Regression from Sep 2004 - Aug 2014

Rm-Rf Alpha R2
0.92 0.60% 0.953
Standard error 0.0187 0.0008
t-statistics 49.16 0.61

Fund Profile

Symbol JKD
Issuer iShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Sep 2004 - Aug 2014

Month RaR Rm-Rf Rf
200409 1.90 1.61 0.11
200410 0.75 1.43 0.11
200411 5.12 4.54 0.15
200412 3.69 3.43 0.16
200501 -2.41 -2.75 0.16
200502 1.27 1.89 0.16
200503 -1.03 -1.96 0.21
200504 -1.70 -2.61 0.21
200505 2.87 3.65 0.24
200506 -1.25 0.56 0.23
200507 3.32 3.92 0.24
200508 -1.55 -1.22 0.30
200509 1.04 0.48 0.29
200510 -0.84 -2.00 0.27
200511 3.61 3.62 0.31
200512 0.34 -0.25 0.32
200601 0.68 3.04 0.35
200602 1.27 -0.30 0.34
200603 2.06 1.46 0.37
200604 0.62 0.72 0.36
200605 -2.02 -3.57 0.43
200606 -0.42 -0.35 0.40
200607 0.17 -0.78 0.40
200608 2.40 2.03 0.42
200609 3.74 1.84 0.41
200610 3.24 3.23 0.41
200611 0.71 1.71 0.42
200612 2.05 0.87 0.40
200701 1.79 1.41 0.44
200702 -2.71 -1.95 0.38
200703 -0.14 0.68 0.43
200704 5.28 3.49 0.44
200705 3.11 3.24 0.41
200706 -1.39 -1.96 0.40
200707 -2.23 -3.74 0.40
200708 1.89 0.92 0.42
200709 3.60 3.23 0.32
200710 2.42 1.80 0.32
200711 -2.37 -4.82 0.34
200712 -0.93 -0.86 0.27
200801 -5.98 -6.35 0.21
200802 -1.81 -3.09 0.13
200803 0.73 -0.94 0.17
200804 2.02 4.60 0.18
200805 1.53 1.86 0.18
200806 -7.61 -8.44 0.17
200807 0.91 -0.77 0.15
200808 3.27 1.53 0.13
200809 -8.46 -9.24 0.15
200810 -15.73 -17.23 0.08
200811 -6.38 -7.86 0.03
200812 2.53 1.66 0.09
200901 -9.84 -8.12 0.00
200902 -11.68 -10.09 0.01
200903 7.67 8.95 0.02
200904 10.51 10.19 0.01
200905 6.33 5.21 0.00
200906 -0.60 0.43 0.01
200907 7.76 7.72 0.01
200908 2.44 3.32 0.01
200909 3.61 4.08 0.01
200910 -1.60 -2.59 0.00
200911 5.80 5.56 0.00
200912 1.53 2.75 0.01
201001 -2.78 -3.36 0.00
201002 2.84 3.40 0.00
201003 5.37 6.32 0.01
201004 1.64 2.00 0.00
201005 -7.85 -7.89 0.01
201006 -5.09 -5.56 0.01
201007 6.39 6.92 0.01
201008 -5.10 -4.77 0.01
201009 8.14 9.54 0.01
201010 2.99 3.88 0.01
201011 0.77 0.60 0.01
201012 6.17 6.82 0.01
201101 2.12 2.01 0.01
201102 2.80 3.49 0.01
201103 -0.03 0.48 0.01
201104 3.29 2.90 0.00
201105 -1.24 -1.27 0.00
201106 -1.83 -1.75 0.00
201107 -2.22 -2.34 0.00
201108 -4.67 -6.00 0.01
201109 -5.95 -7.60 0.00
201110 9.86 11.34 0.00
201111 0.48 -0.26 0.00
201112 1.59 0.74 0.00
201201 4.60 5.06 0.00
201202 3.73 4.43 0.00
201203 3.76 3.11 0.00
201204 -1.10 -0.84 0.00
201205 -5.39 -6.20 0.01
201206 4.13 3.88 0.00
201207 1.46 0.79 0.00
201208 2.41 2.56 0.01
201209 1.95 2.74 0.01
201210 -0.85 -1.75 0.01
201211 0.55 0.77 0.01
201212 1.23 1.18 0.01
201301 6.22 5.58 0.00
201302 1.70 1.28 0.00
201303 4.42 4.03 0.00
201304 2.75 1.56 0.00
201305 2.62 2.81 0.00
201306 -0.27 -1.21 0.00
201307 4.24 5.65 0.00
201308 -3.55 -2.69 0.00
201309 3.01 3.76 0.00
201310 4.71 4.17 0.00
201311 3.05 3.12 0.00
201312 1.22 2.81 0.00
201401 -3.28 -3.26 0.00
201402 3.68 4.65 0.00
201403 2.76 0.41 0.00
201404 -0.22 -0.14 0.00
201405 2.40 2.06 0.00
201406 1.22 2.59 0.00
201407 -1.78 -2.05 0.00
201408 3.58 4.23 0.00

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