Regression from Jan 2007 - Aug 2014

Rm-Rf Alpha R2
1.31 0.30% 0.856
Standard error 0.0566 0.0028
t-statistics 23.14 0.09

Fund Profile

Symbol RTM
Issuer Guggenheim
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jan 2007 - Aug 2014

Month RaR Rm-Rf Rf
200701 3.67 1.41 0.44
200702 2.23 -1.95 0.38
200703 1.26 0.68 0.43
200704 2.76 3.49 0.44
200705 3.96 3.24 0.41
200706 -1.20 -1.96 0.40
200707 -2.40 -3.74 0.40
200708 -1.45 0.92 0.42
200709 5.23 3.23 0.32
200710 0.21 1.80 0.32
200711 -3.93 -4.82 0.34
200712 0.14 -0.86 0.27
200801 -5.01 -6.35 0.21
200802 -0.36 -3.09 0.13
200803 0.06 -0.94 0.17
200804 4.83 4.60 0.18
200805 3.51 1.86 0.18
200806 -9.15 -8.44 0.17
200807 1.77 -0.77 0.15
200808 0.02 1.53 0.13
200809 -15.87 -9.24 0.15
200810 -21.49 -17.23 0.08
200811 -8.82 -7.86 0.03
200812 0.32 1.66 0.09
200901 -8.87 -8.12 0.00
200902 -11.09 -10.09 0.01
200903 16.97 8.95 0.02
200904 26.17 10.19 0.01
200905 7.66 5.21 0.00
200906 0.35 0.43 0.01
200907 11.13 7.72 0.01
200908 2.76 3.32 0.01
200909 6.06 4.08 0.01
200910 -5.99 -2.59 0.00
200911 10.13 5.56 0.00
200912 4.94 2.75 0.01
201001 -9.12 -3.36 0.00
201002 7.36 3.40 0.00
201003 8.78 6.32 0.01
201004 0.82 2.00 0.00
201005 -7.58 -7.89 0.01
201006 -7.62 -5.56 0.01
201007 11.83 6.92 0.01
201008 -3.72 -4.77 0.01
201009 8.37 9.54 0.01
201010 4.84 3.88 0.01
201011 0.94 0.60 0.01
201012 9.14 6.82 0.01
201101 1.47 2.01 0.01
201102 2.46 3.49 0.01
201103 1.79 0.48 0.01
201104 2.17 2.90 0.00
201105 -1.47 -1.27 0.00
201106 -1.26 -1.75 0.00
201107 -5.46 -2.34 0.00
201108 -7.38 -6.00 0.01
201109 -14.61 -7.60 0.00
201110 15.47 11.34 0.00
201111 0.59 -0.26 0.00
201112 -0.94 0.74 0.00
201201 10.41 5.06 0.00
201202 0.92 4.43 0.00
201203 0.52 3.11 0.00
201204 0.07 -0.84 0.00
201205 -9.96 -6.20 0.01
201206 3.34 3.88 0.00
201207 0.16 0.79 0.00
201208 0.44 2.56 0.01
201209 5.31 2.74 0.01
201210 -1.39 -1.75 0.01
201211 3.55 0.77 0.01
201212 4.04 1.18 0.01
201301 4.37 5.58 0.00
201302 -1.12 1.28 0.00
201303 1.50 4.03 0.00
201304 -1.28 1.56 0.00
201305 3.01 2.81 0.00
201306 -4.31 -1.21 0.00
201307 6.45 5.65 0.00
201308 -0.49 -2.69 0.00
201309 3.65 3.76 0.00
201310 6.09 4.17 0.00
201311 0.78 3.12 0.00
201312 4.43 2.81 0.00
201401 -4.53 -3.26 0.00
201402 6.00 4.65 0.00
201403 1.38 0.41 0.00
201404 0.76 -0.14 0.00
201405 0.93 2.06 0.00
201406 3.39 2.59 0.00
201407 -3.30 -2.05 0.00
201408 4.07 4.23 0.00

Other Funds


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