Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
1.28 -1.39% 0.844
Standard error 0.0641 0.0033
t-statistics 20.01 -0.35

Fund Profile

Symbol FXL
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -1.26 -3.74 0.40
200708 1.82 0.92 0.42
200709 5.18 3.23 0.32
200710 2.71 1.80 0.32
200711 -6.67 -4.82 0.34
200712 -0.72 -0.86 0.27
200801 -13.82 -6.35 0.21
200802 -1.23 -3.09 0.13
200803 -1.76 -0.94 0.17
200804 6.36 4.60 0.18
200805 8.15 1.86 0.18
200806 -9.15 -8.44 0.17
200807 -3.04 -0.77 0.15
200808 2.45 1.53 0.13
200809 -16.93 -9.24 0.15
200810 -22.79 -17.23 0.08
200811 -13.89 -7.86 0.03
200812 7.66 1.66 0.09
200901 -2.34 -8.12 0.00
200902 -8.25 -10.09 0.01
200903 12.43 8.95 0.02
200904 14.59 10.19 0.01
200905 4.79 5.21 0.00
200906 1.32 0.43 0.01
200907 10.24 7.72 0.01
200908 3.60 3.32 0.01
200909 7.22 4.08 0.01
200910 -5.43 -2.59 0.00
200911 5.41 5.56 0.00
200912 11.45 2.75 0.01
201001 -7.92 -3.36 0.00
201002 6.22 3.40 0.00
201003 6.20 6.32 0.01
201004 3.19 2.00 0.00
201005 -4.66 -7.89 0.01
201006 -7.47 -5.56 0.01
201007 6.95 6.92 0.01
201008 -5.11 -4.77 0.01
201009 12.76 9.54 0.01
201010 6.18 3.88 0.01
201011 2.88 0.60 0.01
201012 7.13 6.82 0.01
201101 4.61 2.01 0.01
201102 5.04 3.49 0.01
201103 -1.65 0.48 0.01
201104 3.32 2.90 0.00
201105 -2.30 -1.27 0.00
201106 -4.47 -1.75 0.00
201107 -7.83 -2.34 0.00
201108 -9.65 -6.00 0.01
201109 -7.36 -7.60 0.00
201110 15.94 11.34 0.00
201111 -3.81 -0.26 0.00
201112 -1.53 0.74 0.00
201201 10.40 5.06 0.00
201202 3.91 4.43 0.00
201203 3.02 3.11 0.00
201204 -2.76 -0.84 0.00
201205 -11.36 -6.20 0.01
201206 2.17 3.88 0.00
201207 0.53 0.79 0.00
201208 3.94 2.56 0.01
201209 -1.06 2.74 0.01
201210 -5.93 -1.75 0.01
201211 3.47 0.77 0.01
201212 3.65 1.18 0.01
201301 5.65 5.58 0.00
201302 1.01 1.28 0.00
201303 3.60 4.03 0.00
201304 0.13 1.56 0.00
201305 3.60 2.81 0.00
201306 -1.57 -1.21 0.00
201307 6.56 5.65 0.00
201308 -1.08 -2.69 0.00
201309 5.80 3.76 0.00
201310 -1.95 4.17 0.00

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