Regression from Apr 2012 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.20 -0.15 0.17 -0.58 6.80% 0.783
Standard error 0.1850 0.4202 0.4867 0.2657 0.0074
t-statistics 6.49 -0.35 0.35 -2.18 0.76

Fund Profile

Symbol IDHB
Issuer PowerShares
Type ETF
Region Developed Markets
Style Large Value

Rolling Charts:


Fund Returns from Apr 2012 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201204 -3.86 -1.50 0.85 -2.18 6.47 0.00
201205 -17.78 -11.27 0.74 -0.62 6.35 0.01
201206 1.18 5.85 -3.82 2.09 -0.46 0.00
201207 3.28 0.81 -0.97 -2.09 4.40 0.00
201208 9.35 2.99 -0.71 1.06 -1.13 0.01
201209 4.72 3.37 0.82 1.37 -1.45 0.01
201210 0.33 0.81 -0.99 0.60 0.06 0.01
201211 5.62 1.81 -2.30 0.68 2.02 0.01
201212 7.98 3.33 0.61 3.47 -1.33 0.01
201301 4.14 5.22 -0.18 2.90 0.93 0.00
201302 -6.07 -0.94 0.84 -0.98 4.10 0.00
201303 -4.57 0.75 1.15 -2.75 4.98 0.00
201304 4.13 4.37 -2.02 2.60 4.51 0.00
201305 5.49 -1.52 -1.13 2.06 -1.99 0.00
201306 -8.56 -3.74 0.56 -0.89 2.17 0.00
201307 8.62 5.58 -0.81 1.39 1.39 0.00
201308 1.01 -1.01 1.77 0.16 -1.92 0.00
201309 7.42 7.04 0.80 0.66 2.98 0.00
201310 5.61 3.37 -1.30 2.17 0.84 0.00
201311 0.81 0.59 -0.46 -0.01 3.52 0.00
201312 1.85 1.71 0.20 -0.17 1.61 0.00
201401 -3.77 -3.23 3.93 1.33 0.81 0.00
201402 6.80 5.37 -1.52 0.13 0.96 0.00
201403 -4.00 -0.22 0.58 0.91 -1.39 0.00
201404 4.30 1.10 -1.93 0.78 -2.95 0.00
201405 2.53 1.39 -0.74 -0.17 -0.34 0.00
201406 2.76 1.46 1.75 -0.45 0.01 0.00
201407 -3.10 -1.98 0.54 0.14 0.18 0.00
201408 -0.16 -0.28 0.35 -0.52 0.56 0.00

Other Funds


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