Regression from Jan 2007 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.12 0.64 0.42 1.54% 0.867
Standard error 0.0674 0.1391 0.1215 0.0028
t-statistics 16.66 4.57 3.43 0.46

Fund Profile

Symbol RCD
Issuer Guggenheim
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jan 2007 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200701 3.09 1.41 0.09 -0.02 0.44
200702 -1.45 -1.95 1.38 0.24 0.38
200703 -0.60 0.68 -0.26 0.39 0.43
200704 3.84 3.49 -2.09 -0.96 0.44
200705 3.03 3.24 -0.04 -0.13 0.41
200706 -2.71 -1.96 0.76 -1.06 0.40
200707 -7.45 -3.74 -2.67 -2.99 0.40
200708 -0.77 0.92 -0.14 -2.36 0.42
200709 -1.74 3.23 -2.46 -2.13 0.32
200710 0.27 1.80 0.21 -1.97 0.32
200711 -7.60 -4.82 -2.77 -1.09 0.34
200712 -4.47 -0.86 0.05 -0.03 0.27
200801 0.86 -6.35 -0.77 3.05 0.21
200802 -6.41 -3.09 -0.55 -0.03 0.13
200803 0.00 -0.94 0.83 0.28 0.17
200804 4.60 4.60 -1.49 -0.03 0.18
200805 -0.39 1.86 2.98 -0.34 0.18
200806 -12.97 -8.44 1.07 -1.02 0.17
200807 0.23 -0.77 3.58 3.69 0.15
200808 6.92 1.53 3.75 1.48 0.13
200809 -7.44 -9.24 -0.34 4.40 0.15
200810 -24.70 -17.23 -2.28 -2.99 0.08
200811 -14.16 -7.86 -3.63 -4.94 0.03
200812 7.16 1.66 3.97 -1.20 0.09
200901 -12.65 -8.12 -0.98 -9.86 0.00
200902 -9.76 -10.09 -0.35 -6.90 0.01
200903 16.17 8.95 0.73 2.60 0.02
200904 30.47 10.19 5.40 5.42 0.01
200905 -1.51 5.21 -2.66 0.56 0.00
200906 0.64 0.43 2.67 -2.44 0.01
200907 13.48 7.72 2.50 4.73 0.01
200908 7.08 3.32 -0.51 7.59 0.01
200909 6.02 4.08 2.47 1.40 0.01
200910 -3.82 -2.59 -4.22 -4.37 0.00
200911 5.39 5.56 -2.65 0.17 0.00
200912 6.71 2.75 5.79 0.73 0.01
201001 -2.04 -3.36 0.19 0.61 0.00
201002 5.30 3.40 1.44 2.74 0.00
201003 8.49 6.32 1.58 2.03 0.01
201004 5.69 2.00 4.94 3.15 0.00
201005 -7.38 -7.89 -0.08 -2.33 0.01
201006 -11.19 -5.56 -2.13 -4.26 0.01
201007 7.88 6.92 0.17 0.22 0.01
201008 -6.29 -4.77 -2.94 -1.64 0.01
201009 14.01 9.54 3.84 -3.02 0.01
201010 3.40 3.88 1.04 -2.30 0.01
201011 3.24 0.60 3.66 -0.54 0.01
201012 5.30 6.82 0.78 3.58 0.01
201101 -0.64 2.01 -2.46 0.86 0.01
201102 5.36 3.49 1.63 1.67 0.01
201103 0.50 0.48 2.62 -1.22 0.01
201104 4.26 2.90 -0.32 -2.25 0.00
201105 -0.46 -1.27 -0.65 -2.21 0.00
201106 -0.46 -1.75 -0.08 -0.42 0.00
201107 -1.07 -2.34 -1.40 -1.20 0.00
201108 -7.26 -6.00 -3.30 -1.56 0.01
201109 -7.72 -7.60 -3.68 -1.06 0.00
201110 14.52 11.34 3.58 -0.90 0.00
201111 -1.81 -0.26 -0.26 -0.17 0.00
201112 0.88 0.74 -0.57 1.53 0.00
201201 5.93 5.06 2.52 -2.13 0.00
201202 5.46 4.43 -1.65 0.04 0.00
201203 3.90 3.11 -0.23 -0.07 0.00
201204 0.19 -0.84 -0.61 -0.20 0.00
201205 -6.15 -6.20 -0.10 0.10 0.01
201206 1.58 3.88 0.82 0.46 0.00
201207 -1.20 0.79 -2.59 0.02 0.00
201208 4.84 2.56 0.72 0.59 0.01
201209 2.98 2.74 0.49 1.57 0.01
201210 -0.89 -1.75 -1.07 4.17 0.01
201211 2.72 0.77 0.67 -1.10 0.01
201212 0.60 1.18 1.66 3.28 0.01
201301 7.37 5.58 0.49 1.35 0.00
201302 0.39 1.28 -0.38 0.31 0.00
201303 5.20 4.03 0.84 -0.06 0.00
201304 3.14 1.56 -2.43 0.36 0.00
201305 3.46 2.81 1.93 1.31 0.00
201306 0.57 -1.21 1.23 -0.45 0.00
201307 6.04 5.65 1.85 0.79 0.00
201308 -3.08 -2.69 0.28 -2.46 0.00
201309 4.72 3.76 2.85 -1.51 0.00
201310 4.06 4.17 -1.52 1.39 0.00
201311 3.04 3.12 1.32 -0.38 0.00
201312 2.09 2.81 -0.44 -0.17 0.00
201401 -6.34 -3.26 0.85 -1.83 0.00
201402 8.14 4.65 0.27 -0.48 0.00
201403 -2.67 0.41 -1.81 4.72 0.00
201404 -1.87 -0.14 -4.23 1.57 0.00
201405 2.22 2.06 -1.88 -0.40 0.00
201406 2.50 2.59 2.98 -0.63 0.00
201407 -1.28 -2.05 -4.28 0.03 0.00
201408 4.46 4.23 0.49 -0.75 0.00

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