Regression from Sep 2000 - Aug 2014

Rm-Rf Alpha R2
1.09 3.37% 0.840
Standard error 0.0369 0.0017
t-statistics 29.51 1.65

Fund Profile

Symbol IJT
Issuer iShares
Type ETF
Region USA
Style Small Growth

Rolling Charts:


Fund Returns from Sep 2000 - Aug 2014

Month RaR Rm-Rf Rf
200009 -4.38 -5.44 0.51
200010 -0.69 -2.77 0.56
200011 -13.44 -10.73 0.51
200012 8.02 1.19 0.50
200101 -0.14 3.12 0.54
200102 -8.23 -10.08 0.39
200103 -5.60 -7.27 0.44
200104 10.11 7.95 0.39
200105 1.56 0.73 0.32
200106 1.65 -1.93 0.28
200107 -1.94 -2.13 0.30
200108 -2.23 -6.46 0.31
200109 -12.90 -9.26 0.28
200110 6.82 2.47 0.22
200111 5.88 7.54 0.17
200112 5.76 1.60 0.15
200201 0.06 -1.44 0.14
200202 -3.34 -2.29 0.13
200203 7.40 4.24 0.13
200204 1.11 -5.20 0.15
200205 -4.41 -1.38 0.14
200206 -6.10 -7.21 0.13
200207 -11.74 -8.18 0.15
200208 1.89 0.50 0.14
200209 -5.07 -10.35 0.14
200210 4.68 7.83 0.14
200211 5.67 5.96 0.12
200212 -4.61 -5.76 0.11
200301 -2.91 -2.57 0.10
200302 -2.83 -1.89 0.09
200303 1.79 1.09 0.10
200304 7.58 8.22 0.10
200305 6.63 6.05 0.09
200306 2.01 1.42 0.10
200307 5.65 2.34 0.07
200308 4.96 2.34 0.07
200309 -2.60 -1.23 0.08
200310 8.50 6.08 0.07
200311 3.42 1.35 0.07
200312 0.58 4.30 0.08
200401 3.14 2.15 0.07
200402 1.59 1.40 0.06
200403 0.85 -1.33 0.09
200404 -3.20 -1.83 0.08
200405 1.98 1.18 0.06
200406 5.65 1.86 0.08
200407 -6.00 -4.07 0.10
200408 -2.40 0.08 0.11
200409 5.52 1.61 0.11
200410 2.94 1.43 0.11
200411 8.05 4.54 0.15
200412 2.12 3.43 0.16
200501 -0.72 -2.75 0.16
200502 2.61 1.89 0.16
200503 -3.31 -1.96 0.21
200504 -5.85 -2.61 0.21
200505 7.07 3.65 0.24
200506 2.85 0.56 0.23
200507 6.42 3.92 0.24
200508 -1.25 -1.22 0.30
200509 1.50 0.48 0.29
200510 -3.93 -2.00 0.27
200511 5.22 3.62 0.31
200512 -1.01 -0.25 0.32
200601 6.98 3.04 0.35
200602 -0.67 -0.30 0.34
200603 5.06 1.46 0.37
200604 -0.07 0.72 0.36
200605 -4.95 -3.57 0.43
200606 -0.31 -0.35 0.40
200607 -3.56 -0.78 0.40
200608 0.54 2.03 0.42
200609 0.61 1.84 0.41
200610 4.27 3.23 0.41
200611 3.26 1.71 0.42
200612 -0.44 0.87 0.40
200701 2.02 1.41 0.44
200702 -0.08 -1.95 0.38
200703 2.45 0.68 0.43
200704 2.36 3.49 0.44
200705 4.62 3.24 0.41
200706 -1.05 -1.96 0.40
200707 -4.27 -3.74 0.40
200708 3.04 0.92 0.42
200709 2.71 3.23 0.32
200710 2.43 1.80 0.32
200711 -7.43 -4.82 0.34
200712 -0.62 -0.86 0.27
200801 -6.32 -6.35 0.21
200802 -2.05 -3.09 0.13
200803 0.10 -0.94 0.17
200804 4.92 4.60 0.18
200805 4.40 1.86 0.18
200806 -5.77 -8.44 0.17
200807 0.35 -0.77 0.15
200808 3.70 1.53 0.13
200809 -7.31 -9.24 0.15
200810 -21.46 -17.23 0.08
200811 -10.85 -7.86 0.03
200812 4.06 1.66 0.09
200901 -10.38 -8.12 0.00
200902 -10.88 -10.09 0.01
200903 6.74 8.95 0.02
200904 16.92 10.19 0.01
200905 2.29 5.21 0.00
200906 2.26 0.43 0.01
200907 8.92 7.72 0.01
200908 1.41 3.32 0.01
200909 5.65 4.08 0.01
200910 -4.71 -2.59 0.00
200911 2.09 5.56 0.00
200912 8.81 2.75 0.01
201001 -4.05 -3.36 0.00
201002 3.69 3.40 0.00
201003 7.94 6.32 0.01
201004 5.11 2.00 0.00
201005 -5.87 -7.89 0.01
201006 -5.92 -5.56 0.01
201007 5.99 6.92 0.01
201008 -7.16 -4.77 0.01
201009 11.72 9.54 0.01
201010 4.70 3.88 0.01
201011 4.61 0.60 0.01
201012 6.56 6.82 0.01
201101 0.17 2.01 0.01
201102 4.59 3.49 0.01
201103 4.03 0.48 0.01
201104 3.98 2.90 0.00
201105 0.15 -1.27 0.00
201106 -2.18 -1.75 0.00
201107 -3.50 -2.34 0.00
201108 -7.67 -6.00 0.01
201109 -9.85 -7.60 0.00
201110 14.58 11.34 0.00
201111 0.60 -0.26 0.00
201112 0.47 0.74 0.00
201201 5.30 5.06 0.00
201202 2.56 4.43 0.00
201203 2.98 3.11 0.00
201204 -0.85 -0.84 0.00
201205 -5.35 -6.20 0.01
201206 4.41 3.88 0.00
201207 -1.44 0.79 0.00
201208 3.76 2.56 0.01
201209 1.48 2.74 0.01
201210 -2.22 -1.75 0.01
201211 0.47 0.77 0.01
201212 3.02 1.18 0.01
201301 6.10 5.58 0.00
201302 1.20 1.28 0.00
201303 4.25 4.03 0.00
201304 -0.57 1.56 0.00
201305 4.46 2.81 0.00
201306 -0.50 -1.21 0.00
201307 7.38 5.65 0.00
201308 -1.48 -2.69 0.00
201309 5.91 3.76 0.00
201310 3.58 4.17 0.00
201311 4.92 3.12 0.00
201312 0.98 2.81 0.00
201401 -3.91 -3.26 0.00
201402 4.32 4.65 0.00
201403 0.21 0.41 0.00
201404 -3.48 -0.14 0.00
201405 -0.17 2.06 0.00
201406 5.54 2.59 0.00
201407 -5.99 -2.05 0.00
201408 3.96 4.23 0.00

Other Funds


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