Regression from Nov 2010 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.07 0.37 0.29 -0.94% 0.927
Standard error 0.0628 0.1121 0.1203 0.0020
t-statistics 17.12 3.26 2.39 -0.39

Fund Profile

Symbol IVOV
Issuer Vanguard
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Nov 2010 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201011 0.98 0.60 3.66 -0.54 0.01
201012 8.40 6.82 0.78 3.58 0.01
201101 3.44 2.01 -2.46 0.86 0.01
201102 2.69 3.49 1.63 1.67 0.01
201103 1.96 0.48 2.62 -1.22 0.01
201104 1.72 2.90 -0.32 -2.25 0.00
201105 -2.13 -1.27 -0.65 -2.21 0.00
201106 -1.77 -1.75 -0.08 -0.42 0.00
201107 -4.19 -2.34 -1.40 -1.20 0.00
201108 -7.43 -6.00 -3.30 -1.56 0.01
201109 -10.93 -7.60 -3.68 -1.06 0.00
201110 15.69 11.34 3.58 -0.90 0.00
201111 -2.10 -0.26 -0.26 -0.17 0.00
201112 2.68 0.74 -0.57 1.53 0.00
201201 6.18 5.06 2.52 -2.13 0.00
201202 4.09 4.43 -1.65 0.04 0.00
201203 0.90 3.11 -0.23 -0.07 0.00
201204 0.16 -0.84 -0.61 -0.20 0.00
201205 -6.58 -6.20 -0.10 0.10 0.01
201206 2.99 3.88 0.82 0.46 0.00
201207 0.32 0.79 -2.59 0.02 0.00
201208 2.26 2.56 0.72 0.59 0.01
201209 2.19 2.74 0.49 1.57 0.01
201210 -0.69 -1.75 -1.07 4.17 0.01
201211 0.43 0.77 0.67 -1.10 0.01
201212 4.31 1.18 1.66 3.28 0.01
201301 7.93 5.58 0.49 1.35 0.00
201302 1.72 1.28 -0.38 0.31 0.00
201303 4.93 4.03 0.84 -0.06 0.00
201304 -0.52 1.56 -2.43 0.36 0.00
201305 2.75 2.81 1.93 1.31 0.00
201306 -0.77 -1.21 1.23 -0.45 0.00
201307 5.80 5.65 1.85 0.79 0.00
201308 -3.99 -2.69 0.28 -2.46 0.00
201309 4.87 3.76 2.85 -1.51 0.00
201310 4.36 4.17 -1.52 1.39 0.00
201311 0.67 3.12 1.32 -0.38 0.00
201312 2.77 2.81 -0.44 -0.17 0.00
201401 -1.49 -3.26 0.85 -1.83 0.00
201402 4.27 4.65 0.27 -0.48 0.00
201403 1.25 0.41 -1.81 4.72 0.00
201404 -0.32 -0.14 -4.23 1.57 0.00
201405 1.62 2.06 -1.88 -0.40 0.00
201406 4.52 2.59 2.98 -0.63 0.00
201407 -4.46 -2.05 -4.28 0.03 0.00
201408 5.17 4.23 0.49 -0.75 0.00

Other Funds


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