Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
1.16 1.48% 0.900
Standard error 0.0450 0.0023
t-statistics 25.77 0.53

Fund Profile

Symbol FNX
Issuer First Trust
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -5.51 -3.74 0.40
200708 0.29 0.92 0.42
200709 2.22 3.23 0.32
200710 1.42 1.80 0.32
200711 -4.77 -4.82 0.34
200712 -0.07 -0.86 0.27
200801 -5.85 -6.35 0.21
200802 -1.99 -3.09 0.13
200803 -2.11 -0.94 0.17
200804 8.03 4.60 0.18
200805 5.36 1.86 0.18
200806 -8.52 -8.44 0.17
200807 -0.51 -0.77 0.15
200808 2.60 1.53 0.13
200809 -11.89 -9.24 0.15
200810 -21.07 -17.23 0.08
200811 -10.81 -7.86 0.03
200812 6.06 1.66 0.09
200901 -5.60 -8.12 0.00
200902 -8.65 -10.09 0.01
200903 5.95 8.95 0.02
200904 19.66 10.19 0.01
200905 3.15 5.21 0.00
200906 0.93 0.43 0.01
200907 10.14 7.72 0.01
200908 4.19 3.32 0.01
200909 6.12 4.08 0.01
200910 -4.46 -2.59 0.00
200911 4.05 5.56 0.00
200912 6.52 2.75 0.01
201001 -2.86 -3.36 0.00
201002 5.36 3.40 0.00
201003 7.76 6.32 0.01
201004 3.60 2.00 0.00
201005 -6.50 -7.89 0.01
201006 -7.51 -5.56 0.01
201007 6.76 6.92 0.01
201008 -5.39 -4.77 0.01
201009 11.94 9.54 0.01
201010 3.81 3.88 0.01
201011 3.25 0.60 0.01
201012 5.77 6.82 0.01
201101 2.20 2.01 0.01
201102 4.97 3.49 0.01
201103 3.07 0.48 0.01
201104 1.99 2.90 0.00
201105 -1.31 -1.27 0.00
201106 -1.32 -1.75 0.00
201107 -4.11 -2.34 0.00
201108 -7.18 -6.00 0.01
201109 -10.27 -7.60 0.00
201110 15.49 11.34 0.00
201111 0.46 -0.26 0.00
201112 -0.89 0.74 0.00
201201 6.13 5.06 0.00
201202 4.37 4.43 0.00
201203 1.54 3.11 0.00
201204 -0.58 -0.84 0.00
201205 -7.82 -6.20 0.01
201206 2.23 3.88 0.00
201207 -0.38 0.79 0.00
201208 2.52 2.56 0.01
201209 2.34 2.74 0.01
201210 -0.79 -1.75 0.01
201211 1.94 0.77 0.01
201212 2.37 1.18 0.01
201301 7.67 5.58 0.00
201302 1.11 1.28 0.00
201303 5.14 4.03 0.00
201304 -0.69 1.56 0.00
201305 3.41 2.81 0.00
201306 -2.20 -1.21 0.00
201307 6.50 5.65 0.00
201308 -3.61 -2.69 0.00
201309 6.01 3.76 0.00
201310 -1.42 4.17 0.00

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