Regression from Jul 2006 - Aug 2014

Rm-Rf Alpha R2
0.91 3.08% 0.680
Standard error 0.0639 0.0030
t-statistics 14.27 0.85

Fund Profile

Symbol IHI
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2006 - Aug 2014

Month RaR Rm-Rf Rf
200607 2.25 -0.78 0.40
200608 0.76 2.03 0.42
200609 -1.21 1.84 0.41
200610 4.35 3.23 0.41
200611 2.05 1.71 0.42
200612 2.81 0.87 0.40
200701 5.91 1.41 0.44
200702 -3.83 -1.95 0.38
200703 0.82 0.68 0.43
200704 3.89 3.49 0.44
200705 1.93 3.24 0.41
200706 -0.66 -1.96 0.40
200707 2.59 -3.74 0.40
200708 1.89 0.92 0.42
200709 4.38 3.23 0.32
200710 0.83 1.80 0.32
200711 -1.76 -4.82 0.34
200712 1.71 -0.86 0.27
200801 -6.07 -6.35 0.21
200802 0.84 -3.09 0.13
200803 -1.08 -0.94 0.17
200804 -0.43 4.60 0.18
200805 3.39 1.86 0.18
200806 -3.08 -8.44 0.17
200807 4.93 -0.77 0.15
200808 4.61 1.53 0.13
200809 -7.75 -9.24 0.15
200810 -21.45 -17.23 0.08
200811 -16.32 -7.86 0.03
200812 1.62 1.66 0.09
200901 3.38 -8.12 0.00
200902 -11.57 -10.09 0.01
200903 5.23 8.95 0.02
200904 8.07 10.19 0.01
200905 4.88 5.21 0.00
200906 6.00 0.43 0.01
200907 4.99 7.72 0.01
200908 4.49 3.32 0.01
200909 3.61 4.08 0.01
200910 -5.34 -2.59 0.00
200911 7.72 5.56 0.00
200912 3.39 2.75 0.01
201001 -0.02 -3.36 0.00
201002 3.94 3.40 0.00
201003 6.15 6.32 0.01
201004 2.73 2.00 0.00
201005 -7.81 -7.89 0.01
201006 -3.44 -5.56 0.01
201007 -1.88 6.92 0.01
201008 -8.65 -4.77 0.01
201009 12.57 9.54 0.01
201010 0.55 3.88 0.01
201011 0.00 0.60 0.01
201012 8.80 6.82 0.01
201101 2.33 2.01 0.01
201102 5.73 3.49 0.01
201103 0.83 0.48 0.01
201104 6.83 2.90 0.00
201105 0.15 -1.27 0.00
201106 -2.53 -1.75 0.00
201107 -3.32 -2.34 0.00
201108 -5.31 -6.00 0.01
201109 -7.88 -7.60 0.00
201110 4.96 11.34 0.00
201111 -1.39 -0.26 0.00
201112 0.71 0.74 0.00
201201 8.55 5.06 0.00
201202 2.49 4.43 0.00
201203 3.83 3.11 0.00
201204 -1.07 -0.84 0.00
201205 -6.59 -6.20 0.01
201206 5.25 3.88 0.00
201207 -5.13 0.79 0.00
201208 4.72 2.56 0.01
201209 5.14 2.74 0.01
201210 -3.51 -1.75 0.01
201211 1.98 0.77 0.01
201212 0.27 1.18 0.01
201301 9.78 5.58 0.00
201302 -0.26 1.28 0.00
201303 3.39 4.03 0.00
201304 -1.13 1.56 0.00
201305 4.58 2.81 0.00
201306 -0.69 -1.21 0.00
201307 5.55 5.65 0.00
201308 -3.17 -2.69 0.00
201309 5.61 3.76 0.00
201310 5.58 4.17 0.00
201311 2.36 3.12 0.00
201312 1.60 2.81 0.00
201401 1.04 -3.26 0.00
201402 4.84 4.65 0.00
201403 0.60 0.41 0.00
201404 -3.83 -0.14 0.00
201405 3.52 2.06 0.00
201406 3.91 2.59 0.00
201407 -0.68 -2.05 0.00
201408 1.02 4.23 0.00

Other Funds


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