Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
0.64 0.11% 0.608
Standard error 0.0596 0.0031
t-statistics 10.72 0.03

Fund Profile

Symbol FXU
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -1.66 -3.74 0.40
200708 -0.71 0.92 0.42
200709 3.59 3.23 0.32
200710 -1.45 1.80 0.32
200711 0.83 -4.82 0.34
200712 0.25 -0.86 0.27
200801 -8.23 -6.35 0.21
200802 -5.52 -3.09 0.13
200803 -1.31 -0.94 0.17
200804 4.07 4.60 0.18
200805 4.91 1.86 0.18
200806 -2.64 -8.44 0.17
200807 -2.16 -0.77 0.15
200808 0.85 1.53 0.13
200809 -8.05 -9.24 0.15
200810 -15.20 -17.23 0.08
200811 2.99 -7.86 0.03
200812 -1.32 1.66 0.09
200901 -3.47 -8.12 0.00
200902 -11.72 -10.09 0.01
200903 5.33 8.95 0.02
200904 4.76 10.19 0.01
200905 7.20 5.21 0.00
200906 2.65 0.43 0.01
200907 4.39 7.72 0.01
200908 1.24 3.32 0.01
200909 4.32 4.08 0.01
200910 -4.06 -2.59 0.00
200911 4.48 5.56 0.00
200912 7.32 2.75 0.01
201001 -5.22 -3.36 0.00
201002 0.23 3.40 0.00
201003 4.66 6.32 0.01
201004 3.07 2.00 0.00
201005 -5.17 -7.89 0.01
201006 -2.54 -5.56 0.01
201007 7.28 6.92 0.01
201008 -1.07 -4.77 0.01
201009 6.14 9.54 0.01
201010 0.68 3.88 0.01
201011 -1.55 0.60 0.01
201012 4.32 6.82 0.01
201101 2.76 2.01 0.01
201102 1.22 3.49 0.01
201103 1.58 0.48 0.01
201104 3.49 2.90 0.00
201105 2.41 -1.27 0.00
201106 -0.76 -1.75 0.00
201107 -2.84 -2.34 0.00
201108 -1.16 -6.00 0.01
201109 -3.82 -7.60 0.00
201110 4.29 11.34 0.00
201111 1.66 -0.26 0.00
201112 1.57 0.74 0.00
201201 -3.10 5.06 0.00
201202 0.92 4.43 0.00
201203 0.73 3.11 0.00
201204 -0.06 -0.84 0.00
201205 -2.84 -6.20 0.01
201206 4.54 3.88 0.00
201207 4.11 0.79 0.00
201208 -0.46 2.56 0.01
201209 4.25 2.74 0.01
201210 -0.39 -1.75 0.01
201211 -4.65 0.77 0.01
201212 0.81 1.18 0.01
201301 4.72 5.58 0.00
201302 -1.10 1.28 0.00
201303 4.61 4.03 0.00
201304 5.63 1.56 0.00
201305 -3.82 2.81 0.00
201306 2.04 -1.21 0.00
201307 3.84 5.65 0.00
201308 -3.31 -2.69 0.00
201309 1.53 3.76 0.00
201310 -0.65 4.17 0.00

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