Regression from May 2008 - Oct 2013

Rm-Rf SMB HML Alpha R2
1.15 0.63 0.01 -0.74% 0.952
Standard error 0.0456 0.0984 0.0814 0.0020
t-statistics 25.24 6.40 0.16 -0.30

Fund Profile

Symbol RWK
Issuer RevenueShares
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from May 2008 - Oct 2013

Month RaR Rm-Rf SMB HML Rf
200805 2.76 1.86 2.98 -0.34 0.18
200806 -9.43 -8.44 1.07 -1.02 0.17
200807 0.13 -0.77 3.58 3.69 0.15
200808 2.31 1.53 3.75 1.48 0.13
200809 -10.71 -9.24 -0.34 4.40 0.15
200810 -24.00 -17.23 -2.28 -2.99 0.08
200811 -11.72 -7.86 -3.63 -4.94 0.03
200812 7.38 1.66 3.97 -1.20 0.09
200901 -6.08 -8.12 -0.98 -9.86 0.00
200902 -10.13 -10.09 -0.35 -6.90 0.01
200903 10.57 8.95 0.73 2.60 0.02
200904 21.10 10.19 5.40 5.42 0.01
200905 4.44 5.21 -2.66 0.56 0.00
200906 0.22 0.43 2.67 -2.44 0.01
200907 10.28 7.72 2.50 4.73 0.01
200908 4.71 3.32 -0.51 7.59 0.01
200909 5.56 4.08 2.47 1.40 0.01
200910 -6.28 -2.59 -4.22 -4.37 0.00
200911 4.89 5.56 -2.65 0.17 0.00
200912 6.99 2.75 5.79 0.73 0.01
201001 -3.18 -3.36 0.19 0.61 0.00
201002 5.22 3.40 1.44 2.74 0.00
201003 7.31 6.32 1.58 2.03 0.01
201004 3.71 2.00 4.94 3.15 0.00
201005 -6.92 -7.89 -0.08 -2.33 0.01
201006 -9.41 -5.56 -2.13 -4.26 0.01
201007 7.06 6.92 0.17 0.22 0.01
201008 -5.70 -4.77 -2.94 -1.64 0.01
201009 12.01 9.54 3.84 -3.02 0.01
201010 3.18 3.88 1.04 -2.30 0.01
201011 3.32 0.60 3.66 -0.54 0.01
201012 6.77 6.82 0.78 3.58 0.01
201101 2.23 2.01 -2.46 0.86 0.01
201102 4.30 3.49 1.63 1.67 0.01
201103 2.89 0.48 2.62 -1.22 0.01
201104 1.78 2.90 -0.32 -2.25 0.00
201105 -2.09 -1.27 -0.65 -2.21 0.00
201106 -1.65 -1.75 -0.08 -0.42 0.00
201107 -4.68 -2.34 -1.40 -1.20 0.00
201108 -7.33 -6.00 -3.30 -1.56 0.01
201109 -10.85 -7.60 -3.68 -1.06 0.00
201110 16.19 11.34 3.58 -0.90 0.00
201111 -0.11 -0.26 -0.26 -0.17 0.00
201112 0.11 0.74 -0.57 1.53 0.00
201201 7.67 5.06 2.52 -2.13 0.00
201202 4.35 4.43 -1.65 0.04 0.00
201203 1.54 3.11 -0.23 -0.07 0.00
201204 -0.41 -0.84 -0.61 -0.20 0.00
201205 -8.68 -6.20 -0.10 0.10 0.01
201206 2.39 3.88 0.82 0.46 0.00
201207 -2.47 0.79 -2.59 0.02 0.00
201208 2.78 2.56 0.72 0.59 0.01
201209 2.16 2.74 0.49 1.57 0.01
201210 0.46 -1.75 -1.07 4.17 0.01
201211 2.90 0.77 0.67 -1.10 0.01
201212 2.08 1.18 1.66 3.28 0.01
201301 9.53 5.58 0.49 1.35 0.00
201302 1.46 1.28 -0.38 0.31 0.00
201303 5.14 4.03 0.84 -0.06 0.00
201304 -0.43 1.56 -2.43 0.36 0.00
201305 4.77 2.81 1.93 1.31 0.00
201306 -2.03 -1.21 1.23 -0.45 0.00
201307 7.22 5.65 1.85 0.79 0.00
201308 -3.89 -2.69 0.28 -2.46 0.00
201309 5.38 3.76 2.85 -1.51 0.00
201310 4.04 4.17 -1.52 1.39 0.00

Other Funds


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