Regression from Jun 2004 - Aug 2014

Rm-Rf Alpha R2
1.03 -0.93% 0.953
Standard error 0.0208 0.0009
t-statistics 49.56 -0.85

Fund Profile

Symbol NYC
Issuer iShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jun 2004 - Aug 2014

Month RaR Rm-Rf Rf
200406 1.47 1.86 0.08
200407 -2.64 -4.07 0.10
200408 0.43 0.08 0.11
200409 2.25 1.61 0.11
200410 2.12 1.43 0.11
200411 5.23 4.54 0.15
200412 3.72 3.43 0.16
200501 -2.41 -2.75 0.16
200502 3.37 1.89 0.16
200503 -1.08 -1.96 0.21
200504 -2.02 -2.61 0.21
200505 2.13 3.65 0.24
200506 2.03 0.56 0.23
200507 2.82 3.92 0.24
200508 -0.20 -1.22 0.30
200509 2.10 0.48 0.29
200510 -2.64 -2.00 0.27
200511 3.09 3.62 0.31
200512 1.39 -0.25 0.32
200601 4.60 3.04 0.35
200602 -0.23 -0.30 0.34
200603 2.32 1.46 0.37
200604 2.95 0.72 0.36
200605 -3.07 -3.57 0.43
200606 0.13 -0.35 0.40
200607 0.99 -0.78 0.40
200608 2.09 2.03 0.42
200609 0.85 1.84 0.41
200610 3.84 3.23 0.41
200611 2.49 1.71 0.42
200612 2.05 0.87 0.40
200701 1.21 1.41 0.44
200702 -1.26 -1.95 0.38
200703 1.48 0.68 0.43
200704 4.46 3.49 0.44
200705 3.84 3.24 0.41
200706 -0.99 -1.96 0.40
200707 -3.16 -3.74 0.40
200708 0.78 0.92 0.42
200709 4.85 3.23 0.32
200710 2.65 1.80 0.32
200711 -4.22 -4.82 0.34
200712 -0.88 -0.86 0.27
200801 -6.41 -6.35 0.21
200802 -1.40 -3.09 0.13
200803 -1.59 -0.94 0.17
200804 6.11 4.60 0.18
200805 1.50 1.86 0.18
200806 -7.89 -8.44 0.17
200807 -2.38 -0.77 0.15
200808 -0.15 1.53 0.13
200809 -10.42 -9.24 0.15
200810 -19.26 -17.23 0.08
200811 -7.18 -7.86 0.03
200812 3.54 1.66 0.09
200901 -9.75 -8.12 0.00
200902 -10.80 -10.09 0.01
200903 8.12 8.95 0.02
200904 11.00 10.19 0.01
200905 8.92 5.21 0.00
200906 -1.26 0.43 0.01
200907 9.11 7.72 0.01
200908 3.50 3.32 0.01
200909 4.34 4.08 0.01
200910 -2.39 -2.59 0.00
200911 5.44 5.56 0.00
200912 1.51 2.75 0.01
201001 -4.30 -3.36 0.00
201002 2.72 3.40 0.00
201003 5.99 6.32 0.01
201004 0.88 2.00 0.00
201005 -8.65 -7.89 0.01
201006 -5.27 -5.56 0.01
201007 8.54 6.92 0.01
201008 -4.22 -4.77 0.01
201009 8.93 9.54 0.01
201010 3.17 3.88 0.01
201011 -0.67 0.60 0.01
201012 7.12 6.82 0.01
201101 2.29 2.01 0.01
201102 3.56 3.49 0.01
201103 0.45 0.48 0.01
201104 2.97 2.90 0.00
201105 -1.93 -1.27 0.00
201106 -1.49 -1.75 0.00
201107 -2.48 -2.34 0.00
201108 -7.12 -6.00 0.01
201109 -7.78 -7.60 0.00
201110 11.26 11.34 0.00
201111 -2.94 -0.26 0.00
201112 1.00 0.74 0.00
201201 4.44 5.06 0.00
201202 4.52 4.43 0.00
201203 0.94 3.11 0.00
201204 -1.06 -0.84 0.00
201205 -7.53 -6.20 0.01
201206 4.27 3.88 0.00
201207 1.85 0.79 0.00
201208 1.65 2.56 0.01
201209 2.98 2.74 0.01
201210 -0.12 -1.75 0.01
201211 0.60 0.77 0.01
201212 2.16 1.18 0.01
201301 5.75 5.58 0.00
201302 -0.01 1.28 0.00
201303 2.87 4.03 0.00
201304 1.90 1.56 0.00
201305 0.74 2.81 0.00
201306 -1.98 -1.21 0.00
201307 5.14 5.65 0.00
201308 -2.70 -2.69 0.00
201309 3.97 3.76 0.00
201310 4.50 4.17 0.00
201311 1.87 3.12 0.00
201312 1.95 2.81 0.00
201401 -3.99 -3.26 0.00
201402 4.74 4.65 0.00
201403 1.19 0.41 0.00
201404 1.06 -0.14 0.00
201405 1.49 2.06 0.00
201406 2.29 2.59 0.00
201407 -2.04 -2.05 0.00
201408 2.93 4.23 0.00

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