Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
1.31 0.65% 0.833
Standard error 0.0680 0.0035
t-statistics 19.24 0.15

Fund Profile

Symbol FXD
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -5.83 -3.74 0.40
200708 -3.78 0.92 0.42
200709 1.31 3.23 0.32
200710 -0.39 1.80 0.32
200711 -4.17 -4.82 0.34
200712 -3.77 -0.86 0.27
200801 -5.26 -6.35 0.21
200802 -3.29 -3.09 0.13
200803 -1.34 -0.94 0.17
200804 4.53 4.60 0.18
200805 1.75 1.86 0.18
200806 -12.53 -8.44 0.17
200807 -0.22 -0.77 0.15
200808 5.47 1.53 0.13
200809 -9.19 -9.24 0.15
200810 -23.52 -17.23 0.08
200811 -15.22 -7.86 0.03
200812 9.39 1.66 0.09
200901 -10.30 -8.12 0.00
200902 -8.85 -10.09 0.01
200903 12.99 8.95 0.02
200904 26.36 10.19 0.01
200905 -1.01 5.21 0.00
200906 0.65 0.43 0.01
200907 14.67 7.72 0.01
200908 4.75 3.32 0.01
200909 7.14 4.08 0.01
200910 -5.30 -2.59 0.00
200911 5.83 5.56 0.00
200912 4.72 2.75 0.01
201001 -2.66 -3.36 0.00
201002 6.11 3.40 0.00
201003 9.33 6.32 0.01
201004 5.20 2.00 0.00
201005 -7.36 -7.89 0.01
201006 -10.99 -5.56 0.01
201007 8.23 6.92 0.01
201008 -5.67 -4.77 0.01
201009 13.66 9.54 0.01
201010 5.71 3.88 0.01
201011 4.55 0.60 0.01
201012 5.06 6.82 0.01
201101 -1.04 2.01 0.01
201102 5.39 3.49 0.01
201103 2.28 0.48 0.01
201104 4.22 2.90 0.00
201105 0.09 -1.27 0.00
201106 -0.28 -1.75 0.00
201107 -2.47 -2.34 0.00
201108 -8.13 -6.00 0.01
201109 -8.43 -7.60 0.00
201110 14.95 11.34 0.00
201111 -3.61 -0.26 0.00
201112 0.05 0.74 0.00
201201 5.03 5.06 0.00
201202 6.49 4.43 0.00
201203 2.98 3.11 0.00
201204 -1.07 -0.84 0.00
201205 -8.01 -6.20 0.01
201206 -0.83 3.88 0.00
201207 -0.15 0.79 0.00
201208 5.24 2.56 0.01
201209 2.11 2.74 0.01
201210 0.97 -1.75 0.01
201211 2.55 0.77 0.01
201212 0.09 1.18 0.01
201301 7.45 5.58 0.00
201302 1.36 1.28 0.00
201303 4.44 4.03 0.00
201304 2.50 1.56 0.00
201305 4.19 2.81 0.00
201306 -0.99 -1.21 0.00
201307 6.31 5.65 0.00
201308 -2.60 -2.69 0.00
201309 5.63 3.76 0.00
201310 -3.00 4.17 0.00

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