Regression from Jan 2007 - Aug 2014

Rm-Rf Alpha R2
1.21 2.40% 0.576
Standard error 0.1098 0.0053
t-statistics 11.06 0.37

Fund Profile

Symbol RYE
Issuer Guggenheim
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jan 2007 - Aug 2014

Month RaR Rm-Rf Rf
200701 -0.35 1.41 0.44
200702 -0.94 -1.95 0.38
200703 6.65 0.68 0.43
200704 5.76 3.49 0.44
200705 8.17 3.24 0.41
200706 0.69 -1.96 0.40
200707 -1.63 -3.74 0.40
200708 -0.24 0.92 0.42
200709 7.26 3.23 0.32
200710 5.21 1.80 0.32
200711 -4.55 -4.82 0.34
200712 9.43 -0.86 0.27
200801 -11.23 -6.35 0.21
200802 10.45 -3.09 0.13
200803 -2.32 -0.94 0.17
200804 9.36 4.60 0.18
200805 7.86 1.86 0.18
200806 4.76 -8.44 0.17
200807 -17.58 -0.77 0.15
200808 -0.95 1.53 0.13
200809 -22.31 -9.24 0.15
200810 -22.36 -17.23 0.08
200811 -5.30 -7.86 0.03
200812 -6.35 1.66 0.09
200901 0.39 -8.12 0.00
200902 -11.81 -10.09 0.01
200903 4.85 8.95 0.02
200904 13.87 10.19 0.01
200905 17.54 5.21 0.00
200906 -9.25 0.43 0.01
200907 8.04 7.72 0.01
200908 1.03 3.32 0.01
200909 8.80 4.08 0.01
200910 2.42 -2.59 0.00
200911 0.98 5.56 0.00
200912 4.46 2.75 0.01
201001 -3.80 -3.36 0.00
201002 4.68 3.40 0.00
201003 3.46 6.32 0.01
201004 3.46 2.00 0.00
201005 -11.25 -7.89 0.01
201006 -5.92 -5.56 0.01
201007 8.48 6.92 0.01
201008 -6.56 -4.77 0.01
201009 11.96 9.54 0.01
201010 5.42 3.88 0.01
201011 7.84 0.60 0.01
201012 8.57 6.82 0.01
201101 7.72 2.01 0.01
201102 7.96 3.49 0.01
201103 3.13 0.48 0.01
201104 -0.19 2.90 0.00
201105 -3.90 -1.27 0.00
201106 -2.27 -1.75 0.00
201107 2.84 -2.34 0.00
201108 -11.56 -6.00 0.01
201109 -18.31 -7.60 0.00
201110 23.32 11.34 0.00
201111 1.21 -0.26 0.00
201112 -5.35 0.74 0.00
201201 3.70 5.06 0.00
201202 6.37 4.43 0.00
201203 -5.59 3.11 0.00
201204 -0.13 -0.84 0.00
201205 -12.84 -6.20 0.01
201206 3.62 3.88 0.00
201207 5.77 0.79 0.00
201208 3.07 2.56 0.01
201209 2.93 2.74 0.01
201210 -1.11 -1.75 0.01
201211 -0.29 0.77 0.01
201212 0.72 1.18 0.01
201301 10.18 5.58 0.00
201302 0.49 1.28 0.00
201303 2.85 4.03 0.00
201304 -2.56 1.56 0.00
201305 4.31 2.81 0.00
201306 -3.29 -1.21 0.00
201307 5.21 5.65 0.00
201308 -1.01 -2.69 0.00
201309 2.69 3.76 0.00
201310 5.49 4.17 0.00
201311 -0.86 3.12 0.00
201312 2.12 2.81 0.00
201401 -4.48 -3.26 0.00
201402 4.43 4.65 0.00
201403 2.21 0.41 0.00
201404 5.71 -0.14 0.00
201405 1.12 2.06 0.00
201406 5.85 2.59 0.00
201407 -4.81 -2.05 0.00
201408 3.29 4.23 0.00

Other Funds


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