Regression from Jul 2006 - Oct 2013

Rm-Rf Alpha R2
1.17 0.79% 0.882
Standard error 0.0462 0.0023
t-statistics 25.34 0.29

Fund Profile

Symbol QQEW
Issuer First Trust
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Jul 2006 - Oct 2013

Month RaR Rm-Rf Rf
200607 -6.13 -0.78 0.40
200608 4.99 2.03 0.42
200609 4.01 1.84 0.41
200610 3.42 3.23 0.41
200611 4.57 1.71 0.42
200612 -1.36 0.87 0.40
200701 2.29 1.41 0.44
200702 -0.75 -1.95 0.38
200703 -0.40 0.68 0.43
200704 5.64 3.49 0.44
200705 2.48 3.24 0.41
200706 0.14 -1.96 0.40
200707 -0.46 -3.74 0.40
200708 2.66 0.92 0.42
200709 4.05 3.23 0.32
200710 2.53 1.80 0.32
200711 -6.69 -4.82 0.34
200712 -1.69 -0.86 0.27
200801 -7.99 -6.35 0.21
200802 -4.55 -3.09 0.13
200803 -0.85 -0.94 0.17
200804 6.72 4.60 0.18
200805 5.50 1.86 0.18
200806 -10.62 -8.44 0.17
200807 -0.48 -0.77 0.15
200808 0.91 1.53 0.13
200809 -11.72 -9.24 0.15
200810 -22.67 -17.23 0.08
200811 -12.37 -7.86 0.03
200812 7.15 1.66 0.09
200901 -4.61 -8.12 0.00
200902 -5.01 -10.09 0.01
200903 12.45 8.95 0.02
200904 14.55 10.19 0.01
200905 3.95 5.21 0.00
200906 0.68 0.43 0.01
200907 10.52 7.72 0.01
200908 2.50 3.32 0.01
200909 8.04 4.08 0.01
200910 -5.01 -2.59 0.00
200911 5.16 5.56 0.00
200912 6.40 2.75 0.01
201001 -5.44 -3.36 0.00
201002 5.48 3.40 0.00
201003 6.60 6.32 0.01
201004 2.73 2.00 0.00
201005 -7.59 -7.89 0.01
201006 -6.78 -5.56 0.01
201007 8.04 6.92 0.01
201008 -5.05 -4.77 0.01
201009 12.84 9.54 0.01
201010 5.09 3.88 0.01
201011 0.32 0.60 0.01
201012 5.19 6.82 0.01
201101 2.36 2.01 0.01
201102 3.10 3.49 0.01
201103 0.73 0.48 0.01
201104 3.79 2.90 0.00
201105 -0.39 -1.27 0.00
201106 -2.03 -1.75 0.00
201107 -3.07 -2.34 0.00
201108 -5.96 -6.00 0.01
201109 -7.39 -7.60 0.00
201110 11.99 11.34 0.00
201111 -2.66 -0.26 0.00
201112 -1.95 0.74 0.00
201201 9.54 5.06 0.00
201202 4.35 4.43 0.00
201203 2.82 3.11 0.00
201204 -1.80 -0.84 0.00
201205 -8.69 -6.20 0.01
201206 3.56 3.88 0.00
201207 -0.97 0.79 0.00
201208 3.68 2.56 0.01
201209 1.54 2.74 0.01
201210 -3.49 -1.75 0.01
201211 3.10 0.77 0.01
201212 1.72 1.18 0.01
201301 6.37 5.58 0.00
201302 0.54 1.28 0.00
201303 4.12 4.03 0.00
201304 1.89 1.56 0.00
201305 3.18 2.81 0.00
201306 -1.54 -1.21 0.00
201307 7.12 5.65 0.00
201308 -1.43 -2.69 0.00
201309 6.24 3.76 0.00
201310 -2.02 4.17 0.00

Other Funds


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