Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
0.73 4.85% 0.640
Standard error 0.0640 0.0033
t-statistics 11.47 1.21

Fund Profile

Symbol FXG
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -3.47 -3.74 0.40
200708 -1.27 0.92 0.42
200709 3.87 3.23 0.32
200710 1.84 1.80 0.32
200711 -2.07 -4.82 0.34
200712 -2.17 -0.86 0.27
200801 -7.47 -6.35 0.21
200802 -1.44 -3.09 0.13
200803 -6.55 -0.94 0.17
200804 12.66 4.60 0.18
200805 0.75 1.86 0.18
200806 -7.09 -8.44 0.17
200807 4.80 -0.77 0.15
200808 0.88 1.53 0.13
200809 -3.73 -9.24 0.15
200810 -12.34 -17.23 0.08
200811 -11.66 -7.86 0.03
200812 4.45 1.66 0.09
200901 -1.05 -8.12 0.00
200902 -7.33 -10.09 0.01
200903 0.08 8.95 0.02
200904 12.80 10.19 0.01
200905 0.29 5.21 0.00
200906 2.88 0.43 0.01
200907 9.52 7.72 0.01
200908 0.90 3.32 0.01
200909 4.31 4.08 0.01
200910 -0.36 -2.59 0.00
200911 0.73 5.56 0.00
200912 3.21 2.75 0.01
201001 -0.94 -3.36 0.00
201002 5.21 3.40 0.00
201003 5.29 6.32 0.01
201004 -1.98 2.00 0.00
201005 -4.96 -7.89 0.01
201006 -2.41 -5.56 0.01
201007 6.58 6.92 0.01
201008 -2.10 -4.77 0.01
201009 5.07 9.54 0.01
201010 4.02 3.88 0.01
201011 0.41 0.60 0.01
201012 4.77 6.82 0.01
201101 -0.64 2.01 0.01
201102 6.76 3.49 0.01
201103 3.88 0.48 0.01
201104 4.76 2.90 0.00
201105 4.07 -1.27 0.00
201106 -1.14 -1.75 0.00
201107 -2.02 -2.34 0.00
201108 -3.12 -6.00 0.01
201109 -6.00 -7.60 0.00
201110 5.73 11.34 0.00
201111 0.39 -0.26 0.00
201112 0.39 0.74 0.00
201201 -0.43 5.06 0.00
201202 4.23 4.43 0.00
201203 2.05 3.11 0.00
201204 -0.74 -0.84 0.00
201205 -4.66 -6.20 0.01
201206 3.59 3.88 0.00
201207 -3.93 0.79 0.00
201208 2.52 2.56 0.01
201209 1.02 2.74 0.01
201210 0.17 -1.75 0.01
201211 4.82 0.77 0.01
201212 0.56 1.18 0.01
201301 6.60 5.58 0.00
201302 3.96 1.28 0.00
201303 9.19 4.03 0.00
201304 0.30 1.56 0.00
201305 0.69 2.81 0.00
201306 0.16 -1.21 0.00
201307 7.67 5.65 0.00
201308 -3.17 -2.69 0.00
201309 2.52 3.76 0.00
201310 -1.03 4.17 0.00

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