Regression from Feb 2008 - Aug 2014

Rm-Rf Alpha R2
0.97 -2.02% 0.936
Standard error 0.0290 0.0015
t-statistics 33.46 -1.14

Fund Profile

Symbol MGV
Issuer Vanguard
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Feb 2008 - Aug 2014

Month RaR Rm-Rf Rf
200802 -4.82 -3.09 0.13
200803 0.03 -0.94 0.17
200804 3.96 4.60 0.18
200805 -1.32 1.86 0.18
200806 -9.39 -8.44 0.17
200807 -0.09 -0.77 0.15
200808 1.51 1.53 0.13
200809 -6.63 -9.24 0.15
200810 -15.41 -17.23 0.08
200811 -5.81 -7.86 0.03
200812 1.51 1.66 0.09
200901 -12.05 -8.12 0.00
200902 -13.95 -10.09 0.01
200903 8.87 8.95 0.02
200904 9.54 10.19 0.01
200905 7.40 5.21 0.00
200906 -1.19 0.43 0.01
200907 7.55 7.72 0.01
200908 5.00 3.32 0.01
200909 2.88 4.08 0.01
200910 -2.40 -2.59 0.00
200911 6.28 5.56 0.00
200912 0.26 2.75 0.01
201001 -2.24 -3.36 0.00
201002 1.90 3.40 0.00
201003 6.08 6.32 0.01
201004 1.33 2.00 0.00
201005 -7.93 -7.89 0.01
201006 -4.78 -5.56 0.01
201007 6.83 6.92 0.01
201008 -4.54 -4.77 0.01
201009 7.33 9.54 0.01
201010 2.71 3.88 0.01
201011 -0.85 0.60 0.01
201012 8.11 6.82 0.01
201101 3.03 2.01 0.01
201102 4.07 3.49 0.01
201103 -0.37 0.48 0.01
201104 2.97 2.90 0.00
201105 -1.54 -1.27 0.00
201106 -1.99 -1.75 0.00
201107 -3.31 -2.34 0.00
201108 -5.74 -6.00 0.01
201109 -6.59 -7.60 0.00
201110 10.47 11.34 0.00
201111 -1.11 -0.26 0.00
201112 2.70 0.74 0.00
201201 3.13 5.06 0.00
201202 3.87 4.43 0.00
201203 3.16 3.11 0.00
201204 -1.26 -0.84 0.00
201205 -5.48 -6.20 0.01
201206 4.93 3.88 0.00
201207 1.42 0.79 0.00
201208 1.17 2.56 0.01
201209 3.40 2.74 0.01
201210 -0.78 -1.75 0.01
201211 -0.83 0.77 0.01
201212 1.81 1.18 0.01
201301 6.29 5.58 0.00
201302 1.19 1.28 0.00
201303 3.91 4.03 0.00
201304 2.22 1.56 0.00
201305 2.68 2.81 0.00
201306 -0.85 -1.21 0.00
201307 5.26 5.65 0.00
201308 -3.77 -2.69 0.00
201309 1.92 3.76 0.00
201310 4.49 4.17 0.00
201311 3.25 3.12 0.00
201312 2.04 2.81 0.00
201401 -3.69 -3.26 0.00
201402 3.70 4.65 0.00
201403 2.82 0.41 0.00
201404 0.93 -0.14 0.00
201405 1.52 2.06 0.00
201406 1.78 2.59 0.00
201407 -1.08 -2.05 0.00
201408 3.38 4.23 0.00

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