Regression from Jan 2007 - Aug 2014

Rm-Rf Alpha R2
0.67 5.90% 0.718
Standard error 0.0440 0.0021
t-statistics 15.13 2.30

Fund Profile

Symbol RHS
Issuer Guggenheim
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jan 2007 - Aug 2014

Month RaR Rm-Rf Rf
200701 1.30 1.41 0.44
200702 -1.08 -1.95 0.38
200703 2.83 0.68 0.43
200704 3.68 3.49 0.44
200705 0.62 3.24 0.41
200706 -2.11 -1.96 0.40
200707 -3.82 -3.74 0.40
200708 1.78 0.92 0.42
200709 2.99 3.23 0.32
200710 2.08 1.80 0.32
200711 0.94 -4.82 0.34
200712 -0.32 -0.86 0.27
200801 -8.06 -6.35 0.21
200802 0.00 -3.09 0.13
200803 2.13 -0.94 0.17
200804 1.94 4.60 0.18
200805 1.82 1.86 0.18
200806 -7.29 -8.44 0.17
200807 2.38 -0.77 0.15
200808 1.79 1.53 0.13
200809 -1.55 -9.24 0.15
200810 -13.34 -17.23 0.08
200811 -8.66 -7.86 0.03
200812 5.66 1.66 0.09
200901 -0.50 -8.12 0.00
200902 -9.58 -10.09 0.01
200903 4.45 8.95 0.02
200904 7.40 10.19 0.01
200905 3.80 5.21 0.00
200906 1.93 0.43 0.01
200907 7.01 7.72 0.01
200908 1.64 3.32 0.01
200909 3.43 4.08 0.01
200910 2.36 -2.59 0.00
200911 1.53 5.56 0.00
200912 2.25 2.75 0.01
201001 -0.24 -3.36 0.00
201002 3.43 3.40 0.00
201003 5.06 6.32 0.01
201004 1.22 2.00 0.00
201005 -6.04 -7.89 0.01
201006 -2.62 -5.56 0.01
201007 5.34 6.92 0.01
201008 -2.20 -4.77 0.01
201009 5.99 9.54 0.01
201010 2.70 3.88 0.01
201011 -1.13 0.60 0.01
201012 5.15 6.82 0.01
201101 -2.35 2.01 0.01
201102 5.21 3.49 0.01
201103 1.70 0.48 0.01
201104 6.16 2.90 0.00
201105 1.64 -1.27 0.00
201106 -1.81 -1.75 0.00
201107 -1.90 -2.34 0.00
201108 -2.04 -6.00 0.01
201109 -3.84 -7.60 0.00
201110 5.80 11.34 0.00
201111 1.73 -0.26 0.00
201112 2.49 0.74 0.00
201201 -0.78 5.06 0.00
201202 3.22 4.43 0.00
201203 2.57 3.11 0.00
201204 0.46 -0.84 0.00
201205 -1.32 -6.20 0.01
201206 3.94 3.88 0.00
201207 -1.00 0.79 0.00
201208 2.11 2.56 0.01
201209 1.29 2.74 0.01
201210 -1.14 -1.75 0.01
201211 2.82 0.77 0.01
201212 -0.56 1.18 0.01
201301 5.76 5.58 0.00
201302 4.97 1.28 0.00
201303 5.66 4.03 0.00
201304 2.51 1.56 0.00
201305 -1.11 2.81 0.00
201306 0.51 -1.21 0.00
201307 4.06 5.65 0.00
201308 -3.77 -2.69 0.00
201309 1.67 3.76 0.00
201310 6.71 4.17 0.00
201311 0.77 3.12 0.00
201312 1.32 2.81 0.00
201401 -2.71 -3.26 0.00
201402 4.13 4.65 0.00
201403 2.18 0.41 0.00
201404 1.66 -0.14 0.00
201405 2.61 2.06 0.00
201406 0.53 2.59 0.00
201407 -4.34 -2.05 0.00
201408 5.63 4.23 0.00

Other Funds


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