Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
1.40 -2.46% 0.617
Standard error 0.1287 0.0067
t-statistics 10.92 -0.31

Fund Profile

Symbol FXN
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -2.96 -3.74 0.40
200708 -2.05 0.92 0.42
200709 7.15 3.23 0.32
200710 3.43 1.80 0.32
200711 -5.20 -4.82 0.34
200712 8.26 -0.86 0.27
200801 -8.93 -6.35 0.21
200802 11.83 -3.09 0.13
200803 -3.53 -0.94 0.17
200804 11.28 4.60 0.18
200805 10.71 1.86 0.18
200806 6.75 -8.44 0.17
200807 -19.80 -0.77 0.15
200808 -1.21 1.53 0.13
200809 -23.72 -9.24 0.15
200810 -26.44 -17.23 0.08
200811 -13.91 -7.86 0.03
200812 0.45 1.66 0.09
200901 -5.06 -8.12 0.00
200902 -13.42 -10.09 0.01
200903 2.42 8.95 0.02
200904 20.39 10.19 0.01
200905 20.41 5.21 0.00
200906 -11.10 0.43 0.01
200907 10.24 7.72 0.01
200908 1.89 3.32 0.01
200909 13.12 4.08 0.01
200910 -0.07 -2.59 0.00
200911 1.51 5.56 0.00
200912 4.78 2.75 0.01
201001 -4.99 -3.36 0.00
201002 5.13 3.40 0.00
201003 4.14 6.32 0.01
201004 4.21 2.00 0.00
201005 -13.37 -7.89 0.01
201006 -5.98 -5.56 0.01
201007 9.50 6.92 0.01
201008 -5.61 -4.77 0.01
201009 12.64 9.54 0.01
201010 5.16 3.88 0.01
201011 7.36 0.60 0.01
201012 9.99 6.82 0.01
201101 6.38 2.01 0.01
201102 7.22 3.49 0.01
201103 2.84 0.48 0.01
201104 1.15 2.90 0.00
201105 -4.56 -1.27 0.00
201106 -2.26 -1.75 0.00
201107 1.53 -2.34 0.00
201108 -12.30 -6.00 0.01
201109 -20.49 -7.60 0.00
201110 23.00 11.34 0.00
201111 0.30 -0.26 0.00
201112 -5.20 0.74 0.00
201201 2.53 5.06 0.00
201202 7.61 4.43 0.00
201203 -5.16 3.11 0.00
201204 -2.57 -0.84 0.00
201205 -12.67 -6.20 0.01
201206 3.91 3.88 0.00
201207 4.16 0.79 0.00
201208 2.79 2.56 0.01
201209 2.61 2.74 0.01
201210 -1.56 -1.75 0.01
201211 0.00 0.77 0.01
201212 3.90 1.18 0.01
201301 10.24 5.58 0.00
201302 0.69 1.28 0.00
201303 1.78 4.03 0.00
201304 -3.37 1.56 0.00
201305 3.58 2.81 0.00
201306 -3.45 -1.21 0.00
201307 4.88 5.65 0.00
201308 -2.08 -2.69 0.00
201309 3.75 3.76 0.00
201310 0.04 4.17 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.