Regression from Aug 2007 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.22 0.13 0.01 -2.23% 0.932
Standard error 0.0377 0.1234 0.1309 0.0022
t-statistics 32.29 1.07 0.10 -0.86

Fund Profile

Symbol IDHQ
Issuer PowerShares
Type ETF
Region Developed Markets
Style Mid Blend

Rolling Charts:


Fund Returns from Aug 2007 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200708 -2.22 -2.60 -4.67 0.33 0.42
200709 4.25 5.27 -2.11 -1.53 0.32
200710 5.23 4.28 0.72 -2.32 0.32
200711 -8.81 -4.62 -3.55 -0.33 0.34
200712 -4.02 -2.18 -0.87 1.42 0.27
200801 -8.81 -8.76 -0.73 1.14 0.21
200802 2.27 2.07 2.46 -1.42 0.13
200803 -0.26 -1.52 -1.55 3.07 0.17
200804 6.11 5.18 -3.10 -0.91 0.18
200805 2.00 1.79 1.26 -1.34 0.18
200806 -10.71 -7.90 1.75 -0.28 0.17
200807 -6.53 -4.03 -2.11 2.47 0.15
200808 -1.95 -4.38 -1.59 0.19 0.13
200809 -17.36 -14.58 -1.28 2.27 0.15
200810 -31.54 -21.14 -1.79 0.96 0.08
200811 -4.75 -5.39 1.14 -1.71 0.03
200812 13.02 6.63 0.60 0.87 0.09
200901 -15.26 -9.05 4.54 -2.71 0.00
200902 -11.89 -10.02 1.77 -4.01 0.01
200903 10.03 6.11 -2.17 0.42 0.02
200904 19.39 12.46 -1.46 2.74 0.01
200905 14.48 13.70 3.01 -1.78 0.00
200906 -1.37 -0.87 2.71 0.14 0.01
200907 11.87 9.28 -3.25 3.60 0.01
200908 4.26 4.25 1.97 3.90 0.01
200909 6.76 4.60 1.36 0.13 0.01
200910 -2.92 -1.93 1.60 -1.31 0.00
200911 4.66 2.34 -1.80 -1.54 0.00
200912 0.00 1.27 -1.50 0.86 0.01
201001 -3.36 -4.01 3.67 -0.77 0.00
201002 -0.43 -0.35 0.11 -1.29 0.00
201003 6.55 6.45 -1.36 4.26 0.01
201004 0.00 -0.80 4.33 -0.31 0.00
201005 -12.89 -10.71 0.32 -2.76 0.01
201006 -3.60 -1.24 0.50 -2.17 0.01
201007 12.09 9.24 -2.76 2.84 0.01
201008 -5.25 -3.30 0.85 -2.43 0.01
201009 12.28 10.02 0.54 -0.50 0.01
201010 4.40 4.11 -0.52 -0.44 0.01
201011 -3.32 -4.42 2.91 -2.22 0.01
201012 9.25 8.28 2.09 1.08 0.01
201101 5.44 2.12 -1.17 4.41 0.01
201102 2.47 3.43 -0.47 -0.28 0.01
201103 -2.07 -1.60 0.95 -0.88 0.01
201104 5.83 5.71 -1.67 -1.01 0.00
201105 -2.16 -2.79 -0.08 -0.92 0.00
201106 -0.11 -1.37 -0.82 1.30 0.00
201107 -1.71 -1.32 2.42 -2.86 0.00
201108 -11.64 -8.51 1.35 -2.51 0.01
201109 -12.29 -10.31 -0.01 1.37 0.00
201110 7.69 8.79 -4.06 -2.02 0.00
201111 -3.44 -4.57 -0.28 -1.44 0.00
201112 -3.00 -1.35 0.04 0.55 0.00
201201 7.27 6.02 1.72 0.76 0.00
201202 3.82 5.36 -0.47 0.07 0.00
201203 1.03 -0.28 0.37 -0.34 0.00
201204 -1.21 -1.50 0.85 -2.18 0.00
201205 -8.61 -11.27 0.74 -0.62 0.01
201206 4.82 5.85 -3.82 2.09 0.00
201207 0.88 0.81 -0.97 -2.09 0.00
201208 3.22 2.99 -0.71 1.06 0.01
201209 5.00 3.37 0.82 1.37 0.01
201210 -0.31 0.81 -0.99 0.60 0.01
201211 0.93 1.81 -2.30 0.68 0.01
201212 3.62 3.33 0.61 3.47 0.01
201301 2.25 5.22 -0.18 2.90 0.00
201302 0.70 -0.94 0.84 -0.98 0.00
201303 3.05 0.75 1.15 -2.75 0.00
201304 1.28 4.37 -2.02 2.60 0.00
201305 -3.31 -1.52 -1.13 2.06 0.00
201306 -1.25 -3.74 0.56 -0.89 0.00
201307 4.62 5.58 -0.81 1.39 0.00
201308 -1.10 -1.01 1.77 0.16 0.00
201309 6.25 7.04 0.80 0.66 0.00
201310 2.26 3.37 -1.30 2.17 0.00
201311 -0.15 0.59 -0.46 -0.01 0.00
201312 1.29 1.71 0.20 -0.17 0.00
201401 -4.37 -3.23 3.93 1.33 0.00
201402 5.37 5.37 -1.52 0.13 0.00
201403 0.25 -0.22 0.58 0.91 0.00
201404 1.91 1.10 -1.93 0.78 0.00
201405 1.38 1.39 -0.74 -0.17 0.00
201406 1.02 1.46 1.75 -0.45 0.00
201407 -2.17 -1.98 0.54 0.14 0.00
201408 0.39 -0.28 0.35 -0.52 0.00

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