Regression from Jul 2003 - Aug 2014

Rm-Rf Alpha R2
1.15 0.47% 0.965
Standard error 0.0192 0.0008
t-statistics 60.07 0.48

Fund Profile

Symbol RSP
Issuer Guggenheim
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jul 2003 - Aug 2014

Month RaR Rm-Rf Rf
200307 2.36 2.34 0.07
200308 4.32 2.34 0.07
200309 -1.47 -1.23 0.08
200310 6.91 6.08 0.07
200311 2.09 1.35 0.07
200312 5.18 4.30 0.08
200401 2.39 2.15 0.07
200402 1.90 1.40 0.06
200403 -0.69 -1.33 0.09
200404 -2.38 -1.83 0.08
200405 1.76 1.18 0.06
200406 3.02 1.86 0.08
200407 -4.55 -4.07 0.10
200408 -0.10 0.08 0.11
200409 2.54 1.61 0.11
200410 2.38 1.43 0.11
200411 5.80 4.54 0.15
200412 3.72 3.43 0.16
200501 -3.08 -2.75 0.16
200502 2.12 1.89 0.16
200503 -1.36 -1.96 0.21
200504 -3.19 -2.61 0.21
200505 4.51 3.65 0.24
200506 1.55 0.56 0.23
200507 5.10 3.92 0.24
200508 -0.86 -1.22 0.30
200509 0.48 0.48 0.29
200510 -2.66 -2.00 0.27
200511 4.54 3.62 0.31
200512 0.52 -0.25 0.32
200601 4.05 3.04 0.35
200602 0.32 -0.30 0.34
200603 2.10 1.46 0.37
200604 0.87 0.72 0.36
200605 -2.98 -3.57 0.43
200606 -0.26 -0.35 0.40
200607 -1.34 -0.78 0.40
200608 2.74 2.03 0.42
200609 2.39 1.84 0.41
200610 3.77 3.23 0.41
200611 2.49 1.71 0.42
200612 0.57 0.87 0.40
200701 2.39 1.41 0.44
200702 -0.46 -1.95 0.38
200703 0.81 0.68 0.43
200704 4.42 3.49 0.44
200705 3.22 3.24 0.41
200706 -1.86 -1.96 0.40
200707 -4.51 -3.74 0.40
200708 0.09 0.92 0.42
200709 2.48 3.23 0.32
200710 1.11 1.80 0.32
200711 -4.64 -4.82 0.34
200712 -1.71 -0.86 0.27
200801 -4.29 -6.35 0.21
200802 -3.02 -3.09 0.13
200803 -1.87 -0.94 0.17
200804 5.75 4.60 0.18
200805 2.63 1.86 0.18
200806 -9.83 -8.44 0.17
200807 -0.50 -0.77 0.15
200808 2.96 1.53 0.13
200809 -10.90 -9.24 0.15
200810 -20.91 -17.23 0.08
200811 -9.63 -7.86 0.03
200812 3.07 1.66 0.09
200901 -8.34 -8.12 0.00
200902 -11.23 -10.09 0.01
200903 10.25 8.95 0.02
200904 18.68 10.19 0.01
200905 6.47 5.21 0.00
200906 -1.21 0.43 0.01
200907 9.20 7.72 0.01
200908 5.67 3.32 0.01
200909 5.27 4.08 0.01
200910 -3.68 -2.59 0.00
200911 5.53 5.56 0.00
200912 4.62 2.75 0.01
201001 -3.33 -3.36 0.00
201002 4.20 3.40 0.00
201003 7.23 6.32 0.01
201004 2.63 2.00 0.00
201005 -7.35 -7.89 0.01
201006 -6.33 -5.56 0.01
201007 7.37 6.92 0.01
201008 -4.77 -4.77 0.01
201009 10.21 9.54 0.01
201010 3.55 3.88 0.01
201011 0.82 0.60 0.01
201012 7.22 6.82 0.01
201101 2.12 2.01 0.01
201102 4.02 3.49 0.01
201103 0.82 0.48 0.01
201104 3.15 2.90 0.00
201105 -0.63 -1.27 0.00
201106 -1.79 -1.75 0.00
201107 -3.62 -2.34 0.00
201108 -6.35 -6.00 0.01
201109 -9.06 -7.60 0.00
201110 13.08 11.34 0.00
201111 -0.89 -0.26 0.00
201112 0.16 0.74 0.00
201201 5.68 5.06 0.00
201202 4.02 4.43 0.00
201203 2.33 3.11 0.00
201204 -0.76 -0.84 0.00
201205 -7.00 -6.20 0.01
201206 3.87 3.88 0.00
201207 0.12 0.79 0.00
201208 3.06 2.56 0.01
201209 2.52 2.74 0.01
201210 -0.83 -1.75 0.01
201211 1.27 0.77 0.01
201212 2.27 1.18 0.01
201301 6.50 5.58 0.00
201302 0.97 1.28 0.00
201303 4.37 4.03 0.00
201304 1.69 1.56 0.00
201305 2.69 2.81 0.00
201306 -1.23 -1.21 0.00
201307 5.63 5.65 0.00
201308 -2.92 -2.69 0.00
201309 4.10 3.76 0.00
201310 4.28 4.17 0.00
201311 2.22 3.12 0.00
201312 2.90 2.81 0.00
201401 -2.97 -3.26 0.00
201402 5.33 4.65 0.00
201403 0.61 0.41 0.00
201404 0.39 -0.14 0.00
201405 2.16 2.06 0.00
201406 2.86 2.59 0.00
201407 -2.33 -2.05 0.00
201408 4.20 4.23 0.00

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