Regression from Jul 2006 - Oct 2013

Rm-Rf Alpha R2
1.11 3.53% 0.846
Standard error 0.0513 0.0025
t-statistics 21.74 1.17

Fund Profile

Symbol FPX
Issuer First Trust
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Jul 2006 - Oct 2013

Month RaR Rm-Rf Rf
200607 -4.37 -0.78 0.40
200608 0.46 2.03 0.42
200609 4.78 1.84 0.41
200610 6.46 3.23 0.41
200611 5.77 1.71 0.42
200612 1.06 0.87 0.40
200701 3.82 1.41 0.44
200702 -1.84 -1.95 0.38
200703 1.78 0.68 0.43
200704 1.33 3.49 0.44
200705 5.81 3.24 0.41
200706 0.00 -1.96 0.40
200707 -2.19 -3.74 0.40
200708 -2.63 0.92 0.42
200709 4.19 3.23 0.32
200710 5.23 1.80 0.32
200711 -2.96 -4.82 0.34
200712 1.91 -0.86 0.27
200801 -10.39 -6.35 0.21
200802 -3.39 -3.09 0.13
200803 -1.10 -0.94 0.17
200804 11.07 4.60 0.18
200805 4.55 1.86 0.18
200806 -7.07 -8.44 0.17
200807 -4.23 -0.77 0.15
200808 1.93 1.53 0.13
200809 -16.36 -9.24 0.15
200810 -20.61 -17.23 0.08
200811 -10.55 -7.86 0.03
200812 3.96 1.66 0.09
200901 -7.61 -8.12 0.00
200902 -4.12 -10.09 0.01
200903 7.41 8.95 0.02
200904 12.71 10.19 0.01
200905 5.57 5.21 0.00
200906 -0.66 0.43 0.01
200907 9.16 7.72 0.01
200908 1.76 3.32 0.01
200909 6.93 4.08 0.01
200910 -2.23 -2.59 0.00
200911 3.77 5.56 0.00
200912 6.72 2.75 0.01
201001 -3.20 -3.36 0.00
201002 1.65 3.40 0.00
201003 7.34 6.32 0.01
201004 1.76 2.00 0.00
201005 -9.36 -7.89 0.01
201006 -3.28 -5.56 0.01
201007 5.70 6.92 0.01
201008 -4.09 -4.77 0.01
201009 11.62 9.54 0.01
201010 3.19 3.88 0.01
201011 1.36 0.60 0.01
201012 5.97 6.82 0.01
201101 1.31 2.01 0.01
201102 4.18 3.49 0.01
201103 2.07 0.48 0.01
201104 4.46 2.90 0.00
201105 -0.70 -1.27 0.00
201106 -1.72 -1.75 0.00
201107 -3.94 -2.34 0.00
201108 -4.39 -6.00 0.01
201109 -9.31 -7.60 0.00
201110 13.22 11.34 0.00
201111 -0.97 -0.26 0.00
201112 0.43 0.74 0.00
201201 6.49 5.06 0.00
201202 9.91 4.43 0.00
201203 2.86 3.11 0.00
201204 -1.55 -0.84 0.00
201205 -6.69 -6.20 0.01
201206 2.68 3.88 0.00
201207 0.67 0.79 0.00
201208 2.93 2.56 0.01
201209 3.89 2.74 0.01
201210 -1.66 -1.75 0.01
201211 6.28 0.77 0.01
201212 2.09 1.18 0.01
201301 8.03 5.58 0.00
201302 1.11 1.28 0.00
201303 4.55 4.03 0.00
201304 1.31 1.56 0.00
201305 2.53 2.81 0.00
201306 -1.34 -1.21 0.00
201307 8.89 5.65 0.00
201308 -0.33 -2.69 0.00
201309 5.48 3.76 0.00
201310 -2.50 4.17 0.00

Other Funds


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