Regression from Mar 2012 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
0.93 -0.31 -0.87 0.16 3.14% 0.807
Standard error 0.1042 0.2366 0.2742 0.1475 0.0042
t-statistics 8.91 -1.30 -3.17 1.11 0.62

Fund Profile

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

Rolling Charts:


Fund Returns from Mar 2012 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201203 1.62 -0.28 0.37 -0.34 3.97 0.00
201204 1.19 -1.50 0.85 -2.18 6.47 0.00
201205 -7.86 -11.27 0.74 -0.62 6.35 0.01
201206 6.87 5.85 -3.82 2.09 -0.46 0.00
201207 2.67 0.81 -0.97 -2.09 4.40 0.00
201208 2.22 2.99 -0.71 1.06 -1.13 0.01
201209 1.83 3.37 0.82 1.37 -1.45 0.01
201210 -1.57 0.81 -0.99 0.60 0.06 0.01
201211 1.02 1.81 -2.30 0.68 2.02 0.01
201212 1.20 3.33 0.61 3.47 -1.33 0.01
201301 2.56 5.22 -0.18 2.90 0.93 0.00
201302 1.41 -0.94 0.84 -0.98 4.10 0.00
201303 5.25 0.75 1.15 -2.75 4.98 0.00
201304 3.63 4.37 -2.02 2.60 4.51 0.00
201305 -7.89 -1.52 -1.13 2.06 -1.99 0.00
201306 -1.42 -3.74 0.56 -0.89 2.17 0.00
201307 5.08 5.58 -0.81 1.39 1.39 0.00
201308 -2.88 -1.01 1.77 0.16 -1.92 0.00
201309 5.01 7.04 0.80 0.66 2.98 0.00
201310 3.67 3.37 -1.30 2.17 0.84 0.00
201311 -0.42 0.59 -0.46 -0.01 3.52 0.00
201312 1.04 1.71 0.20 -0.17 1.61 0.00
201401 -5.13 -3.23 3.93 1.33 0.81 0.00
201402 6.01 5.37 -1.52 0.13 0.96 0.00
201403 1.60 -0.22 0.58 0.91 -1.39 0.00
201404 3.00 1.10 -1.93 0.78 -2.95 0.00
201405 1.62 1.39 -0.74 -0.17 -0.34 0.00
201406 0.84 1.46 1.75 -0.45 0.01 0.00
201407 -0.90 -1.98 0.54 0.14 0.18 0.00
201408 1.27 -0.28 0.35 -0.52 0.56 0.00

Other Funds


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