Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
1.33 -1.15% 0.805
Standard error 0.0762 0.0040
t-statistics 17.46 -0.24

Fund Profile

Symbol FXR
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -3.88 -3.74 0.40
200708 -2.60 0.92 0.42
200709 1.59 3.23 0.32
200710 3.52 1.80 0.32
200711 -2.86 -4.82 0.34
200712 3.72 -0.86 0.27
200801 -10.02 -6.35 0.21
200802 -0.18 -3.09 0.13
200803 -0.54 -0.94 0.17
200804 8.34 4.60 0.18
200805 4.04 1.86 0.18
200806 -7.50 -8.44 0.17
200807 -3.34 -0.77 0.15
200808 3.57 1.53 0.13
200809 -19.48 -9.24 0.15
200810 -23.63 -17.23 0.08
200811 -20.84 -7.86 0.03
200812 18.42 1.66 0.09
200901 -5.78 -8.12 0.00
200902 -14.60 -10.09 0.01
200903 7.31 8.95 0.02
200904 18.82 10.19 0.01
200905 1.26 5.21 0.00
200906 0.48 0.43 0.01
200907 11.17 7.72 0.01
200908 4.47 3.32 0.01
200909 7.98 4.08 0.01
200910 -4.27 -2.59 0.00
200911 6.68 5.56 0.00
200912 6.19 2.75 0.01
201001 -3.30 -3.36 0.00
201002 6.03 3.40 0.00
201003 7.40 6.32 0.01
201004 4.02 2.00 0.00
201005 -8.65 -7.89 0.01
201006 -6.98 -5.56 0.01
201007 7.94 6.92 0.01
201008 -6.75 -4.77 0.01
201009 12.04 9.54 0.01
201010 4.16 3.88 0.01
201011 2.46 0.60 0.01
201012 7.61 6.82 0.01
201101 2.84 2.01 0.01
201102 1.63 3.49 0.01
201103 3.46 0.48 0.01
201104 1.13 2.90 0.00
201105 -3.31 -1.27 0.00
201106 -0.47 -1.75 0.00
201107 -6.99 -2.34 0.00
201108 -7.91 -6.00 0.01
201109 -11.25 -7.60 0.00
201110 16.23 11.34 0.00
201111 1.20 -0.26 0.00
201112 -0.71 0.74 0.00
201201 8.59 5.06 0.00
201202 3.62 4.43 0.00
201203 0.16 3.11 0.00
201204 -0.74 -0.84 0.00
201205 -7.52 -6.20 0.01
201206 0.58 3.88 0.00
201207 -0.06 0.79 0.00
201208 2.24 2.56 0.01
201209 1.40 2.74 0.01
201210 2.21 -1.75 0.01
201211 2.00 0.77 0.01
201212 2.86 1.18 0.01
201301 7.53 5.58 0.00
201302 1.58 1.28 0.00
201303 5.57 4.03 0.00
201304 -2.28 1.56 0.00
201305 5.35 2.81 0.00
201306 -2.04 -1.21 0.00
201307 6.78 5.65 0.00
201308 -2.20 -2.69 0.00
201309 6.24 3.76 0.00
201310 -1.80 4.17 0.00

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