Regression from Jul 2006 - Aug 2014

Rm-Rf Alpha R2
0.99 2.80% 0.620
Standard error 0.0793 0.0038
t-statistics 12.53 0.62

Fund Profile

Symbol IHF
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2006 - Aug 2014

Month RaR Rm-Rf Rf
200607 0.72 -0.78 0.40
200608 7.51 2.03 0.42
200609 -1.67 1.84 0.41
200610 -4.37 3.23 0.41
200611 1.23 1.71 0.42
200612 5.32 0.87 0.40
200701 1.04 1.41 0.44
200702 3.03 -1.95 0.38
200703 1.02 0.68 0.43
200704 3.29 3.49 0.44
200705 3.60 3.24 0.41
200706 -3.09 -1.96 0.40
200707 -3.81 -3.74 0.40
200708 3.10 0.92 0.42
200709 1.95 3.23 0.32
200710 0.64 1.80 0.32
200711 3.95 -4.82 0.34
200712 2.42 -0.86 0.27
200801 -6.28 -6.35 0.21
200802 -7.46 -3.09 0.13
200803 -14.18 -0.94 0.17
200804 5.55 4.60 0.18
200805 2.70 1.86 0.18
200806 -12.09 -8.44 0.17
200807 5.82 -0.77 0.15
200808 4.07 1.53 0.13
200809 -9.14 -9.24 0.15
200810 -22.35 -17.23 0.08
200811 -10.00 -7.86 0.03
200812 14.00 1.66 0.09
200901 -0.40 -8.12 0.00
200902 -15.38 -10.09 0.01
200903 3.31 8.95 0.02
200904 11.98 10.19 0.01
200905 7.46 5.21 0.00
200906 3.07 0.43 0.01
200907 7.45 7.72 0.01
200908 2.06 3.32 0.01
200909 -0.58 4.08 0.01
200910 -0.58 -2.59 0.00
200911 9.01 5.56 0.00
200912 6.15 2.75 0.01
201001 0.06 -3.36 0.00
201002 1.70 3.40 0.00
201003 5.88 6.32 0.01
201004 -3.97 2.00 0.00
201005 -2.52 -7.89 0.01
201006 -5.99 -5.56 0.01
201007 -2.10 6.92 0.01
201008 -2.78 -4.77 0.01
201009 12.91 9.54 0.01
201010 1.59 3.88 0.01
201011 2.60 0.60 0.01
201012 4.96 6.82 0.01
201101 5.40 2.01 0.01
201102 5.70 3.49 0.01
201103 3.16 0.48 0.01
201104 5.29 2.90 0.00
201105 1.21 -1.27 0.00
201106 -1.18 -1.75 0.00
201107 -5.52 -2.34 0.00
201108 -8.51 -6.00 0.01
201109 -8.50 -7.60 0.00
201110 12.21 11.34 0.00
201111 2.38 -0.26 0.00
201112 -0.53 0.74 0.00
201201 4.73 5.06 0.00
201202 5.00 4.43 0.00
201203 3.57 3.11 0.00
201204 -4.11 -0.84 0.00
201205 -4.93 -6.20 0.01
201206 6.75 3.88 0.00
201207 -4.13 0.79 0.00
201208 6.93 2.56 0.01
201209 2.91 2.74 0.01
201210 -1.35 -1.75 0.01
201211 -1.13 0.77 0.01
201212 2.96 1.18 0.01
201301 6.04 5.58 0.00
201302 0.01 1.28 0.00
201303 5.67 4.03 0.00
201304 2.63 1.56 0.00
201305 5.15 2.81 0.00
201306 1.56 -1.21 0.00
201307 4.57 5.65 0.00
201308 -2.33 -2.69 0.00
201309 1.80 3.76 0.00
201310 0.60 4.17 0.00
201311 6.33 3.12 0.00
201312 -0.02 2.81 0.00
201401 -0.38 -3.26 0.00
201402 3.50 4.65 0.00
201403 2.84 0.41 0.00
201404 -4.10 -0.14 0.00
201405 6.25 2.06 0.00
201406 2.15 2.59 0.00
201407 0.85 -2.05 0.00
201408 5.72 4.23 0.00

Other Funds


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