Regression from Jun 2012 - Sep 2014

Rm-Rf SMB HML Mom Alpha R2
0.97 0.07 -0.30 -0.46 5.80% 0.802
Standard error 0.1175 0.1488 0.2002 0.1843 0.0033
t-statistics 8.30 0.49 -1.52 -2.49 1.47

Fund Profile

Symbol MOAT
Issuer Market Vectors
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jun 2012 - Sep 2014

Month RaR Rm-Rf SMB HML Mom Rf
201206 6.12 3.88 0.82 0.46 -1.14 0.00
201207 -0.10 0.79 -2.59 0.02 3.06 0.00
201208 4.52 2.56 0.72 0.59 -2.51 0.01
201209 3.08 2.74 0.49 1.57 -1.02 0.01
201210 -2.19 -1.75 -1.07 4.17 0.12 0.01
201211 3.72 0.77 0.67 -1.10 0.37 0.01
201212 2.07 1.18 1.66 3.28 -2.92 0.01
201301 4.86 5.58 0.49 1.35 -1.87 0.00
201302 -1.72 1.28 -0.38 0.31 1.47 0.00
201303 2.40 4.03 0.84 -0.06 2.08 0.00
201304 2.18 1.56 -2.43 0.36 0.34 0.00
201305 4.09 2.81 1.93 1.31 -1.89 0.00
201306 -2.01 -1.21 1.23 -0.45 0.65 0.00
201307 7.33 5.65 1.85 0.79 1.69 0.00
201308 -1.68 -2.69 0.28 -2.46 0.05 0.00
201309 5.31 3.76 2.85 -1.51 3.01 0.00
201310 3.83 4.17 -1.52 1.39 0.11 0.00
201311 0.97 3.12 1.32 -0.38 0.35 0.00
201312 4.67 2.81 -0.44 -0.17 0.05 0.00
201401 -2.46 -3.26 0.85 -1.83 1.66 0.00
201402 2.99 4.65 0.27 -0.48 2.15 0.00
201403 1.19 0.41 -1.81 4.72 -3.26 0.00
201404 1.07 -0.14 -4.23 1.57 -3.80 0.00
201405 1.54 2.06 -1.88 -0.40 0.84 0.00
201406 1.89 2.59 2.98 -0.63 0.60 0.00
201407 -1.42 -2.05 -4.28 0.03 -0.28 0.00
201408 5.00 4.23 0.49 -0.75 0.74 0.00
201409 -1.31 -1.97 -3.71 -1.72 0.73 0.00

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