Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
1.48 0.93% 0.831
Standard error 0.0775 0.0040
t-statistics 19.09 0.19

Fund Profile

Symbol FXZ
Issuer First Trust
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -0.37 -3.74 0.40
200708 -2.22 0.92 0.42
200709 7.83 3.23 0.32
200710 3.16 1.80 0.32
200711 -4.76 -4.82 0.34
200712 3.52 -0.86 0.27
200801 -6.01 -6.35 0.21
200802 1.94 -3.09 0.13
200803 -3.03 -0.94 0.17
200804 8.70 4.60 0.18
200805 8.15 1.86 0.18
200806 -6.45 -8.44 0.17
200807 -1.64 -0.77 0.15
200808 -1.62 1.53 0.13
200809 -19.03 -9.24 0.15
200810 -30.71 -17.23 0.08
200811 -13.50 -7.86 0.03
200812 14.58 1.66 0.09
200901 -13.80 -8.12 0.00
200902 -11.75 -10.09 0.01
200903 15.08 8.95 0.02
200904 23.95 10.19 0.01
200905 9.25 5.21 0.00
200906 -2.27 0.43 0.01
200907 10.75 7.72 0.01
200908 6.91 3.32 0.01
200909 8.03 4.08 0.01
200910 -7.19 -2.59 0.00
200911 9.71 5.56 0.00
200912 5.70 2.75 0.01
201001 -4.49 -3.36 0.00
201002 8.53 3.40 0.00
201003 6.34 6.32 0.01
201004 5.76 2.00 0.00
201005 -8.82 -7.89 0.01
201006 -8.35 -5.56 0.01
201007 9.46 6.92 0.01
201008 -4.06 -4.77 0.01
201009 8.51 9.54 0.01
201010 4.40 3.88 0.01
201011 1.84 0.60 0.01
201012 8.66 6.82 0.01
201101 2.10 2.01 0.01
201102 2.49 3.49 0.01
201103 2.34 0.48 0.01
201104 1.88 2.90 0.00
201105 -0.48 -1.27 0.00
201106 -2.22 -1.75 0.00
201107 -3.71 -2.34 0.00
201108 -9.98 -6.00 0.01
201109 -16.18 -7.60 0.00
201110 16.58 11.34 0.00
201111 2.09 -0.26 0.00
201112 -2.39 0.74 0.00
201201 12.81 5.06 0.00
201202 3.38 4.43 0.00
201203 1.80 3.11 0.00
201204 0.08 -0.84 0.00
201205 -10.20 -6.20 0.01
201206 1.92 3.88 0.00
201207 -0.09 0.79 0.00
201208 3.91 2.56 0.01
201209 2.86 2.74 0.01
201210 -0.67 -1.75 0.01
201211 3.22 0.77 0.01
201212 5.13 1.18 0.01
201301 5.58 5.58 0.00
201302 -1.63 1.28 0.00
201303 2.29 4.03 0.00
201304 -2.09 1.56 0.00
201305 3.60 2.81 0.00
201306 -4.02 -1.21 0.00
201307 5.29 5.65 0.00
201308 -1.15 -2.69 0.00
201309 5.30 3.76 0.00
201310 -1.45 4.17 0.00

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