Regression from Nov 2006 - Aug 2014

Rm-Rf Alpha R2
1.26 0.90% 0.901
Standard error 0.0434 0.0021
t-statistics 28.98 0.36

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 Rf
200611 3.64 1.71 0.42
200612 -0.20 0.87 0.40
200701 2.41 1.41 0.44
200702 -0.28 -1.95 0.38
200703 2.20 0.68 0.43
200704 4.19 3.49 0.44
200705 4.59 3.24 0.41
200706 -2.12 -1.96 0.40
200707 -3.78 -3.74 0.40
200708 1.37 0.92 0.42
200709 3.58 3.23 0.32
200710 3.02 1.80 0.32
200711 -5.61 -4.82 0.34
200712 -0.41 -0.86 0.27
200801 -6.23 -6.35 0.21
200802 -3.56 -3.09 0.13
200803 -2.24 -0.94 0.17
200804 5.52 4.60 0.18
200805 2.98 1.86 0.18
200806 -7.19 -8.44 0.17
200807 0.67 -0.77 0.15
200808 1.97 1.53 0.13
200809 -11.45 -9.24 0.15
200810 -18.81 -17.23 0.08
200811 -11.76 -7.86 0.03
200812 7.18 1.66 0.09
200901 -9.35 -8.12 0.00
200902 -12.45 -10.09 0.01
200903 9.35 8.95 0.02
200904 26.36 10.19 0.01
200905 5.28 5.21 0.00
200906 0.26 0.43 0.01
200907 9.91 7.72 0.01
200908 4.93 3.32 0.01
200909 5.61 4.08 0.01
200910 -4.24 -2.59 0.00
200911 3.93 5.56 0.00
200912 5.98 2.75 0.01
201001 -1.79 -3.36 0.00
201002 3.22 3.40 0.00
201003 7.45 6.32 0.01
201004 3.91 2.00 0.00
201005 -6.42 -7.89 0.01
201006 -7.47 -5.56 0.01
201007 7.58 6.92 0.01
201008 -6.47 -4.77 0.01
201009 12.06 9.54 0.01
201010 4.26 3.88 0.01
201011 2.54 0.60 0.01
201012 7.32 6.82 0.01
201101 0.90 2.01 0.01
201102 3.24 3.49 0.01
201103 1.75 0.48 0.01
201104 4.23 2.90 0.00
201105 0.38 -1.27 0.00
201106 -0.26 -1.75 0.00
201107 -3.39 -2.34 0.00
201108 -9.29 -6.00 0.01
201109 -12.95 -7.60 0.00
201110 16.46 11.34 0.00
201111 -1.73 -0.26 0.00
201112 -0.63 0.74 0.00
201201 4.84 5.06 0.00
201202 6.33 4.43 0.00
201203 1.86 3.11 0.00
201204 -1.70 -0.84 0.00
201205 -8.52 -6.20 0.01
201206 3.89 3.88 0.00
201207 0.75 0.79 0.00
201208 3.56 2.56 0.01
201209 2.35 2.74 0.01
201210 -0.68 -1.75 0.01
201211 0.06 0.77 0.01
201212 2.01 1.18 0.01
201301 7.78 5.58 0.00
201302 0.30 1.28 0.00
201303 3.98 4.03 0.00
201304 1.37 1.56 0.00
201305 3.16 2.81 0.00
201306 -2.30 -1.21 0.00
201307 8.52 5.65 0.00
201308 -5.13 -2.69 0.00
201309 4.15 3.76 0.00
201310 3.61 4.17 0.00
201311 3.41 3.12 0.00
201312 3.17 2.81 0.00
201401 -3.97 -3.26 0.00
201402 5.04 4.65 0.00
201403 0.74 0.41 0.00
201404 -1.39 -0.14 0.00
201405 1.75 2.06 0.00
201406 3.81 2.59 0.00
201407 -4.70 -2.05 0.00
201408 4.10 4.23 0.00

Other Funds


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