Regression from May 2008 - Oct 2013

Rm-Rf SMB HML Alpha R2
1.09 0.99 0.33 1.86% 0.962
Standard error 0.0446 0.0964 0.0797 0.0020
t-statistics 24.53 10.22 4.08 0.77

Fund Profile

Symbol RWJ
Issuer RevenueShares
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from May 2008 - Oct 2013

Month RaR Rm-Rf SMB HML Rf
200805 2.52 1.86 2.98 -0.34 0.18
200806 -8.70 -8.44 1.07 -1.02 0.17
200807 2.91 -0.77 3.58 3.69 0.15
200808 5.96 1.53 3.75 1.48 0.13
200809 -8.05 -9.24 -0.34 4.40 0.15
200810 -22.27 -17.23 -2.28 -2.99 0.08
200811 -10.48 -7.86 -3.63 -4.94 0.03
200812 8.60 1.66 3.97 -1.20 0.09
200901 -14.09 -8.12 -0.98 -9.86 0.00
200902 -12.68 -10.09 -0.35 -6.90 0.01
200903 11.57 8.95 0.73 2.60 0.02
200904 26.51 10.19 5.40 5.42 0.01
200905 5.72 5.21 -2.66 0.56 0.00
200906 1.35 0.43 2.67 -2.44 0.01
200907 13.66 7.72 2.50 4.73 0.01
200908 4.56 3.32 -0.51 7.59 0.01
200909 6.18 4.08 2.47 1.40 0.01
200910 -8.30 -2.59 -4.22 -4.37 0.00
200911 2.48 5.56 -2.65 0.17 0.00
200912 8.87 2.75 5.79 0.73 0.01
201001 -3.42 -3.36 0.19 0.61 0.00
201002 5.68 3.40 1.44 2.74 0.00
201003 8.84 6.32 1.58 2.03 0.01
201004 6.59 2.00 4.94 3.15 0.00
201005 -8.16 -7.89 -0.08 -2.33 0.01
201006 -9.69 -5.56 -2.13 -4.26 0.01
201007 6.76 6.92 0.17 0.22 0.01
201008 -8.84 -4.77 -2.94 -1.64 0.01
201009 12.44 9.54 3.84 -3.02 0.01
201010 4.66 3.88 1.04 -2.30 0.01
201011 3.82 0.60 3.66 -0.54 0.01
201012 7.83 6.82 0.78 3.58 0.01
201101 -0.28 2.01 -2.46 0.86 0.01
201102 5.51 3.49 1.63 1.67 0.01
201103 1.89 0.48 2.62 -1.22 0.01
201104 1.97 2.90 -0.32 -2.25 0.00
201105 -2.28 -1.27 -0.65 -2.21 0.00
201106 -0.74 -1.75 -0.08 -0.42 0.00
201107 -3.48 -2.34 -1.40 -1.20 0.00
201108 -8.21 -6.00 -3.30 -1.56 0.01
201109 -10.76 -7.60 -3.68 -1.06 0.00
201110 16.69 11.34 3.58 -0.90 0.00
201111 -0.26 -0.26 -0.26 -0.17 0.00
201112 1.55 0.74 -0.57 1.53 0.00
201201 8.29 5.06 2.52 -2.13 0.00
201202 2.24 4.43 -1.65 0.04 0.00
201203 2.36 3.11 -0.23 -0.07 0.00
201204 -3.18 -0.84 -0.61 -0.20 0.00
201205 -7.46 -6.20 -0.10 0.10 0.01
201206 3.77 3.88 0.82 0.46 0.00
201207 -0.09 0.79 -2.59 0.02 0.00
201208 4.39 2.56 0.72 0.59 0.01
201209 4.09 2.74 0.49 1.57 0.01
201210 -2.81 -1.75 -1.07 4.17 0.01
201211 2.84 0.77 0.67 -1.10 0.01
201212 3.51 1.18 1.66 3.28 0.01
201301 6.17 5.58 0.49 1.35 0.00
201302 1.19 1.28 -0.38 0.31 0.00
201303 3.61 4.03 0.84 -0.06 0.00
201304 -0.92 1.56 -2.43 0.36 0.00
201305 6.98 2.81 1.93 1.31 0.00
201306 -0.98 -1.21 1.23 -0.45 0.00
201307 7.63 5.65 1.85 0.79 0.00
201308 -3.04 -2.69 0.28 -2.46 0.00
201309 7.27 3.76 2.85 -1.51 0.00
201310 4.55 4.17 -1.52 1.39 0.00

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