Regression from Jul 2006 - Aug 2014

Rm-Rf Alpha R2
0.71 8.35% 0.581
Standard error 0.0613 0.0029
t-statistics 11.54 2.40

Fund Profile

Symbol IHE
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2006 - Aug 2014

Month RaR Rm-Rf Rf
200607 2.81 -0.78 0.40
200608 2.89 2.03 0.42
200609 2.14 1.84 0.41
200610 1.82 3.23 0.41
200611 -0.27 1.71 0.42
200612 0.08 0.87 0.40
200701 4.75 1.41 0.44
200702 -2.89 -1.95 0.38
200703 -0.37 0.68 0.43
200704 7.55 3.49 0.44
200705 1.47 3.24 0.41
200706 -4.12 -1.96 0.40
200707 -6.26 -3.74 0.40
200708 2.05 0.92 0.42
200709 1.64 3.23 0.32
200710 1.83 1.80 0.32
200711 -0.04 -4.82 0.34
200712 -2.46 -0.86 0.27
200801 -4.87 -6.35 0.21
200802 -1.55 -3.09 0.13
200803 -4.16 -0.94 0.17
200804 2.33 4.60 0.18
200805 2.95 1.86 0.18
200806 -4.28 -8.44 0.17
200807 4.17 -0.77 0.15
200808 2.87 1.53 0.13
200809 -4.99 -9.24 0.15
200810 -12.99 -17.23 0.08
200811 -2.00 -7.86 0.03
200812 8.28 1.66 0.09
200901 -3.28 -8.12 0.00
200902 -11.77 -10.09 0.01
200903 10.21 8.95 0.02
200904 -2.44 10.19 0.01
200905 7.15 5.21 0.00
200906 5.69 0.43 0.01
200907 3.81 7.72 0.01
200908 3.42 3.32 0.01
200909 6.47 4.08 0.01
200910 -3.39 -2.59 0.00
200911 9.36 5.56 0.00
200912 3.69 2.75 0.01
201001 -0.72 -3.36 0.00
201002 0.90 3.40 0.00
201003 3.70 6.32 0.01
201004 -1.43 2.00 0.00
201005 -5.67 -7.89 0.01
201006 -1.06 -5.56 0.01
201007 1.92 6.92 0.01
201008 0.34 -4.77 0.01
201009 9.79 9.54 0.01
201010 3.51 3.88 0.01
201011 -3.74 0.60 0.01
201012 5.41 6.82 0.01
201101 -1.30 2.01 0.01
201102 1.88 3.49 0.01
201103 3.40 0.48 0.01
201104 8.45 2.90 0.00
201105 2.16 -1.27 0.00
201106 0.11 -1.75 0.00
201107 -2.57 -2.34 0.00
201108 -3.07 -6.00 0.01
201109 -3.88 -7.60 0.00
201110 5.97 11.34 0.00
201111 4.98 -0.26 0.00
201112 3.84 0.74 0.00
201201 1.89 5.06 0.00
201202 3.64 4.43 0.00
201203 3.26 3.11 0.00
201204 1.07 -0.84 0.00
201205 -3.34 -6.20 0.01
201206 7.13 3.88 0.00
201207 0.85 0.79 0.00
201208 -0.44 2.56 0.01
201209 3.83 2.74 0.01
201210 -3.29 -1.75 0.01
201211 0.12 0.77 0.01
201212 -1.58 1.18 0.01
201301 7.26 5.58 0.00
201302 1.30 1.28 0.00
201303 4.20 4.03 0.00
201304 3.28 1.56 0.00
201305 1.73 2.81 0.00
201306 -0.82 -1.21 0.00
201307 7.40 5.65 0.00
201308 -2.88 -2.69 0.00
201309 2.62 3.76 0.00
201310 2.14 4.17 0.00
201311 7.96 3.12 0.00
201312 0.97 2.81 0.00
201401 2.30 -3.26 0.00
201402 9.26 4.65 0.00
201403 -3.82 0.41 0.00
201404 2.05 -0.14 0.00
201405 1.49 2.06 0.00
201406 3.55 2.59 0.00
201407 -3.60 -2.05 0.00
201408 5.67 4.23 0.00

Other Funds


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