Regression from Aug 2007 - Aug 2014

Rm-Rf Alpha R2
1.13 -0.61% 0.934
Standard error 0.0330 0.0020
t-statistics 34.24 -0.26

Fund Profile

Symbol PXF
Issuer PowerShares
Type ETF
Region Developed Markets
Style Large Value

Rolling Charts:


Fund Returns from Aug 2007 - Aug 2014

Month RaR Rm-Rf Rf
200708 -0.79 -2.60 0.42
200709 3.16 5.27 0.32
200710 5.36 4.28 0.32
200711 -3.46 -4.62 0.34
200712 -2.16 -2.18 0.27
200801 -8.63 -8.76 0.21
200802 -0.80 2.07 0.13
200803 -0.65 -1.52 0.17
200804 4.93 5.18 0.18
200805 1.04 1.79 0.18
200806 -9.57 -7.90 0.17
200807 -2.83 -4.03 0.15
200808 -3.64 -4.38 0.13
200809 -12.12 -14.58 0.15
200810 -20.31 -21.14 0.08
200811 -6.68 -5.39 0.03
200812 9.03 6.63 0.09
200901 -16.56 -9.05 0.00
200902 -10.46 -10.02 0.01
200903 7.21 6.11 0.02
200904 21.75 12.46 0.01
200905 13.47 13.70 0.00
200906 -1.47 -0.87 0.01
200907 12.16 9.28 0.01
200908 7.67 4.25 0.01
200909 5.14 4.60 0.01
200910 -5.60 -1.93 0.00
200911 2.78 2.34 0.00
200912 1.28 1.27 0.01
201001 -5.58 -4.01 0.00
201002 -0.35 -0.35 0.00
201003 5.67 6.45 0.01
201004 -1.72 -0.80 0.00
201005 -12.12 -10.71 0.01
201006 -2.79 -1.24 0.01
201007 13.65 9.24 0.01
201008 -5.06 -3.30 0.01
201009 11.06 10.02 0.01
201010 4.77 4.11 0.01
201011 -5.95 -4.42 0.01
201012 8.37 8.28 0.01
201101 4.18 2.12 0.01
201102 2.59 3.43 0.01
201103 -2.23 -1.60 0.01
201104 6.40 5.71 0.00
201105 -3.64 -2.79 0.00
201106 -1.57 -1.37 0.00
201107 -4.53 -1.32 0.00
201108 -10.43 -8.51 0.01
201109 -10.56 -10.31 0.00
201110 10.13 8.79 0.00
201111 -2.24 -4.57 0.00
201112 -4.08 -1.35 0.00
201201 6.81 6.02 0.00
201202 5.33 5.36 0.00
201203 -0.75 -0.28 0.00
201204 -3.89 -1.50 0.00
201205 -12.57 -11.27 0.01
201206 7.62 5.85 0.00
201207 -1.17 0.81 0.00
201208 4.46 2.99 0.01
201209 2.75 3.37 0.01
201210 1.79 0.81 0.01
201211 1.79 1.81 0.01
201212 5.29 3.33 0.01
201301 4.24 5.22 0.00
201302 -2.19 -0.94 0.00
201303 -0.31 0.75 0.00
201304 5.79 4.37 0.00
201305 -1.53 -1.52 0.00
201306 -3.57 -3.74 0.00
201307 6.56 5.58 0.00
201308 -1.43 -1.01 0.00
201309 8.23 7.04 0.00
201310 4.08 3.37 0.00
201311 0.31 0.59 0.00
201312 2.21 1.71 0.00
201401 -4.38 -3.23 0.00
201402 5.21 5.37 0.00
201403 0.23 -0.22 0.00
201404 2.17 1.10 0.00
201405 1.51 1.39 0.00
201406 1.45 1.46 0.00
201407 -2.61 -1.98 0.00
201408 -0.14 -0.28 0.00

Other Funds


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