Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
0.82 7.96% 0.720
Standard error 0.0591 0.0031
t-statistics 13.81 2.15

Fund Profile

Symbol FXH
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -0.46 -3.74 0.40
200708 0.87 0.92 0.42
200709 2.78 3.23 0.32
200710 -0.49 1.80 0.32
200711 0.49 -4.82 0.34
200712 -0.89 -0.86 0.27
200801 -5.51 -6.35 0.21
200802 -2.26 -3.09 0.13
200803 -4.57 -0.94 0.17
200804 3.77 4.60 0.18
200805 1.41 1.86 0.18
200806 -5.19 -8.44 0.17
200807 6.32 -0.77 0.15
200808 1.91 1.53 0.13
200809 -7.66 -9.24 0.15
200810 -19.02 -17.23 0.08
200811 -8.36 -7.86 0.03
200812 7.98 1.66 0.09
200901 2.32 -8.12 0.00
200902 -7.85 -10.09 0.01
200903 3.58 8.95 0.02
200904 6.99 10.19 0.01
200905 5.32 5.21 0.00
200906 3.71 0.43 0.01
200907 8.57 7.72 0.01
200908 3.41 3.32 0.01
200909 6.21 4.08 0.01
200910 -2.85 -2.59 0.00
200911 8.09 5.56 0.00
200912 5.76 2.75 0.01
201001 -0.42 -3.36 0.00
201002 3.70 3.40 0.00
201003 6.68 6.32 0.01
201004 -0.42 2.00 0.00
201005 -5.14 -7.89 0.01
201006 -2.95 -5.56 0.01
201007 -1.15 6.92 0.01
201008 -2.80 -4.77 0.01
201009 11.67 9.54 0.01
201010 2.97 3.88 0.01
201011 0.42 0.60 0.01
201012 6.24 6.82 0.01
201101 2.74 2.01 0.01
201102 3.96 3.49 0.01
201103 3.99 0.48 0.01
201104 4.90 2.90 0.00
201105 1.41 -1.27 0.00
201106 -1.39 -1.75 0.00
201107 -4.50 -2.34 0.00
201108 -5.70 -6.00 0.01
201109 -4.89 -7.60 0.00
201110 4.94 11.34 0.00
201111 0.15 -0.26 0.00
201112 0.75 0.74 0.00
201201 5.59 5.06 0.00
201202 4.52 4.43 0.00
201203 2.92 3.11 0.00
201204 0.75 -0.84 0.00
201205 -4.85 -6.20 0.01
201206 4.76 3.88 0.00
201207 -3.05 0.79 0.00
201208 3.92 2.56 0.01
201209 5.35 2.74 0.01
201210 -3.88 -1.75 0.01
201211 2.96 0.77 0.01
201212 0.68 1.18 0.01
201301 9.09 5.58 0.00
201302 0.96 1.28 0.00
201303 6.30 4.03 0.00
201304 2.28 1.56 0.00
201305 2.92 2.81 0.00
201306 -1.07 -1.21 0.00
201307 7.33 5.65 0.00
201308 -2.82 -2.69 0.00
201309 4.59 3.76 0.00
201310 -1.75 4.17 0.00

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