19 11.34 0.00
201111 -3.46 -0.26 0.00
201112 -0.06 0.74 0.00
201201 4.40 5.06 0.00
201202 4.66 4.43 0.00
201203 5.13 3.11 0.00
201204 -0.78 -0.84 0.00
201205 -6.98 -6.20 0.01
201206 3.07 3.88 0.00
201207 -0.60 0.79 0.00
201208 4.65 2.56 0.01
201209 3.32 2.74 0.01
201210 -4.27 -1.75 0.01
201211 4.93 0.77 0.01
201212 2.28 1.18 0.01
201301 8.93 5.58 0.00
201302 0.33 1.28 0.00
201303 1.29 4.03 0.00
201304 0.46 1.56 0.00
201305 5.72 2.81 0.00
201306 -0.92 -1.21 0.00
201307 8.46 5.65 0.00
201308 0.69 -2.69 0.00
201309 8.45 3.76 0.00
201310 -4.04 4.17 0.00

Other Funds


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