Regression from Feb 2008 - Aug 2014

Rm-Rf Alpha R2
0.95 1.55% 0.959
Standard error 0.0223 0.0011
t-statistics 42.50 1.13

Fund Profile

Symbol MGK
Issuer Vanguard
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Feb 2008 - Aug 2014

Month RaR Rm-Rf Rf
200802 -1.40 -3.09 0.13
200803 -0.22 -0.94 0.17
200804 5.33 4.60 0.18
200805 3.21 1.86 0.18
200806 -6.92 -8.44 0.17
200807 -0.88 -0.77 0.15
200808 1.42 1.53 0.13
200809 -10.38 -9.24 0.15
200810 -16.72 -17.23 0.08
200811 -8.48 -7.86 0.03
200812 0.94 1.66 0.09
200901 -4.88 -8.12 0.00
200902 -7.30 -10.09 0.01
200903 7.80 8.95 0.02
200904 9.12 10.19 0.01
200905 4.91 5.21 0.00
200906 1.26 0.43 0.01
200907 6.99 7.72 0.01
200908 1.84 3.32 0.01
200909 4.12 4.08 0.01
200910 -0.99 -2.59 0.00
200911 6.25 5.56 0.00
200912 2.67 2.75 0.01
201001 -4.58 -3.36 0.00
201002 3.55 3.40 0.00
201003 5.57 6.32 0.01
201004 1.22 2.00 0.00
201005 -8.69 -7.89 0.01
201006 -5.55 -5.56 0.01
201007 7.58 6.92 0.01
201008 -5.02 -4.77 0.01
201009 10.62 9.54 0.01
201010 5.37 3.88 0.01
201011 0.26 0.60 0.01
201012 5.32 6.82 0.01
201101 1.91 2.01 0.01
201102 2.40 3.49 0.01
201103 -0.11 0.48 0.01
201104 3.09 2.90 0.00
201105 -0.77 -1.27 0.00
201106 -1.33 -1.75 0.00
201107 -0.25 -2.34 0.00
201108 -5.06 -6.00 0.01
201109 -6.81 -7.60 0.00
201110 11.40 11.34 0.00
201111 -0.06 -0.26 0.00
201112 -0.28 0.74 0.00
201201 5.91 5.06 0.00
201202 4.83 4.43 0.00
201203 3.77 3.11 0.00
201204 -0.30 -0.84 0.00
201205 -6.14 -6.20 0.01
201206 3.28 3.88 0.00
201207 1.76 0.79 0.00
201208 3.24 2.56 0.01
201209 2.03 2.74 0.01
201210 -3.27 -1.75 0.01
201211 2.02 0.77 0.01
201212 -0.48 1.18 0.01
201301 3.94 5.58 0.00
201302 0.81 1.28 0.00
201303 3.64 4.03 0.00
201304 1.76 1.56 0.00
201305 1.67 2.81 0.00
201306 -2.41 -1.21 0.00
201307 5.46 5.65 0.00
201308 -1.62 -2.69 0.00
201309 4.84 3.76 0.00
201310 4.86 4.17 0.00
201311 2.58 3.12 0.00
201312 3.37 2.81 0.00
201401 -3.37 -3.26 0.00
201402 5.24 4.65 0.00
201403 -1.50 0.41 0.00
201404 0.55 -0.14 0.00
201405 3.58 2.06 0.00
201406 2.16 2.59 0.00
201407 -1.29 -2.05 0.00
201408 4.45 4.23 0.00

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