Regression from Nov 2005 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
0.92 -0.34 -0.26 -0.17 2.58% 0.918
Standard error 0.0316 0.0958 0.1060 0.0482 0.0016
t-statistics 29.19 -3.54 -2.46 -3.46 1.31

Fund Profile

Symbol PID
Issuer PowerShares
Type ETF
Region Developed Markets
Style Large Blend

Rolling Charts:


Fund Returns from Nov 2005 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
200511 3.98 2.17 0.00 -0.67 1.50 0.31
200512 2.52 5.14 2.42 -1.84 2.49 0.32
200601 5.18 5.74 0.61 1.46 3.25 0.35
200602 0.65 -0.49 -0.91 2.43 -1.23 0.34
200603 -0.16 3.30 0.70 0.22 2.26 0.37
200604 4.34 4.58 0.25 0.02 1.76 0.36
200605 -2.69 -4.71 -1.46 0.51 -3.14 0.43
200606 -0.71 -0.77 -2.27 -0.18 -0.59 0.40
200607 2.07 0.17 -2.70 2.25 0.52 0.40
200608 3.04 2.44 -0.26 -0.31 0.04 0.42
200609 1.36 -0.40 -0.92 0.96 0.00 0.41
200610 3.89 3.46 -0.63 -0.38 0.92 0.41
200611 3.81 2.75 0.11 0.38 1.51 0.42
200612 3.26 2.67 -0.39 0.48 2.42 0.40
200701 -1.28 0.65 1.74 1.01 0.47 0.44
200702 -0.34 0.55 1.24 0.71 1.60 0.38
200703 4.02 2.48 0.08 0.61 1.53 0.43
200704 4.39 3.79 -0.14 1.56 1.28 0.44
200705 3.45 1.89 -0.62 0.67 1.38 0.41
200706 0.24 -0.03 1.23 0.31 0.56 0.40
200707 0.00 -1.45 1.74 0.18 2.37 0.40
200708 -1.09 -2.60 -4.67 0.33 -0.65 0.42
200709 4.29 5.27 -2.11 -1.53 4.50 0.32
200710 5.75 4.28 0.72 -2.32 2.33 0.32
200711 -5.66 -4.62 -3.55 -0.33 -0.02 0.34
200712 -2.59 -2.18 -0.87 1.42 1.14 0.27
200801 -6.34 -8.76 -0.73 1.14 -2.04 0.21
200802 -1.81 2.07 2.46 -1.42 2.65 0.13
200803 -0.99 -1.52 -1.55 3.07 0.52 0.17
200804 5.64 5.18 -3.10 -0.91 -1.34 0.18
200805 1.70 1.79 1.26 -1.34 2.60 0.18
200806 -10.75 -7.90 1.75 -0.28 7.83 0.17
200807 -1.18 -4.03 -2.11 2.47 -2.06 0.15
200808 -1.19 -4.38 -1.59 0.19 -1.99 0.13
200809 -11.34 -14.58 -1.28 2.27 1.58 0.15
200810 -24.46 -21.14 -1.79 0.96 8.57 0.08
200811 -9.63 -5.39 1.14 -1.71 3.93 0.03
200812 3.51 6.63 0.60 0.87 -1.38 0.09
200901 -14.03 -9.05 4.54 -2.71 0.89 0.00
200902 -9.87 -10.02 1.77 -4.01 1.83 0.01
200903 8.61 6.11 -2.17 0.42 -9.29 0.02
200904 14.78 12.46 -1.46 2.74 -22.48 0.01
200905 15.57 13.70 3.01 -1.78 -9.25 0.00
200906 -1.11 -0.87 2.71 0.14 1.40 0.01
200907 11.48 9.28 -3.25 3.60 -1.59 0.01
200908 2.39 4.25 1.97 3.90 -5.87 0.01
200909 4.67 4.60 1.36 0.13 -1.21 0.01
200910 -2.92 -1.93 1.60 -1.31 2.11 0.00
