Regression from Sep 2000 - Aug 2014

Rm-Rf Alpha R2
1.09 5.49% 0.777
Standard error 0.0455 0.0021
t-statistics 24.02 2.19

Fund Profile

Symbol IJS
Issuer iShares
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Sep 2000 - Aug 2014

Month RaR Rm-Rf Rf
200009 -0.20 -5.44 0.51
200010 -0.87 -2.77 0.56
200011 -4.10 -10.73 0.51
200012 12.83 1.19 0.50
200101 7.86 3.12 0.54
200102 -4.21 -10.08 0.39
200103 -4.96 -7.27 0.44
200104 6.83 7.95 0.39
200105 2.93 0.73 0.32
200106 1.99 -1.93 0.28
200107 -0.23 -2.13 0.30
200108 -0.96 -6.46 0.31
200109 -14.53 -9.26 0.28
200110 4.51 2.47 0.22
200111 7.54 7.54 0.17
200112 6.84 1.60 0.15
200201 2.17 -1.44 0.14
200202 -0.44 -2.29 0.13
200203 8.72 4.24 0.13
200204 4.02 -5.20 0.15
200205 -3.63 -1.38 0.14
200206 -4.62 -7.21 0.13
200207 -15.78 -8.18 0.15
200208 -0.41 0.50 0.14
200209 -7.93 -10.35 0.14
200210 2.59 7.83 0.14
200211 5.51 5.96 0.12
200212 -2.74 -5.76 0.11
200301 -4.04 -2.57 0.10
200302 -4.08 -1.89 0.09
200303 -0.14 1.09 0.10
200304 8.80 8.22 0.10
200305 9.45 6.05 0.09
200306 2.84 1.42 0.10
200307 4.92 2.34 0.07
200308 4.96 2.34 0.07
200309 -3.50 -1.23 0.08
200310 9.09 6.08 0.07
200311 4.29 1.35 0.07
200312 2.71 4.30 0.08
200401 2.15 2.15 0.07
200402 2.52 1.40 0.06
200403 1.81 -1.33 0.09
200404 -3.93 -1.83 0.08
200405 1.58 1.18 0.06
200406 5.36 1.86 0.08
200407 -4.75 -4.07 0.10
200408 0.24 0.08 0.11
200409 4.69 1.61 0.11
200410 0.95 1.43 0.11
200411 9.10 4.54 0.15
200412 1.57 3.43 0.16
200501 -3.25 -2.75 0.16
200502 2.89 1.89 0.16
200503 -2.35 -1.96 0.21
200504 -5.13 -2.61 0.21
200505 6.16 3.65 0.24
200506 3.92 0.56 0.23
200507 5.85 3.92 0.24
200508 -1.88 -1.22 0.30
200509 0.05 0.48 0.29
200510 -3.41 -2.00 0.27
200511 4.90 3.62 0.31
200512 -1.04 -0.25 0.32
200601 8.75 3.04 0.35
200602 0.26 -0.30 0.34
200603 4.87 1.46 0.37
200604 0.17 0.72 0.36
200605 -4.54 -3.57 0.43
200606 0.03 -0.35 0.40
200607 -3.09 -0.78 0.40
200608 2.71 2.03 0.42
200609 1.18 1.84 0.41
200610 5.53 3.23 0.41
200611 2.38 1.71 0.42
200612 0.31 0.87 0.40
200701 2.13 1.41 0.44
200702 -0.92 -1.95 0.38
200703 0.90 0.68 0.43
200704 1.84 3.49 0.44
200705 4.64 3.24 0.41
200706 -2.25 -1.96 0.40
200707 -6.26 -3.74 0.40
200708 1.33 0.92 0.42
200709 0.31 3.23 0.32
200710 1.06 1.80 0.32
200711 -7.14 -4.82 0.34
200712 -0.72 -0.86 0.27
200801 -4.00 -6.35 0.21
200802 -3.36 -3.09 0.13
200803 0.82 -0.94 0.17
200804 2.65 4.60 0.18
200805 3.92 1.86 0.18
200806 -8.43 -8.44 0.17
200807 2.87 -0.77 0.15
200808 4.78 1.53 0.13
200809 -4.81 -9.24 0.15
200810 -19.86 -17.23 0.08
200811 -11.80 -7.86 0.03
200812 6.58 1.66 0.09
200901 -13.94 -8.12 0.00
200902 -13.03 -10.09 0.01
200903 7.60 8.95 0.02
200904 18.90 10.19 0.01
200905 0.68 5.21 0.00
200906 1.51 0.43 0.01
200907 11.00 7.72 0.01
200908 3.48 3.32 0.01
200909 4.20 4.08 0.01
200910 -6.08 -2.59 0.00
200911 2.91 5.56 0.00
200912 8.09 2.75 0.01
201001 -2.52 -3.36 0.00
201002 4.77 3.40 0.00
201003 7.79 6.32 0.01
201004 6.63 2.00 0.00
201005 -8.54 -7.89 0.01
201006 -8.28 -5.56 0.01
201007 6.71 6.92 0.01
201008 -7.90 -4.77 0.01
201009 10.95 9.54 0.01
201010 4.04 3.88 0.01
201011 2.47 0.60 0.01
201012 8.95 6.82 0.01
201101 -0.23 2.01 0.01
201102 4.22 3.49 0.01
201103 2.20 0.48 0.01
201104 1.06 2.90 0.00
201105 -1.76 -1.27 0.00
201106 -1.60 -1.75 0.00
201107 -2.77 -2.34 0.00
201108 -7.98 -6.00 0.01
201109 -10.57 -7.60 0.00
201110 15.35 11.34 0.00
201111 0.63 -0.26 0.00
201112 2.02 0.74 0.00
201201 7.90 5.06 0.00
201202 1.71 4.43 0.00
201203 2.89 3.11 0.00
201204 -1.91 -0.84 0.00
201205 -7.18 -6.20 0.01
201206 4.55 3.88 0.00
201207 -0.68 0.79 0.00
201208 4.08 2.56 0.01
201209 3.13 2.74 0.01
201210 -1.96 -1.75 0.01
201211 1.66 0.77 0.01
201212 3.55 1.18 0.01
201301 5.35 5.58 0.00
201302 1.63 1.28 0.00
201303 4.11 4.03 0.00
201304 0.12 1.56 0.00
201305 4.28 2.81 0.00
201306 -0.14 -1.21 0.00
201307 6.56 5.65 0.00
201308 -3.41 -2.69 0.00
201309 6.59 3.76 0.00
201310 3.49 4.17 0.00
201311 4.25 3.12 0.00
201312 1.29 2.81 0.00
201401 -3.51 -3.26 0.00
201402 4.63 4.65 0.00
201403 1.34 0.41 0.00
201404 -2.29 -0.14 0.00
201405 0.62 2.06 0.00
201406 3.84 2.59 0.00
201407 -5.07 -2.05 0.00
201408 4.46 4.23 0.00

Other Funds


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