Regression from Sep 2000 - Aug 2014

Rm-Rf Alpha R2
1.04 5.22% 0.756
Standard error 0.0459 0.0021
t-statistics 22.68 2.06

Fund Profile

Symbol IWN
Issuer iShares
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Sep 2000 - Aug 2014

Month RaR Rm-Rf Rf
200009 -0.22 -5.44 0.51
200010 -0.79 -2.77 0.56
200011 -0.98 -10.73 0.51
200012 9.48 1.19 0.50
200101 2.89 3.12 0.54
200102 -0.10 -10.08 0.39
200103 -1.89 -7.27 0.44
200104 5.22 7.95 0.39
200105 2.62 0.73 0.32
200106 3.45 -1.93 0.28
200107 -2.41 -2.13 0.30
200108 0.27 -6.46 0.31
200109 -11.57 -9.26 0.28
200110 2.55 2.47 0.22
200111 7.08 7.54 0.17
200112 5.45 1.60 0.15
200201 1.75 -1.44 0.14
200202 0.35 -2.29 0.13
200203 7.19 4.24 0.13
200204 4.02 -5.20 0.15
200205 -3.16 -1.38 0.14
200206 -3.05 -7.21 0.13
200207 -14.29 -8.18 0.15
200208 0.10 0.50 0.14
200209 -7.91 -10.35 0.14
200210 2.01 7.83 0.14
200211 7.69 5.96 0.12
200212 -4.45 -5.76 0.11
200301 -2.52 -2.57 0.10
200302 -3.06 -1.89 0.09
200303 0.92 1.09 0.10
200304 9.28 8.22 0.10
200305 10.17 6.05 0.09
200306 1.05 1.42 0.10
200307 5.20 2.34 0.07
200308 3.96 2.34 0.07
200309 -1.16 -1.23 0.08
200310 8.34 6.08 0.07
200311 4.20 1.35 0.07
200312 3.41 4.30 0.08
200401 3.44 2.15 0.07
200402 2.24 1.40 0.06
200403 1.21 -1.33 0.09
200404 -5.46 -1.83 0.08
200405 1.70 1.18 0.06
200406 5.03 1.86 0.08
200407 -4.75 -4.07 0.10
200408 1.20 0.08 0.11
200409 3.76 1.61 0.11
200410 1.46 1.43 0.11
200411 9.27 4.54 0.15
200412 1.89 3.43 0.16
200501 -3.90 -2.75 0.16
200502 2.09 1.89 0.16
200503 -2.14 -1.96 0.21
200504 -5.22 -2.61 0.21
200505 6.02 3.65 0.24
200506 4.53 0.56 0.23
200507 6.03 3.92 0.24
200508 -2.35 -1.22 0.30
200509 -0.54 0.48 0.29
200510 -3.32 -2.00 0.27
200511 5.03 3.62 0.31
200512 -1.01 -0.25 0.32
200601 7.76 3.04 0.35
200602 0.42 -0.30 0.34
200603 5.13 1.46 0.37
200604 0.33 0.72 0.36
200605 -4.00 -3.57 0.43
200606 0.84 -0.35 0.40
200607 -1.20 -0.78 0.40
200608 2.91 2.03 0.42
200609 0.72 1.84 0.41
200610 5.24 3.23 0.41
200611 2.58 1.71 0.42
200612 1.09 0.87 0.40
200701 1.47 1.41 0.44
200702 -1.28 -1.95 0.38
200703 1.34 0.68 0.43
200704 0.67 3.49 0.44
200705 3.99 3.24 0.41
200706 -2.38 -1.96 0.40
200707 -8.57 -3.74 0.40
200708 1.87 0.92 0.42
200709 0.48 3.23 0.32
200710 1.06 1.80 0.32
200711 -7.37 -4.82 0.34
200712 -1.34 -0.86 0.27
200801 -3.83 -6.35 0.21
200802 -3.17 -3.09 0.13
200803 0.09 -0.94 0.17
200804 3.95 4.60 0.18
200805 3.10 1.86 0.18
200806 -9.33 -8.44 0.17
200807 4.62 -0.77 0.15
200808 5.22 1.53 0.13
200809 -3.21 -9.24 0.15
200810 -20.97 -17.23 0.08
200811 -11.28 -7.86 0.03
200812 5.30 1.66 0.09
200901 -13.80 -8.12 0.00
200902 -13.90 -10.09 0.01
200903 8.71 8.95 0.02
200904 15.35 10.19 0.01
200905 2.37 5.21 0.00
200906 -0.14 0.43 0.01
200907 11.25 7.72 0.01
200908 5.06 3.32 0.01
200909 4.69 4.08 0.01
200910 -6.32 -2.59 0.00
200911 2.63 5.56 0.00
200912 7.67 2.75 0.01
201001 -2.78 -3.36 0.00
201002 4.53 3.40 0.00
201003 8.52 6.32 0.01
201004 6.80 2.00 0.00
201005 -8.23 -7.89 0.01
201006 -8.85 -5.56 0.01
201007 7.08 6.92 0.01
201008 -7.50 -4.77 0.01
201009 10.71 9.54 0.01
201010 3.85 3.88 0.01
201011 2.61 0.60 0.01
201012 8.34 6.82 0.01
201101 -0.12 2.01 0.01
201102 5.10 3.49 0.01
201103 1.36 0.48 0.01
201104 1.59 2.90 0.00
201105 -1.70 -1.27 0.00
201106 -2.50 -1.75 0.00
201107 -3.17 -2.34 0.00
201108 -9.11 -6.00 0.01
201109 -10.83 -7.60 0.00
201110 14.46 11.34 0.00
201111 -0.20 -0.26 0.00
201112 1.40 0.74 0.00
201201 6.72 5.06 0.00
201202 1.46 4.43 0.00
201203 3.09 3.11 0.00
201204 -1.51 -0.84 0.00
201205 -6.09 -6.20 0.01
201206 4.99 3.88 0.00
201207 -1.25 0.79 0.00
201208 3.46 2.56 0.01
201209 3.33 2.74 0.01
201210 -1.52 -1.75 0.01
201211 0.53 0.77 0.01
201212 4.22 1.18 0.01
201301 5.95 5.58 0.00
201302 1.00 1.28 0.00
201303 4.09 4.03 0.00
201304 0.04 1.56 0.00
201305 2.96 2.81 0.00
201306 -0.49 -1.21 0.00
201307 6.54 5.65 0.00
201308 -4.45 -2.69 0.00
201309 5.77 3.76 0.00
201310 3.20 4.17 0.00
201311 3.78 3.12 0.00
201312 2.04 2.81 0.00
201401 -3.88 -3.26 0.00
201402 4.56 4.65 0.00
201403 1.20 0.41 0.00
201404 -2.52 -0.14 0.00
201405 0.58 2.06 0.00
201406 4.44 2.59 0.00
201407 -6.15 -2.05 0.00
201408 4.34 4.23 0.00

Other Funds


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