Regression from May 2011 - Aug 2014

Rm-Rf Alpha R2
0.45 7.95% 0.381
Standard error 0.0931 0.0035
t-statistics 4.83 1.87

Fund Profile

Symbol HDV
Issuer iShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from May 2011 - Aug 2014

Month RaR Rm-Rf Rf
201105 0.81 -1.27 0.00
201106 -1.66 -1.75 0.00
201107 -2.57 -2.34 0.00
201108 0.04 -6.00 0.01
201109 -1.45 -7.60 0.00
201110 5.29 11.34 0.00
201111 2.31 -0.26 0.00
201112 3.85 0.74 0.00
201201 -1.71 5.06 0.00
201202 3.05 4.43 0.00
201203 2.61 3.11 0.00
201204 1.41 -0.84 0.00
201205 -1.58 -6.20 0.01
201206 4.99 3.88 0.00
201207 3.35 0.79 0.00
201208 -1.74 2.56 0.01
201209 1.95 2.74 0.01
201210 -0.87 -1.75 0.01
201211 -0.72 0.77 0.01
201212 -1.18 1.18 0.01
201301 5.58 5.58 0.00
201302 2.05 1.28 0.00
201303 4.11 4.03 0.00
201304 4.92 1.56 0.00
201305 -2.25 2.81 0.00
201306 -0.20 -1.21 0.00
201307 3.38 5.65 0.00
201308 -3.67 -2.69 0.00
201309 1.16 3.76 0.00
201310 5.18 4.17 0.00
201311 0.97 3.12 0.00
201312 0.63 2.81 0.00
201401 -3.80 -3.26 0.00
201402 3.26 4.65 0.00
201403 3.20 0.41 0.00
201404 3.30 -0.14 0.00
201405 0.56 2.06 0.00
201406 2.39 2.59 0.00
201407 -2.18 -2.05 0.00
201408 3.36 4.23 0.00

Other Funds


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