Regression from Jan 2007 - Aug 2014

Rm-Rf Alpha R2
1.16 1.36% 0.874
Standard error 0.0466 0.0023
t-statistics 24.99 0.50

Fund Profile

Symbol RGI
Issuer Guggenheim
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jan 2007 - Aug 2014

Month RaR Rm-Rf Rf
200701 3.62 1.41 0.44
200702 -0.04 -1.95 0.38
200703 0.02 0.68 0.43
200704 6.63 3.49 0.44
200705 4.35 3.24 0.41
200706 0.06 -1.96 0.40
200707 -0.62 -3.74 0.40
200708 -0.34 0.92 0.42
200709 3.00 3.23 0.32
200710 0.39 1.80 0.32
200711 -2.65 -4.82 0.34
200712 0.82 -0.86 0.27
200801 -5.45 -6.35 0.21
200802 -2.23 -3.09 0.13
200803 0.13 -0.94 0.17
200804 8.42 4.60 0.18
200805 3.05 1.86 0.18
200806 -12.14 -8.44 0.17
200807 0.02 -0.77 0.15
200808 3.15 1.53 0.13
200809 -16.26 -9.24 0.15
200810 -17.80 -17.23 0.08
200811 -9.30 -7.86 0.03
200812 5.73 1.66 0.09
200901 -7.85 -8.12 0.00
200902 -13.60 -10.09 0.01
200903 4.81 8.95 0.02
200904 20.41 10.19 0.01
200905 -0.60 5.21 0.00
200906 0.89 0.43 0.01
200907 10.51 7.72 0.01
200908 3.70 3.32 0.01
200909 5.58 4.08 0.01
200910 -3.24 -2.59 0.00
200911 6.73 5.56 0.00
200912 2.96 2.75 0.01
201001 -3.54 -3.36 0.00
201002 4.90 3.40 0.00
201003 8.61 6.32 0.01
201004 5.08 2.00 0.00
201005 -8.69 -7.89 0.01
201006 -5.74 -5.56 0.01
201007 7.68 6.92 0.01
201008 -6.94 -4.77 0.01
201009 12.50 9.54 0.01
201010 2.48 3.88 0.01
201011 1.95 0.60 0.01
201012 7.74 6.82 0.01
201101 3.12 2.01 0.01
201102 0.81 3.49 0.01
201103 3.79 0.48 0.01
201104 1.68 2.90 0.00
201105 -2.05 -1.27 0.00
201106 -0.47 -1.75 0.00
201107 -7.10 -2.34 0.00
201108 -6.83 -6.00 0.01
201109 -8.16 -7.60 0.00
201110 14.66 11.34 0.00
201111 -0.94 -0.26 0.00
201112 1.27 0.74 0.00
201201 6.98 5.06 0.00
201202 3.43 4.43 0.00
201203 0.29 3.11 0.00
201204 -1.06 -0.84 0.00
201205 -6.67 -6.20 0.01
201206 2.22 3.88 0.00
201207 1.14 0.79 0.00
201208 1.62 2.56 0.01
201209 1.41 2.74 0.01
201210 1.52 -1.75 0.01
201211 1.76 0.77 0.01
201212 2.78 1.18 0.01
201301 6.81 5.58 0.00
201302 1.64 1.28 0.00
201303 2.81 4.03 0.00
201304 -1.23 1.56 0.00
201305 5.42 2.81 0.00
201306 -2.65 -1.21 0.00
201307 5.67 5.65 0.00
201308 -2.14 -2.69 0.00
201309 5.90 3.76 0.00
201310 5.31 4.17 0.00
201311 3.71 3.12 0.00
201312 3.54 2.81 0.00
201401 -3.51 -3.26 0.00
201402 4.34 4.65 0.00
201403 0.74 0.41 0.00
201404 1.27 -0.14 0.00
201405 1.94 2.06 0.00
201406 1.41 2.59 0.00
201407 -3.58 -2.05 0.00
201408 4.48 4.23 0.00

Other Funds


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