Regression from Dec 2003 - Oct 2013

Rm-Rf Alpha R2
0.80 2.42% 0.778
Standard error 0.0397 0.0017
t-statistics 20.25 1.15

Fund Profile

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

Rolling Charts:


Fund Returns from Dec 2003 - Oct 2013

Month RaR Rm-Rf Rf
200312 2.44 4.30 0.08
200401 0.95 2.15 0.07
200402 0.35 1.40 0.06
200403 -0.82 -1.33 0.09
200404 -5.46 -1.83 0.08
200405 1.00 1.18 0.06
200406 2.73 1.86 0.08
200407 -0.48 -4.07 0.10
200408 2.43 0.08 0.11
200409 1.07 1.61 0.11
200410 2.46 1.43 0.11
200411 3.67 4.54 0.15
200412 8.18 3.43 0.16
200501 -7.05 -2.75 0.16
200502 2.20 1.89 0.16
200503 -1.72 -1.96 0.21
200504 -0.22 -2.61 0.21
200505 2.41 3.65 0.24
200506 1.07 0.56 0.23
200507 3.07 3.92 0.24
200508 -1.44 -1.22 0.30
200509 0.42 0.48 0.29
200510 -0.93 -2.00 0.27
200511 3.25 3.62 0.31
200512 3.25 -0.25 0.32
200601 3.44 3.04 0.35
200602 1.05 -0.30 0.34
200603 1.03 1.46 0.37
200604 -0.56 0.72 0.36
200605 -1.59 -3.57 0.43
200606 6.47 -0.35 0.40
200607 7.95 -0.78 0.40
200608 3.48 2.03 0.42
200609 2.08 1.84 0.41
200610 3.53 3.23 0.41
200611 3.33 1.71 0.42
200612 2.42 0.87 0.40
200701 1.07 1.41 0.44
200702 0.00 -1.95 0.38
200703 0.71 0.68 0.43
200704 2.46 3.49 0.44
200705 2.19 3.24 0.41
200706 -4.30 -1.96 0.40
200707 -4.70 -3.74 0.40
200708 2.35 0.92 0.42
200709 1.73 3.23 0.32
200710 0.35 1.80 0.32
200711 -3.10 -4.82 0.34
200712 -3.42 -0.86 0.27
200801 -2.03 -6.35 0.21
200802 -4.07 -3.09 0.13
200803 0.48 -0.94 0.17
200804 4.62 4.60 0.18
200805 1.83 1.86 0.18
200806 -9.27 -8.44 0.17
200807 2.14 -0.77 0.15
200808 2.34 1.53 0.13
200809 -4.02 -9.24 0.15
200810 -13.89 -17.23 0.08
200811 -4.39 -7.86 0.03
200812 1.10 1.66 0.09
200901 -9.18 -8.12 0.00
200902 -13.04 -10.09 0.01
200903 8.88 8.95 0.02
200904 8.96 10.19 0.01
200905 3.16 5.21 0.00
200906 1.84 0.43 0.01
200907 7.42 7.72 0.01
200908 2.33 3.32 0.01
200909 2.46 4.08 0.01
200910 -0.45 -2.59 0.00
200911 4.83 5.56 0.00
200912 2.99 2.75 0.01
201001 -2.73 -3.36 0.00
201002 2.64 3.40 0.00
201003 5.64 6.32 0.01
201004 1.57 2.00 0.00
201005 -6.65 -7.89 0.01
201006 -2.90 -5.56 0.01
201007 6.91 6.92 0.01
201008 -2.47 -4.77 0.01
201009 7.20 9.54 0.01
201010 2.75 3.88 0.01
201011 -1.11 0.60 0.01
201012 5.26 6.82 0.01
201101 1.21 2.01 0.01
201102 3.46 3.49 0.01
201103 1.09 0.48 0.01
201104 3.51 2.90 0.00
201105 0.26 -1.27 0.00
201106 -1.49 -1.75 0.00
201107 -3.03 -2.34 0.00
201108 -1.77 -6.00 0.01
201109 -5.26 -7.60 0.00
201110 9.06 11.34 0.00
201111 0.34 -0.26 0.00
201112 2.00 0.74 0.00
201201 1.51 5.06 0.00
201202 2.71 4.43 0.00
201203 1.82 3.11 0.00
201204 0.43 -0.84 0.00
201205 -4.30 -6.20 0.01
201206 4.30 3.88 0.00
201207 1.42 0.79 0.00
201208 0.67 2.56 0.01
201209 1.87 2.74 0.01
201210 -0.65 -1.75 0.01
201211 0.36 0.77 0.01
201212 0.77 1.18 0.01
201301 5.06 5.58 0.00
201302 2.19 1.28 0.00
201303 4.83 4.03 0.00
201304 2.83 1.56 0.00
201305 -0.81 2.81 0.00
201306 -0.67 -1.21 0.00
201307 5.37 5.65 0.00
201308 -4.17 -2.69 0.00
201309 2.61 3.76 0.00
201310 -1.40 4.17 0.00

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