Regression from Feb 2012 - Oct 2013

Rm-Rf SMB HML Alpha R2
1.24 -0.38 -0.48 -11.86% 0.436
Standard error 0.3425 0.7018 0.6826 0.0114
t-statistics 3.61 -0.54 -0.70 -0.86

Fund Profile

Symbol OIH
Issuer Market Vectors
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Feb 2012 - Oct 2013

Month RaR Rm-Rf SMB HML Rf
201202 5.20 4.43 -1.65 0.04 0.00
201203 -6.69 3.11 -0.23 -0.07 0.00
201204 0.50 -0.84 -0.61 -0.20 0.00
201205 -13.62 -6.20 -0.10 0.10 0.01
201206 1.09 3.88 0.82 0.46 0.00
201207 9.67 0.79 -2.59 0.02 0.00
201208 3.10 2.56 0.72 0.59 0.01
201209 -0.15 2.74 0.49 1.57 0.01
201210 -4.22 -1.75 -1.07 4.17 0.01
201211 0.45 0.77 0.67 -1.10 0.01
201212 0.84 1.18 1.66 3.28 0.01
201301 12.87 5.58 0.49 1.35 0.00
201302 -1.67 1.28 -0.38 0.31 0.00
201303 0.09 4.03 0.84 -0.06 0.00
201304 -0.33 1.56 -2.43 0.36 0.00
201305 1.08 2.81 1.93 1.31 0.00
201306 -1.04 -1.21 1.23 -0.45 0.00
201307 4.82 5.65 1.85 0.79 0.00
201308 0.27 -2.69 0.28 -2.46 0.00
201309 4.72 3.76 2.85 -1.51 0.00
201310 0.38 4.17 -1.52 1.39 0.00

Other Funds


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