Regression from Feb 2001 - Aug 2014

Rm-Rf Alpha R2
0.98 -2.69% 0.930
Standard error 0.0212 0.0010
t-statistics 46.40 -2.23

Fund Profile

Symbol IOO
Issuer iShares
Type ETF
Region Global
Style Large Blend

Rolling Charts:


Fund Returns from Feb 2001 - Aug 2014

Month RaR Rm-Rf Rf
200102 -10.02 -8.75 0.38
200103 -5.88 -7.76 0.44
200104 8.20 7.64 0.39
200105 -0.94 -1.10 0.32
200106 -2.89 -2.73 0.28
200107 -3.39 -2.52 0.30
200108 -5.40 -4.42 0.31
200109 -7.36 -9.93 0.28
200110 3.67 2.46 0.22
200111 6.33 5.66 0.17
200112 0.39 0.63 0.15
200201 -5.20 -3.20 0.14
200202 -1.01 -0.68 0.13
200203 3.41 4.71 0.13
200204 -6.53 -2.56 0.15
200205 -0.50 0.36 0.14
200206 -6.12 -5.43 0.13
200207 -8.07 -8.62 0.15
200208 0.79 -0.05 0.14
200209 -12.33 -10.34 0.14
200210 9.84 5.95 0.14
200211 6.73 5.12 0.12
200212 -5.80 -4.22 0.11
200301 -3.68 -2.70 0.10
200302 -2.45 -1.84 0.09
200303 0.92 -0.34 0.10
200304 9.02 8.70 0.10
200305 4.31 6.53 0.09
200306 2.33 2.00 0.10
200307 1.06 2.18 0.07
200308 1.21 2.66 0.07
200309 1.77 1.31 0.08
200310 4.55 5.82 0.07
200311 1.77 1.69 0.07
200312 7.27 5.63 0.08
200401 0.96 2.26 0.07
200402 2.48 1.89 0.06
200403 -2.71 -0.04 0.09
200404 -1.59 -2.23 0.08
200405 0.44 0.61 0.06
200406 1.67 2.39 0.08
200407 -3.63 -3.77 0.10
200408 0.77 0.37 0.11
200409 0.02 2.16 0.11
200410 2.72 2.57 0.11
200411 4.50 5.36 0.15
200412 3.57 3.77 0.16
200501 -2.13 -1.89 0.16
200502 3.50 3.00 0.16
200503 -2.78 -2.01 0.21
200504 -1.44 -2.58 0.21
200505 0.92 1.37 0.24
200506 -0.17 1.24 0.23
200507 2.90 3.53 0.24
200508 0.71 1.05 0.30
200509 1.94 2.07 0.29
200510 -2.55 -2.66 0.27
200511 2.32 2.90 0.31
200512 1.24 2.54 0.32
200601 3.14 4.54 0.35
200602 -0.89 -0.44 0.34
200603 2.35 2.44 0.37
200604 3.58 2.89 0.36
200605 -2.92 -4.12 0.43
200606 -0.06 -0.60 0.40
200607 2.08 -0.23 0.40
200608 2.93 2.23 0.42
200609 1.12 0.59 0.41
200610 3.10 3.33 0.41
200611 2.14 2.33 0.42
200612 1.92 1.86 0.40
200701 0.94 0.96 0.44
200702 -2.42 -0.59 0.38
200703 1.41 1.76 0.43
200704 5.50 3.74 0.44
200705 2.88 2.48 0.41
200706 -0.11 -0.81 0.40
200707 -2.24 -2.39 0.40
200708 0.88 -1.16 0.42
200709 4.97 4.38 0.32
200710 2.99 3.17 0.32
200711 -2.94 -4.65 0.34
200712 -0.88 -1.59 0.27
200801 -8.69 -7.77 0.21
200802 -2.07 -0.07 0.13
200803 0.69 -1.23 0.17
200804 5.22 4.91 0.18
200805 -0.65 1.84 0.18
200806 -8.03 -8.04 0.17
200807 -0.75 -2.77 0.15
200808 -1.52 -1.97 0.13
200809 -7.83 -12.34 0.15
200810 -15.24 -19.46 0.08
200811 -7.00 -6.54 0.03
200812 3.94 4.25 0.09
200901 -12.80 -8.48 0.00
200902 -10.82 -9.94 0.01
200903 8.35 7.30 0.02
200904 9.05 11.42 0.01
200905 10.29 9.93 0.00
200906 -0.77 -0.30 0.01
200907 9.36 8.60 0.01
200908 4.02 3.96 0.01
200909 3.87 4.40 0.01
200910 -1.15 -2.15 0.00
200911 5.51 3.66 0.00
200912 0.08 1.98 0.01
201001 -5.52 -3.70 0.00
201002 0.76 1.24 0.00
201003 6.02 6.30 0.01
201004 -2.26 0.45 0.00
201005 -9.75 -9.52 0.01
201006 -3.86 -3.12 0.01
201007 10.86 8.20 0.01
201008 -4.46 -3.93 0.01
201009 8.54 9.81 0.01
201010 4.32 4.01 0.01
201011 -3.73 -2.23 0.01
201012 7.12 7.57 0.01
201101 3.40 2.14 0.01
201102 3.14 3.52 0.01
201103 -1.60 -0.68 0.01
201104 5.40 4.43 0.00
201105 -2.59 -2.11 0.00
201106 -1.38 -1.49 0.00
201107 -2.61 -1.80 0.00
201108 -7.72 -7.47 0.01
201109 -8.22 -9.12 0.00
201110 10.73 10.01 0.00
201111 -1.75 -2.60 0.00
201112 0.53 -0.39 0.00
201201 4.51 5.56 0.00
201202 3.79 4.92 0.00
201203 1.19 1.20 0.00
201204 -1.99 -1.13 0.00
201205 -8.95 -8.84 0.01
201206 5.73 4.86 0.00
201207 0.78 0.91 0.00
201208 2.26 2.77 0.01
201209 2.79 3.03 0.01
201210 0.20 -0.40 0.01
201211 0.54 1.31 0.01
201212 2.88 2.33 0.01
201301 5.11 5.43 0.00
201302 -1.03 0.11 0.00
201303 1.88 2.24 0.00
201304 3.60 3.01 0.00
201305 0.63 0.55 0.00
201306 -2.84 -2.50 0.00
201307 4.90 5.60 0.00
201308 -2.91 -1.84 0.00
201309 4.54 5.48 0.00
201310 4.30 3.75 0.00
201311 2.14 1.82 0.00
201312 1.80 2.16 0.00
201401 -4.93 -3.31 0.00
201402 5.09 5.06 0.00
201403 0.89 0.17 0.00
201404 2.11 0.57 0.00
201405 0.75 1.74 0.00
201406 0.74 2.00 0.00
201407 -1.87 -2.06 0.00
201408 2.30 1.92 0.00

Other Funds


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