Regression from Jul 2007 - Oct 2013

Rm-Rf Alpha R2
1.23 0.35% 0.868
Standard error 0.0558 0.0029
t-statistics 22.07 0.10

Fund Profile

Symbol FYX
Issuer First Trust
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Jul 2007 - Oct 2013

Month RaR Rm-Rf Rf
200707 -6.23 -3.74 0.40
200708 -0.69 0.92 0.42
200709 2.93 3.23 0.32
200710 0.00 1.80 0.32
200711 -8.35 -4.82 0.34
200712 1.16 -0.86 0.27
200801 -5.67 -6.35 0.21
200802 -3.41 -3.09 0.13
200803 1.30 -0.94 0.17
200804 1.54 4.60 0.18
200805 3.80 1.86 0.18
200806 -7.96 -8.44 0.17
200807 4.24 -0.77 0.15
200808 3.45 1.53 0.13
200809 -8.73 -9.24 0.15
200810 -21.62 -17.23 0.08
200811 -11.54 -7.86 0.03
200812 6.52 1.66 0.09
200901 -13.49 -8.12 0.00
200902 -11.23 -10.09 0.01
200903 12.35 8.95 0.02
200904 20.89 10.19 0.01
200905 2.09 5.21 0.00
200906 3.43 0.43 0.01
200907 9.57 7.72 0.01
200908 2.34 3.32 0.01
200909 5.82 4.08 0.01
200910 -5.81 -2.59 0.00
200911 2.39 5.56 0.00
200912 8.60 2.75 0.01
201001 -1.98 -3.36 0.00
201002 3.42 3.40 0.00
201003 7.77 6.32 0.01
201004 5.71 2.00 0.00
201005 -7.56 -7.89 0.01
201006 -7.42 -5.56 0.01
201007 6.88 6.92 0.01
201008 -8.19 -4.77 0.01
201009 12.78 9.54 0.01
201010 4.45 3.88 0.01
201011 4.03 0.60 0.01
201012 7.13 6.82 0.01
201101 -0.41 2.01 0.01
201102 4.14 3.49 0.01
201103 3.32 0.48 0.01
201104 1.77 2.90 0.00
201105 -1.15 -1.27 0.00
201106 -1.38 -1.75 0.00
201107 -3.27 -2.34 0.00
201108 -7.43 -6.00 0.01
201109 -10.61 -7.60 0.00
201110 15.77 11.34 0.00
201111 -0.34 -0.26 0.00
201112 1.48 0.74 0.00
201201 7.53 5.06 0.00
201202 1.17 4.43 0.00
201203 2.90 3.11 0.00
201204 -2.45 -0.84 0.00
201205 -7.05 -6.20 0.01
201206 4.21 3.88 0.00
201207 -0.90 0.79 0.00
201208 4.37 2.56 0.01
201209 3.01 2.74 0.01
201210 -2.89 -1.75 0.01
201211 1.77 0.77 0.01
201212 3.66 1.18 0.01
201301 5.58 5.58 0.00
201302 1.14 1.28 0.00
201303 4.21 4.03 0.00
201304 -0.48 1.56 0.00
201305 6.02 2.81 0.00
201306 -1.15 -1.21 0.00
201307 6.81 5.65 0.00
201308 -2.87 -2.69 0.00
201309 6.91 3.76 0.00
201310 -2.56 4.17 0.00

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