Regression from Nov 2006 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.09 0.51 -0.02 -0.19 1.20% 0.950
Standard error 0.0380 0.0763 0.0697 0.0323 0.0015
t-statistics 28.57 6.63 -0.36 -6.04 0.66

Fund Profile

Symbol NFO
Issuer Guggenheim
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Nov 2006 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
200611 3.64 1.71 0.77 0.48 -1.03 0.42
200612 -0.20 0.87 -0.89 2.51 0.82 0.40
200701 2.41 1.41 0.09 -0.02 0.26 0.44
200702 -0.28 -1.95 1.38 0.24 -1.33 0.38
200703 2.20 0.68 -0.26 0.39 2.52 0.43
200704 4.19 3.49 -2.09 -0.96 -0.15 0.44
200705 4.59 3.24 -0.04 -0.13 -0.30 0.41
200706 -2.12 -1.96 0.76 -1.06 0.24 0.40
200707 -3.78 -3.74 -2.67 -2.99 2.78 0.40
200708 1.37 0.92 -0.14 -2.36 0.10 0.42
200709 3.58 3.23 -2.46 -2.13 4.61 0.32
200710 3.02 1.80 0.21 -1.97 4.89 0.32
200711 -5.61 -4.82 -2.77 -1.09 0.88 0.34
200712 -0.41 -0.86 0.05 -0.03 6.55 0.27
200801 -6.23 -6.35 -0.77 3.05 -7.83 0.21
200802 -3.56 -3.09 -0.55 -0.03 6.11 0.13
200803 -2.24 -0.94 0.83 0.28 4.12 0.17
200804 5.52 4.60 -1.49 -0.03 -0.22 0.18
200805 2.98 1.86 2.98 -0.34 3.20 0.18
200806 -7.19 -8.44 1.07 -1.02 12.53 0.17
200807 0.67 -0.77 3.58 3.69 -5.32 0.15
200808 1.97 1.53 3.75 1.48 -3.80 0.13
200809 -11.45 -9.24 -0.34 4.40 0.34 0.15
200810 -18.81 -17.23 -2.28 -2.99 7.83 0.08
200811 -11.76 -7.86 -3.63 -4.94 7.13 0.03
200812 7.18 1.66 3.97 -1.20 -5.03 0.09
200901 -9.35 -8.12 -0.98 -9.86 -1.88 0.00
200902 -12.45 -10.09 -0.35 -6.90 4.29 0.01
200903 9.35 8.95 0.73 2.60 -11.35 0.02
200904 26.36 10.19 5.40 5.42 -34.72 0.01
200905 5.28 5.21 -2.66 0.56 -12.47 0.00
200906 0.26 0.43 2.67 -2.44 5.31 0.01
200907 9.91 7.72 2.50 4.73 -5.47 0.01
200908 4.93 3.32 -0.51 7.59 -8.87 0.01
200909 5.61 4.08 2.47 1.40 -5.02 0.01
200910 -4.24 -2.59 -4.22 -4.37 2.67 0.00
200911 3.93 5.56 -2.65 0.17 0.37 0.00
200912 5.98 2.75 5.79 0.73 2.89 0.01
201001 -1.79 -3.36 0.19 0.61 -5.34 0.00
201002 3.22 3.40 1.44 2.74 3.62 0.00
201003 7.45 6.32 1.58 2.03 3.70 0.01
201004 3.91 2.00 4.94 3.15 3.14 0.00
201005 -6.42 -7.89 -0.08 -2.33 -0.22 0.01
201006 -7.47 -5.56 -2.13 -4.26 -2.90 0.01
201007 7.58 6.92 0.17 0.22 1.92 0.01
201008 -6.47 -4.77 -2.94 -1.64 -0.13 0.01
201009 12.06 9.54 3.84 -3.02 1.35 0.01
201010 4.26 3.88 1.04 -2.30 1.58 0.01
201011 2.54 0.60 3.66 -0.54 2.51 0.01
201012 7.32 6.82 0.78 3.58 -3.21 0.01
201101 0.90 2.01 -2.46 0.86 -0.30 0.01
201102 3.24 3.49 1.63 1.67 2.05 0.01
201103 1.75 0.48 2.62 -1.22 3.59 0.01
201104 4.23 2.90 -0.32 -2.25 0.08 0.00
201105 0.38 -1.27 -0.65 -2.21 -0.58 0.00
201106 -0.26 -1.75 -0.08 -0.42 1.76 0.00
201107 -3.39 -2.34 -1.40 -1.20 0.14 0.00
201108 -9.29 -6.00 -3.30 -1.56 -0.35 0.01
201109 -12.95 -7.60 -3.68 -1.06 -2.52 0.00
201110 16.46 11.34 3.58 -0.90 -1.45 0.00
201111 -1.73 -0.26 -0.26 -0.17 4.00 0.00
201112 -0.63 0.74 -0.57 1.53 1.89 0.00
201201 4.84 5.06 2.52 -2.13 -7.95 0.00
201202 6.33 4.43 -1.65 0.04 -0.28 0.00
201203 1.86 3.11 -0.23 -0.07 1.46 0.00
201204 -1.70 -0.84 -0.61 -0.20 3.84 0.00
201205 -8.52 -6.20 -0.10 0.10 6.61 0.01
201206 3.89 3.88 0.82 0.46 -1.14 0.00
201207 0.75 0.79 -2.59 0.02 3.06 0.00
201208 3.56 2.56 0.72 0.59 -2.51 0.01
201209 2.35 2.74 0.49 1.57 -1.02 0.01
201210 -0.68 -1.75 -1.07 4.17 0.12 0.01
201211 0.06 0.77 0.67 -1.10 0.37 0.01
201212 2.01 1.18 1.66 3.28 -2.92 0.01
201301 7.78 5.58 0.49 1.35 -1.87 0.00
201302 0.30 1.28 -0.38 0.31 1.47 0.00
201303 3.98 4.03 0.84 -0.06 2.08 0.00
201304 1.37 1.56 -2.43 0.36 0.34 0.00
201305 3.16 2.81 1.93 1.31 -1.89 0.00
201306 -2.30 -1.21 1.23 -0.45 0.65 0.00
201307 8.52 5.65 1.85 0.79 1.69 0.00
201308 -5.13 -2.69 0.28 -2.46 0.05 0.00
201309 4.15 3.76 2.85 -1.51 3.01 0.00
201310 3.61 4.17 -1.52 1.39 0.11 0.00
201311 3.41 3.12 1.32 -0.38 0.35 0.00
201312 3.17 2.81 -0.44 -0.17 0.05 0.00
201401 -3.97 -3.26 0.85 -1.83 1.66 0.00
201402 5.04 4.65 0.27 -0.48 2.15 0.00
201403 0.74 0.41 -1.81 4.72 -3.26 0.00
201404 -1.39 -0.14 -4.23 1.57 -3.80 0.00
201405 1.75 2.06 -1.88 -0.40 0.84 0.00
201406 3.81 2.59 2.98 -0.63 0.60 0.00
201407 -4.70 -2.05 -4.28 0.03 -0.28 0.00
201408 4.10 4.23 0.49 -0.75 0.74 0.00

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