Regression from Sep 2004 - Aug 2014

Rm-Rf Alpha R2
0.99 -0.72% 0.891
Standard error 0.0321 0.0014
t-statistics 31.00 -0.42

Fund Profile

Symbol JKE
Issuer iShares
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Sep 2004 - Aug 2014

Month RaR Rm-Rf Rf
200409 0.67 1.61 0.11
200410 1.27 1.43 0.11
200411 2.89 4.54 0.15
200412 3.14 3.43 0.16
200501 -3.44 -2.75 0.16
200502 -0.21 1.89 0.16
200503 -1.94 -1.96 0.21
200504 -2.09 -2.61 0.21
200505 6.35 3.65 0.24
200506 -1.36 0.56 0.23
200507 5.38 3.92 0.24
200508 -1.63 -1.22 0.30
200509 -0.52 0.48 0.29
200510 -0.36 -2.00 0.27
200511 4.53 3.62 0.31
200512 -1.03 -0.25 0.32
200601 2.02 3.04 0.35
200602 -1.21 -0.30 0.34
200603 0.82 1.46 0.37
200604 -0.47 0.72 0.36
200605 -4.34 -3.57 0.43
200606 -0.07 -0.35 0.40
200607 -2.40 -0.78 0.40
200608 3.22 2.03 0.42
200609 2.58 1.84 0.41
200610 2.95 3.23 0.41
200611 2.96 1.71 0.42
200612 -0.58 0.87 0.40
200701 2.35 1.41 0.44
200702 -1.99 -1.95 0.38
200703 1.21 0.68 0.43
200704 4.09 3.49 0.44
200705 3.58 3.24 0.41
200706 -1.51 -1.96 0.40
200707 -1.24 -3.74 0.40
200708 1.24 0.92 0.42
200709 5.42 3.23 0.32
200710 4.23 1.80 0.32
200711 -4.80 -4.82 0.34
200712 -0.64 -0.86 0.27
200801 -9.55 -6.35 0.21
200802 -1.91 -3.09 0.13
200803 -0.27 -0.94 0.17
200804 6.48 4.60 0.18
200805 4.03 1.86 0.18
200806 -5.94 -8.44 0.17
200807 -2.79 -0.77 0.15
200808 0.40 1.53 0.13
200809 -12.45 -9.24 0.15
200810 -19.13 -17.23 0.08
200811 -8.84 -7.86 0.03
200812 -0.05 1.66 0.09
200901 -2.69 -8.12 0.00
200902 -5.22 -10.09 0.01
200903 8.32 8.95 0.02
200904 8.55 10.19 0.01
200905 4.76 5.21 0.00
200906 2.06 0.43 0.01
200907 6.11 7.72 0.01
200908 1.65 3.32 0.01
200909 4.93 4.08 0.01
200910 -0.61 -2.59 0.00
200911 6.83 5.56 0.00
200912 3.33 2.75 0.01
201001 -6.11 -3.36 0.00
201002 3.30 3.40 0.00
201003 6.03 6.32 0.01
201004 0.94 2.00 0.00
201005 -8.79 -7.89 0.01
201006 -6.03 -5.56 0.01
201007 6.93 6.92 0.01
201008 -5.64 -4.77 0.01
201009 11.97 9.54 0.01
201010 6.49 3.88 0.01
201011 -0.75 0.60 0.01
201012 5.96 6.82 0.01
201101 1.79 2.01 0.01
201102 3.05 3.49 0.01
201103 -0.68 0.48 0.01
201104 2.36 2.90 0.00
201105 -1.31 -1.27 0.00
201106 -0.80 -1.75 0.00
201107 0.76 -2.34 0.00
201108 -5.60 -6.00 0.01
201109 -6.95 -7.60 0.00
201110 11.59 11.34 0.00
201111 -1.29 -0.26 0.00
201112 -0.19 0.74 0.00
201201 6.16 5.06 0.00
201202 6.15 4.43 0.00
201203 3.96 3.11 0.00
201204 -0.12 -0.84 0.00
201205 -6.17 -6.20 0.01
201206 2.31 3.88 0.00
201207 2.44 0.79 0.00
201208 2.99 2.56 0.01
201209 1.93 2.74 0.01
201210 -4.23 -1.75 0.01
201211 2.37 0.77 0.01
201212 -0.83 1.18 0.01
201301 3.05 5.58 0.00
201302 0.80 1.28 0.00
201303 3.08 4.03 0.00
201304 1.71 1.56 0.00
201305 1.45 2.81 0.00
201306 -2.33 -1.21 0.00
201307 5.83 5.65 0.00
201308 -1.30 -2.69 0.00
201309 4.85 3.76 0.00
201310 5.32 4.17 0.00
201311 3.24 3.12 0.00
201312 2.51 2.81 0.00
201401 -2.74 -3.26 0.00
201402 5.54 4.65 0.00
201403 -2.46 0.41 0.00
201404 0.68 -0.14 0.00
201405 3.97 2.06 0.00
201406 2.52 2.59 0.00
201407 -0.78 -2.05 0.00
201408 4.64 4.23 0.00

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