Regression from Feb 2012 - Oct 2013

Rm-Rf SMB HML Mom Alpha R2
0.93 -0.05 0.15 0.23 -3.08% 0.701
Standard error 0.1602 0.3016 0.3188 0.2277 0.0059
t-statistics 5.80 -0.15 0.47 1.02 -0.44

Fund Profile

Symbol PPH
Issuer Market Vectors
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Feb 2012 - Oct 2013

Month RaR Rm-Rf SMB HML Mom Rf
201202 2.52 4.43 -1.65 0.04 -0.28 0.00
201203 2.99 3.11 -0.23 -0.07 1.46 0.00
201204 0.96 -0.84 -0.61 -0.20 3.84 0.00
201205 -5.18 -6.20 -0.10 0.10 6.61 0.01
201206 5.29 3.88 0.82 0.46 -1.14 0.00
201207 1.90 0.79 -2.59 0.02 3.06 0.00
201208 0.43 2.56 0.72 0.59 -2.51 0.01
201209 3.35 2.74 0.49 1.57 -1.02 0.01
201210 -0.49 -1.75 -1.07 4.17 0.12 0.01
201211 0.00 0.77 0.67 -1.10 0.37 0.01
201212 0.67 1.18 1.66 3.28 -2.92 0.01
201301 7.10 5.58 0.49 1.35 -1.87 0.00
201302 0.41 1.28 -0.38 0.31 1.47 0.00
201303 5.46 4.03 0.84 -0.06 2.08 0.00
201304 3.69 1.56 -2.43 0.36 0.34 0.00
201305 0.07 2.81 1.93 1.31 -1.89 0.00
201306 -1.90 -1.21 1.23 -0.45 0.65 0.00
201307 5.71 5.65 1.85 0.79 1.69 0.00
201308 -2.73 -2.69 0.28 -2.46 0.05 0.00
201309 2.94 3.76 2.85 -1.51 3.01 0.00
201310 -1.03 4.17 -1.52 1.39 0.11 0.00

Other Funds


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