Regression from Sep 2000 - Aug 2014

Rm-Rf Alpha R2
1.10 1.64% 0.882
Standard error 0.0312 0.0014
t-statistics 35.22 0.95

Fund Profile

Symbol IJK
Issuer iShares
Type ETF
Region USA
Style Mid Growth

Rolling Charts:


Fund Returns from Sep 2000 - Aug 2014

Month RaR Rm-Rf Rf
200009 -2.54 -5.44 0.51
200010 -5.56 -2.77 0.56
200011 -14.24 -10.73 0.51
200012 5.13 1.19 0.50
200101 -0.14 3.12 0.54
200102 -8.37 -10.08 0.39
200103 -10.65 -7.27 0.44
200104 13.73 7.95 0.39
200105 2.97 0.73 0.32
200106 -1.34 -1.93 0.28
200107 -3.16 -2.13 0.30
200108 -4.34 -6.46 0.31
200109 -13.69 -9.26 0.28
200110 7.63 2.47 0.22
200111 9.16 7.54 0.17
200112 3.80 1.60 0.15
200201 -1.20 -1.44 0.14
200202 -2.24 -2.29 0.13
200203 6.79 4.24 0.13
200204 -2.64 -5.20 0.15
200205 -1.69 -1.38 0.14
200206 -9.56 -7.21 0.13
200207 -8.86 -8.18 0.15
200208 0.59 0.50 0.14
200209 -6.01 -10.35 0.14
200210 4.44 7.83 0.14
200211 5.06 5.96 0.12
200212 -4.45 -5.76 0.11
200301 -2.29 -2.57 0.10
200302 -2.59 -1.89 0.09
200303 2.36 1.09 0.10
200304 5.34 8.22 0.10
200305 6.91 6.05 0.09
200306 2.11 1.42 0.10
200307 4.35 2.34 0.07
200308 3.78 2.34 0.07
200309 -2.03 -1.23 0.08
200310 7.04 6.08 0.07
200311 3.01 1.35 0.07
200312 -0.49 4.30 0.08
200401 1.85 2.15 0.07
200402 2.08 1.40 0.06
200403 0.59 -1.33 0.09
200404 -2.67 -1.83 0.08
200405 2.08 1.18 0.06
200406 1.36 1.86 0.08
200407 -4.89 -4.07 0.10
200408 -1.32 0.08 0.11
200409 2.68 1.61 0.11
200410 2.55 1.43 0.11
200411 5.00 4.54 0.15
200412 4.08 3.43 0.16
200501 -2.26 -2.75 0.16
200502 3.64 1.89 0.16
200503 -1.38 -1.96 0.21
200504 -4.08 -2.61 0.21
200505 6.14 3.65 0.24
200506 1.99 0.56 0.23
200507 4.64 3.92 0.24
200508 -0.75 -1.22 0.30
200509 0.36 0.48 0.29
200510 -2.33 -2.00 0.27
200511 6.63 3.62 0.31
200512 0.58 -0.25 0.32
200601 5.40 3.04 0.35
200602 -1.38 -0.30 0.34
200603 2.52 1.46 0.37
200604 0.36 0.72 0.36
200605 -4.68 -3.57 0.43
200606 -0.29 -0.35 0.40
200607 -3.71 -0.78 0.40
200608 0.82 2.03 0.42
200609 1.33 1.84 0.41
200610 3.62 3.23 0.41
200611 3.42 1.71 0.42
200612 -1.23 0.87 0.40
200701 3.87 1.41 0.44
200702 0.47 -1.95 0.38
200703 1.68 0.68 0.43
200704 3.02 3.49 0.44
200705 5.58 3.24 0.41
200706 -1.43 -1.96 0.40
200707 -4.11 -3.74 0.40
200708 1.27 0.92 0.42
200709 3.41 3.23 0.32
200710 3.63 1.80 0.32
200711 -4.35 -4.82 0.34
200712 -0.46 -0.86 0.27
200801 -6.74 -6.35 0.21
200802 -0.39 -3.09 0.13
200803 -1.44 -0.94 0.17
200804 8.05 4.60 0.18
200805 5.85 1.86 0.18
200806 -4.96 -8.44 0.17
200807 -3.44 -0.77 0.15
200808 1.31 1.53 0.13
200809 -13.33 -9.24 0.15
200810 -21.48 -17.23 0.08
200811 -9.61 -7.86 0.03
200812 4.55 1.66 0.09
200901 -5.71 -8.12 0.00
200902 -7.91 -10.09 0.01
200903 9.29 8.95 0.02
200904 14.12 10.19 0.01
200905 3.62 5.21 0.00
200906 0.54 0.43 0.01
200907 7.93 7.72 0.01
200908 3.37 3.32 0.01
200909 6.12 4.08 0.01
200910 -3.40 -2.59 0.00
200911 3.64 5.56 0.00
200912 5.54 2.75 0.01
201001 -3.87 -3.36 0.00
201002 5.42 3.40 0.00
201003 7.85 6.32 0.01
201004 3.91 2.00 0.00
201005 -6.77 -7.89 0.01
201006 -6.32 -5.56 0.01
201007 6.81 6.92 0.01
201008 -4.39 -4.77 0.01
201009 12.34 9.54 0.01
201010 3.86 3.88 0.01
201011 4.56 0.60 0.01
201012 5.55 6.82 0.01
201101 1.25 2.01 0.01
201102 5.04 3.49 0.01
201103 3.13 0.48 0.01
201104 3.29 2.90 0.00
201105 -0.91 -1.27 0.00
201106 -1.63 -1.75 0.00
201107 -3.07 -2.34 0.00
201108 -6.85 -6.00 0.01
201109 -10.17 -7.60 0.00
201110 13.35 11.34 0.00
201111 -1.13 -0.26 0.00
201112 -1.71 0.74 0.00
201201 6.86 5.06 0.00
201202 5.02 4.43 0.00
201203 1.65 3.11 0.00
201204 -0.15 -0.84 0.00
201205 -6.17 -6.20 0.01
201206 0.69 3.88 0.00
201207 0.11 0.79 0.00
201208 4.19 2.56 0.01
201209 1.63 2.74 0.01
201210 -1.16 -1.75 0.01
201211 2.62 0.77 0.01
201212 1.18 1.18 0.01
201301 7.05 5.58 0.00
201302 0.23 1.28 0.00
201303 4.55 4.03 0.00
201304 1.19 1.56 0.00
201305 2.20 2.81 0.00
201306 -2.44 -1.21 0.00
201307 6.18 5.65 0.00
201308 -3.73 -2.69 0.00
201309 5.88 3.76 0.00
201310 3.14 4.17 0.00
201311 1.60 3.12 0.00
201312 3.29 2.81 0.00
201401 -2.58 -3.26 0.00
201402 5.43 4.65 0.00
201403 -0.66 0.41 0.00
201404 -2.78 -0.14 0.00
201405 1.90 2.06 0.00
201406 3.88 2.59 0.00
201407 -4.25 -2.05 0.00
201408 4.93 4.23 0.00

Other Funds


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