Regression from Aug 2007 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.01 -0.32 -0.19 -0.11 0.36% 0.934
Standard error 0.0334 0.0802 0.0974 0.0532 0.0022
t-statistics 30.32 -3.94 -1.98 -1.99 0.13

Fund Profile

Symbol PAF
Issuer PowerShares
Type ETF
Region Asia Pacific ex-Japan
Style Large Blend

Rolling Charts:


Fund Returns from Aug 2007 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
200708 0.50 -4.19 -10.91 -1.08 -5.45 0.42
200709 14.85 13.01 -4.07 -5.38 6.11 0.32
200710 11.30 8.17 -2.55 -0.48 3.63 0.32
200711 -7.32 -6.41 -3.18 2.43 -1.87 0.34
200712 -2.71 -1.44 0.25 0.78 -2.26 0.27
200801 -8.57 -10.37 -5.19 1.47 -5.46 0.21
200802 -2.17 2.79 2.10 -3.71 6.88 0.13
200803 -3.09 -5.33 -4.68 2.28 -2.22 0.17
200804 6.67 7.05 -3.01 -0.75 3.70 0.18
200805 1.38 3.21 3.30 -4.23 5.06 0.18
200806 -9.57 -8.11 -0.16 -1.92 6.50 0.17
200807 -2.19 -5.31 -3.76 6.92 -4.87 0.15
200808 -6.12 -6.56 -4.16 -1.95 1.91 0.13
200809 -13.80 -17.50 -1.81 3.08 -4.22 0.15
200810 -23.50 -26.06 -7.52 4.04 2.96 0.08
200811 -8.24 -6.65 -1.83 3.21 4.26 0.03
200812 9.99 7.58 2.21 0.87 -9.49 0.09
200901 -12.99 -7.64 -0.98 3.48 2.35 0.00
200902 -4.40 -4.91 3.52 -4.64 0.18 0.01
200903 17.03 11.02 -1.50 -6.51 -9.77 0.02
200904 11.08 13.77 1.47 -1.04 -14.02 0.01
200905 14.98 18.58 10.42 3.69 -19.15 0.00
200906 0.30 1.57 -0.22 -2.42 0.30 0.01
200907 15.53 12.73 -1.17 6.43 -3.15 0.01
200908 3.38 1.87 4.21 -4.31 -3.97 0.01
200909 10.26 8.79 -0.05 0.98 -0.48 0.01
200910 -2.38 0.95 1.93 1.45 0.13 0.00
200911 5.79 2.68 2.57 -3.38 1.29 0.00
200912 1.38 2.42 -0.88 1.91 -0.02 0.01
201001 -6.18 -6.50 4.37 0.48 -2.34 0.00
201002 3.85 2.91 -2.26 0.97 1.57 0.00
201003 5.64 7.64 -0.41 0.76 1.76 0.01
201004 0.07 0.84 4.52 -0.83 0.41 0.00
201005 -13.05 -12.32 -2.96 1.85 -3.96 0.01
201006 -1.73 -0.26 -1.50 1.39 -1.73 0.01
201007 10.98 9.57 -0.73 -0.90 0.71 0.01
201008 -1.24 -0.93 0.04 0.86 3.33 0.01
201009 12.91 12.72 2.06 -0.92 -1.42 0.01
201010 2.98 3.73 2.28 -2.94 0.94 0.01
201011 -1.60 -1.38 0.94 1.00 4.80 0.01
201012 10.25 6.95 3.02 -2.73 0.96 0.01
201101 0.78 -0.92 -1.04 3.27 0.01 0.01
201102 -1.90 0.11 0.83 -4.58 1.53 0.01
201103 5.96 2.31 -0.98 -1.47 1.14 0.01
201104 5.15 4.68 -0.54 -0.29 1.53 0.00
201105 -2.69 -2.54 -2.27 1.68 3.72 0.00
201106 -1.69 -2.33 -2.20 0.19 0.46 0.00
201107 -1.53 1.28 1.62 -0.90 3.74 0.00
201108 -7.96 -6.86 -2.19 -1.01 0.48 0.01
201109 -17.18 -15.47 -0.77 1.74 -2.96 0.00
201110 17.09 13.74 -2.56 -0.48 -2.13 0.00
201111 -1.44 -6.52 0.96 -0.85 5.47 0.00
201112 -5.58 -1.18 -1.95 0.99 0.80 0.00
201201 9.75 9.82 -2.63 0.86 -5.84 0.00
201202 4.36 5.13 3.35 1.19 -2.91 0.00
201203 -2.20 -2.27 0.57 0.04 7.01 0.00
201204 -0.16 0.95 -1.98 1.32 1.44 0.00
201205 -11.01 -11.23 -0.32 3.33 5.25 0.01
201206 5.99 4.74 -3.92 0.82 4.58 0.00
201207 5.04 5.03 -4.12 0.91 4.46 0.00
201208 1.02 1.01 1.20 0.20 1.84 0.01
201209 3.22 4.23 0.98 1.91 -0.84 0.01
201210 1.28 1.88 -0.52 -0.60 0.42 0.01
201211 2.84 1.51 -3.01 3.13 4.78 0.01
201212 5.01 2.85 1.19 0.89 -1.35 0.01
201301 1.04 5.36 0.78 3.14 2.10 0.00
201302 2.26 1.31 -1.24 1.27 3.44 0.00
201303 -0.94 -0.46 -0.11 -0.57 5.86 0.00
201304 1.70 2.43 -5.40 2.00 7.65 0.00
201305 -8.36 -6.28 2.35 2.53 -1.59 0.00
201306 -6.42 -6.18 -0.58 1.79 3.30 0.00
201307 5.45 3.74 2.49 -3.24 0.54 0.00
201308 -0.68 -0.25 1.44 -0.89 0.89 0.00
201309 7.33 6.72 0.49 -1.67 1.24 0.00
201310 4.06 3.48 -1.97 -0.30 1.78 0.00
201311 -1.02 -2.34 -0.32 1.90 4.92 0.00
201312 -1.89 -0.53 1.32 -0.83 2.84 0.00
201401 -7.16 -4.23 3.52 -1.19 2.07 0.00
201402 5.69 5.67 -0.73 -1.44 2.40 0.00
201403 2.68 1.88 -0.22 -0.36 -1.72 0.00
201404 2.56 1.38 -4.24 2.62 -3.59 0.00
201405 1.26 1.71 -0.75 1.79 1.05 0.00
201406 0.47 0.13 1.24 0.82 0.87 0.00
201407 2.86 3.33 0.39 2.16 0.02 0.00
201408 0.85 -0.27 2.26 -0.14 -1.49 0.00

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