200911 5.74 2.34 -1.80 -1.54 1.26 0.00
200912 1.84 1.27 -1.50 0.86 1.67 0.01
201001 -3.28 -4.01 3.67 -0.77 -0.93 0.00
201002 1.44 -0.35 0.11 -1.29 0.56 0.00
201003 4.52 6.45 -1.36 4.26 4.17 0.01
201004 -0.16 -0.80 4.33 -0.31 0.93 0.00
201005 -8.81 -10.71 0.32 -2.76 -0.74 0.01
201006 -1.23 -1.24 0.50 -2.17 0.09 0.01
201007 9.25 9.24 -2.76 2.84 -0.82 0.01
201008 -3.01 -3.30 0.85 -2.43 2.92 0.01
201009 8.82 10.02 0.54 -0.50 2.57 0.01
201010 3.94 4.11 -0.52 -0.44 0.30 0.01
201011 -3.79 -4.42 2.91 -2.22 5.69 0.01
201012 6.71 8.28 2.09 1.08 0.64 0.01
201101 1.66 2.12 -1.17 4.41 -2.77 0.01
201102 2.06 3.43 -0.47 -0.28 0.48 0.01
201103 1.74 -1.60 0.95 -0.88 0.87 0.01
201104 4.32 5.71 -1.67 -1.01 2.15 0.00
201105 -1.77 -2.79 -0.08 -0.92 1.07 0.00
201106 -1.47 -1.37 -0.82 1.30 1.72 0.00
201107 -1.42 -1.32 2.42 -2.86 2.52 0.00
201108 -4.40 -8.51 1.35 -2.51 -0.81 0.01
201109 -9.00 -10.31 -0.01 1.37 -1.84 0.00
201110 10.68 8.79 -4.06 -2.02 -0.59 0.00
201111 -3.22 -4.57 -0.28 -1.44 5.25 0.00
201112 -0.15 -1.35 0.04 0.55 2.59 0.00
201201 2.07 6.02 1.72 0.76 -7.00 0.00
201202 3.77 5.36 -0.47 0.07 -4.18 0.00
201203 0.00 -0.28 0.37 -0.34 3.97 0.00
201204 0.00 -1.50 0.85 -2.18 6.47 0.00
201205 -9.50 -11.27 0.74 -0.62 6.35 0.01
201206 6.56 5.85 -3.82 2.09 -0.46 0.00
201207 0.51 0.81 -0.97 -2.09 4.40 0.00
201208 1.66 2.99 -0.71 1.06 -1.13 0.01
201209 2.41 3.37 0.82 1.37 -1.45 0.01
201210 0.55 0.81 -0.99 0.60 0.06 0.01
201211 0.76 1.81 -2.30 0.68 2.02 0.01
201212 3.21 3.33 0.61 3.47 -1.33 0.01
201301 4.57 5.22 -0.18 2.90 0.93 0.00
201302 -0.95 -0.94 0.84 -0.98 4.10 0.00
201303 3.32 0.75 1.15 -2.75 4.98 0.00
201304 2.60 4.37 -2.02 2.60 4.51 0.00
201305 -1.87 -1.52 -1.13 2.06 -1.99 0.00
201306 -2.83 -3.74 0.56 -0.89 2.17 0.00
201307 2.78 5.58 -0.81 1.39 1.39 0.00
201308 -1.35 -1.01 1.77 0.16 -1.92 0.00
201309 4.86 7.04 0.80 0.66 2.98 0.00
201310 3.51 3.37 -1.30 2.17 0.84 0.00
201311 0.63 0.59 -0.46 -0.01 3.52 0.00
201312 2.80 1.71 0.20 -0.17 1.61 0.00
201401 -5.05 -3.23 3.93 1.33 0.81 0.00
201402 4.97 5.37 -1.52 0.13 0.96 0.00
201403 0.95 -0.22 0.58 0.91 -1.39 0.00
201404 1.82 1.10 -1.93 0.78 -2.95 0.00
201405 2.11 1.39 -0.74 -0.17 -0.34 0.00
201406 2.60 1.46 1.75 -0.45 0.01 0.00
201407 -1.66 -1.98 0.54 0.14 0.18 0.00
201408 3.05 -0.28 0.35 -0.52 0.56 0.00

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