Regression from Aug 2011 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.08 -0.21 0.60 -0.08 -2.59% 0.856
Standard error 0.0989 0.1842 0.1955 0.1175 0.0033
t-statistics 10.87 -1.14 3.05 -0.67 -0.66

Fund Profile

Symbol PXLV
Issuer PowerShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Aug 2011 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201108 -6.43 -6.00 -3.30 -1.56 -0.35 0.01
201109 -7.45 -7.60 -3.68 -1.06 -2.52 0.00
201110 14.47 11.34 3.58 -0.90 -1.45 0.00
201111 -6.04 -0.26 -0.26 -0.17 4.00 0.00
201112 4.97 0.74 -0.57 1.53 1.89 0.00
201201 2.67 5.06 2.52 -2.13 -7.95 0.00
201202 4.12 4.43 -1.65 0.04 -0.28 0.00
201203 3.96 3.11 -0.23 -0.07 1.46 0.00
201204 -3.01 -0.84 -0.61 -0.20 3.84 0.00
201205 -6.72 -6.20 -0.10 0.10 6.61 0.01
201206 1.94 3.88 0.82 0.46 -1.14 0.00
201207 3.91 0.79 -2.59 0.02 3.06 0.00
201208 1.99 2.56 0.72 0.59 -2.51 0.01
201209 6.31 2.74 0.49 1.57 -1.02 0.01
201210 -0.05 -1.75 -1.07 4.17 0.12 0.01
201211 -0.82 0.77 0.67 -1.10 0.37 0.01
201212 3.26 1.18 1.66 3.28 -2.92 0.01
201301 6.55 5.58 0.49 1.35 -1.87 0.00
201302 2.61 1.28 -0.38 0.31 1.47 0.00
201303 3.71 4.03 0.84 -0.06 2.08 0.00
201304 2.04 1.56 -2.43 0.36 0.34 0.00
201305 3.10 2.81 1.93 1.31 -1.89 0.00
201306 -2.13 -1.21 1.23 -0.45 0.65 0.00
201307 5.61 5.65 1.85 0.79 1.69 0.00
201308 -3.86 -2.69 0.28 -2.46 0.05 0.00
201309 1.67 3.76 2.85 -1.51 3.01 0.00
201310 5.12 4.17 -1.52 1.39 0.11 0.00
201311 3.27 3.12 1.32 -0.38 0.35 0.00
201312 2.27 2.81 -0.44 -0.17 0.05 0.00
201401 -3.87 -3.26 0.85 -1.83 1.66 0.00
201402 2.75 4.65 0.27 -0.48 2.15 0.00
201403 2.75 0.41 -1.81 4.72 -3.26 0.00
201404 1.56 -0.14 -4.23 1.57 -3.80 0.00
201405 0.44 2.06 -1.88 -0.40 0.84 0.00
201406 1.74 2.59 2.98 -0.63 0.60 0.00
201407 -0.30 -2.05 -4.28 0.03 -0.28 0.00
201408 2.25 4.23 0.49 -0.75 0.74 0.00

Other Funds


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