Regression from Aug 2000 - Aug 2014

Rm-Rf Alpha R2
0.58 4.43% 0.573
Standard error 0.0388 0.0018
t-statistics 14.96 2.06

Fund Profile

Symbol IYK
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2000 - Aug 2014

Month RaR Rm-Rf Rf
200008 -4.47 7.14 0.50
200009 0.45 -5.44 0.51
200010 4.02 -2.77 0.56
200011 -0.15 -10.73 0.51
200012 2.85 1.19 0.50
200101 -2.18 3.12 0.54
200102 1.01 -10.08 0.39
200103 -4.92 -7.27 0.44
200104 -0.60 7.95 0.39
200105 3.32 0.73 0.32
200106 -1.11 -1.93 0.28
200107 1.31 -2.13 0.30
200108 3.33 -6.46 0.31
200109 -2.99 -9.26 0.28
200110 0.62 2.47 0.22
200111 3.43 7.54 0.17
200112 0.80 1.60 0.15
200201 0.38 -1.44 0.14
200202 4.15 -2.29 0.13
200203 4.16 4.24 0.13
200204 1.24 -5.20 0.15
200205 0.64 -1.38 0.14
200206 -5.58 -7.21 0.13
200207 -5.16 -8.18 0.15
200208 1.51 0.50 0.14
200209 -7.05 -10.35 0.14
200210 2.85 7.83 0.14
200211 -1.98 5.96 0.12
200212 0.03 -5.76 0.11
200301 -3.39 -2.57 0.10
200302 -1.80 -1.89 0.09
200303 -0.39 1.09 0.10
200304 4.07 8.22 0.10
200305 8.97 6.05 0.09
200306 1.25 1.42 0.10
200307 -1.75 2.34 0.07
200308 0.76 2.34 0.07
200309 1.62 -1.23 0.08
200310 4.07 6.08 0.07
200311 3.36 1.35 0.07
200312 3.09 4.30 0.08
200401 1.54 2.15 0.07
200402 3.99 1.40 0.06
200403 0.02 -1.33 0.09
200404 3.06 -1.83 0.08
200405 -1.27 1.18 0.06
200406 1.72 1.86 0.08
200407 -7.11 -4.07 0.10
200408 1.69 0.08 0.11
200409 -2.48 1.61 0.11
200410 -0.13 1.43 0.11
200411 6.17 4.54 0.15
200412 4.90 3.43 0.16
200501 0.48 -2.75 0.16
200502 0.68 1.89 0.16
200503 -2.40 -1.96 0.21
200504 -2.09 -2.61 0.21
200505 3.62 3.65 0.24
200506 -1.21 0.56 0.23
200507 3.63 3.92 0.24
200508 -0.54 -1.22 0.30
200509 0.04 0.48 0.29
200510 -2.27 -2.00 0.27
200511 1.47 3.62 0.31
200512 0.29 -0.25 0.32
200601 0.77 3.04 0.35
200602 0.38 -0.30 0.34
200603 0.36 1.46 0.37
200604 0.84 0.72 0.36
200605 -1.26 -3.57 0.43
200606 0.22 -0.35 0.40
200607 1.58 -0.78 0.40
200608 3.92 2.03 0.42
200609 0.89 1.84 0.41
200610 2.95 3.23 0.41
200611 1.56 1.71 0.42
200612 1.34 0.87 0.40
200701 2.17 1.41 0.44
200702 -1.68 -1.95 0.38
200703 1.00 0.68 0.43
200704 4.38 3.49 0.44
200705 1.47 3.24 0.41
200706 -1.84 -1.96 0.40
200707 -3.03 -3.74 0.40
200708 2.10 0.92 0.42
200709 4.10 3.23 0.32
200710 2.47 1.80 0.32
200711 -0.39 -4.82 0.34
200712 -1.65 -0.86 0.27
200801 -5.86 -6.35 0.21
200802 -0.96 -3.09 0.13
200803 2.13 -0.94 0.17
200804 -0.38 4.60 0.18
200805 0.57 1.86 0.18
200806 -8.64 -8.44 0.17
200807 3.73 -0.77 0.15
200808 3.22 1.53 0.13
200809 -2.46 -9.24 0.15
200810 -15.36 -17.23 0.08
200811 -3.87 -7.86 0.03
200812 -0.12 1.66 0.09
200901 -7.53 -8.12 0.00
200902 -8.14 -10.09 0.01
200903 5.09 8.95 0.02
200904 7.58 10.19 0.01
200905 5.83 5.21 0.00
200906 0.84 0.43 0.01
200907 9.11 7.72 0.01
200908 -0.13 3.32 0.01
200909 4.27 4.08 0.01
200910 -0.78 -2.59 0.00
200911 5.50 5.56 0.00
200912 1.16 2.75 0.01
201001 -1.47 -3.36 0.00
201002 3.52 3.40 0.00
201003 4.68 6.32 0.01
201004 0.04 2.00 0.00
201005 -6.11 -7.89 0.01
201006 -2.98 -5.56 0.01
201007 7.56 6.92 0.01
201008 -2.25 -4.77 0.01
201009 6.06 9.54 0.01
201010 4.57 3.88 0.01
201011 -0.23 0.60 0.01
201012 5.10 6.82 0.01
201101 -1.63 2.01 0.01
201102 3.29 3.49 0.01
201103 1.49 0.48 0.01
201104 4.46 2.90 0.00
201105 2.00 -1.27 0.00
201106 -1.74 -1.75 0.00
201107 -1.81 -2.34 0.00
201108 -1.49 -6.00 0.01
201109 -5.28 -7.60 0.00
201110 7.38 11.34 0.00
201111 0.56 -0.26 0.00
201112 1.51 0.74 0.00
201201 0.94 5.06 0.00
201202 4.51 4.43 0.00
201203 3.03 3.11 0.00
201204 -0.21 -0.84 0.00
201205 -3.49 -6.20 0.01
201206 1.13 3.88 0.00
201207 2.03 0.79 0.00
201208 1.02 2.56 0.01
201209 1.24 2.74 0.01
201210 -0.29 -1.75 0.01
201211 2.94 0.77 0.01
201212 -1.22 1.18 0.01
201301 6.12 5.58 0.00
201302 2.79 1.28 0.00
201303 4.35 4.03 0.00
201304 2.89 1.56 0.00
201305 -0.27 2.81 0.00
201306 -0.07 -1.21 0.00
201307 4.24 5.65 0.00
201308 -3.34 -2.69 0.00
201309 2.66 3.76 0.00
201310 4.70 4.17 0.00
201311 2.04 3.12 0.00
201312 0.91 2.81 0.00
201401 -5.52 -3.26 0.00
201402 4.27 4.65 0.00
201403 1.40 0.41 0.00
201404 1.67 -0.14 0.00
201405 2.19 2.06 0.00
201406 0.85 2.59 0.00
201407 -3.73 -2.05 0.00
201408 5.23 4.23 0.00

Other Funds


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