Regression from Jan 2007 - Aug 2014

Rm-Rf Alpha R2
0.82 6.81% 0.768
Standard error 0.0473 0.0023
t-statistics 17.25 2.46

Fund Profile

Symbol RYH
Issuer Guggenheim
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jan 2007 - Aug 2014

Month RaR Rm-Rf Rf
200701 4.41 1.41 0.44
200702 -1.29 -1.95 0.38
200703 0.44 0.68 0.43
200704 7.44 3.49 0.44
200705 2.08 3.24 0.41
200706 -2.54 -1.96 0.40
200707 -3.60 -3.74 0.40
200708 1.11 0.92 0.42
200709 3.24 3.23 0.32
200710 0.59 1.80 0.32
200711 0.77 -4.82 0.34
200712 -2.19 -0.86 0.27
200801 -1.96 -6.35 0.21
200802 -2.66 -3.09 0.13
200803 -4.31 -0.94 0.17
200804 3.04 4.60 0.18
200805 1.59 1.86 0.18
200806 -4.96 -8.44 0.17
200807 6.44 -0.77 0.15
200808 1.89 1.53 0.13
200809 -8.70 -9.24 0.15
200810 -17.26 -17.23 0.08
200811 -7.61 -7.86 0.03
200812 6.86 1.66 0.09
200901 0.05 -8.12 0.00
200902 -9.72 -10.09 0.01
200903 5.44 8.95 0.02
200904 6.37 10.19 0.01
200905 6.31 5.21 0.00
200906 3.46 0.43 0.01
200907 6.24 7.72 0.01
200908 3.66 3.32 0.01
200909 2.87 4.08 0.01
200910 -2.25 -2.59 0.00
200911 8.51 5.56 0.00
200912 3.63 2.75 0.01
201001 0.04 -3.36 0.00
201002 2.16 3.40 0.00
201003 4.23 6.32 0.01
201004 -2.61 2.00 0.00
201005 -5.62 -7.89 0.01
201006 -4.11 -5.56 0.01
201007 0.99 6.92 0.01
201008 -3.02 -4.77 0.01
201009 10.62 9.54 0.01
201010 3.32 3.88 0.01
201011 -0.67 0.60 0.01
201012 6.03 6.82 0.01
201101 2.76 2.01 0.01
201102 2.92 3.49 0.01
201103 2.98 0.48 0.01
201104 5.69 2.90 0.00
201105 1.54 -1.27 0.00
201106 -0.31 -1.75 0.00
201107 -4.60 -2.34 0.00
201108 -4.28 -6.00 0.01
201109 -6.47 -7.60 0.00
201110 7.15 11.34 0.00
201111 -1.46 -0.26 0.00
201112 1.20 0.74 0.00
201201 6.57 5.06 0.00
201202 2.37 4.43 0.00
201203 4.18 3.11 0.00
201204 -1.19 -0.84 0.00
201205 -4.52 -6.20 0.01
201206 5.36 3.88 0.00
201207 -1.87 0.79 0.00
201208 2.67 2.56 0.01
201209 4.15 2.74 0.01
201210 -1.26 -1.75 0.01
201211 1.66 0.77 0.01
201212 0.84 1.18 0.01
201301 8.59 5.58 0.00
201302 -0.04 1.28 0.00
201303 5.07 4.03 0.00
201304 1.79 1.56 0.00
201305 4.00 2.81 0.00
201306 -0.39 -1.21 0.00
201307 6.29 5.65 0.00
201308 -3.05 -2.69 0.00
201309 3.77 3.76 0.00
201310 3.99 4.17 0.00
201311 4.19 3.12 0.00
201312 1.57 2.81 0.00
201401 2.04 -3.26 0.00
201402 5.73 4.65 0.00
201403 -1.31 0.41 0.00
201404 -1.59 -0.14 0.00
201405 4.33 2.06 0.00
201406 2.57 2.59 0.00
201407 0.67 -2.05 0.00
201408 4.08 4.23 0.00

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