| Rm-Rf | SMB | HML | Mom | Alpha | R2 | |
|---|---|---|---|---|---|---|
| 0.99 | 1.36 | 0.80 | -0.55 | 0.77% | 0.913 | |
| Standard error | 0.0729 | 0.1425 | 0.1301 | 0.0619 | 0.0029 | |
| t-statistics | 13.55 | 9.54 | 6.17 | -8.96 | 0.23 |
| Symbol | RZV |
|---|---|
| Issuer | Guggenheim |
| Type | ETF |
| Region | USA |
| Style | Small Value |
| Month | RaR | Rm-Rf | SMB | HML | Mom | Rf |
|---|---|---|---|---|---|---|
| 200605 | -5.86 | -3.57 | -3.04 | 2.77 | -3.73 | 0.43 |
| 200606 | 1.53 | -0.35 | -0.53 | 1.51 | 1.47 | 0.40 |
| 200607 | -1.71 | -0.78 | -3.99 | 3.27 | -2.20 | 0.40 |
| 200608 | 1.00 | 2.03 | 0.83 | -1.75 | -3.47 | 0.42 |
| 200609 | 1.20 | 1.84 | -1.24 | -0.42 | -0.94 | 0.41 |
| 200610 | 5.87 | 3.23 | 1.64 | 0.48 | -0.26 | 0.41 |
| 200611 | 2.73 | 1.71 | 0.77 | 0.48 | -1.03 | 0.42 |
| 200612 | 2.05 | 0.87 | -0.89 | 2.51 | 0.82 | 0.40 |
| 200701 | 2.68 | 1.41 | 0.09 | -0.02 | 0.26 | 0.44 |
| 200702 | -0.13 | -1.95 | 1.38 | 0.24 | -1.33 | 0.38 |
| 200703 | -1.04 | 0.68 | -0.26 | 0.39 | 2.52 | 0.43 |
| 200704 | 1.90 | 3.49 | -2.09 | -0.96 | -0.15 | 0.44 |
| 200705 | 3.22 | 3.24 | -0.04 | -0.13 | -0.30 | 0.41 |
| 200706 | -2.68 | -1.96 | 0.76 | -1.06 | 0.24 | 0.40 |
| 200707 | -8.15 | -3.74 | -2.67 | -2.99 | 2.78 | 0.40 |
| 200708 | -2.21 | 0.92 | -0.14 | -2.36 | 0.10 | 0.42 |
| 200709 | -2.35 | 3.23 | -2.46 | -2.13 | 4.61 | 0.32 |
| 200710 | -1.43 | 1.80 | 0.21 | -1.97 | 4.89 | 0.32 |
| 200711 | -9.28 | -4.82 | -2.77 | -1.09 | 0.88 | 0.34 |
| 200712 | -0.67 | -0.86 | 0.05 | -0.03 | 6.55 | 0.27 |
| 200801 | 4.31 | -6.35 | -0.77 | 3.05 | -7.83 | 0.21 |
| 200802 | -9.04 | -3.09 | -0.55 | -0.03 | 6.11 | 0.13 |
| 200803 | 2.58 | -0.94 | 0.83 | 0.28 | 4.12 | 0.17 |
| 200804 | -2.41 | 4.60 | -1.49 | -0.03 | -0.22 | 0.18 |
| 200805 | 1.80 | 1.86 | 2.98 | -0.34 | 3.20 | 0.18 |
| 200806 | -12.08 | -8.44 | 1.07 | -1.02 | 12.53 | 0.17 |
| 200807 | 5.68 | -0.77 | 3.58 | 3.69 | -5.32 | 0.15 |
| 200808 | 3.98 | 1.53 | 3.75 | 1.48 | -3.80 | 0.13 |
| 200809 | -2.65 | -9.24 | -0.34 | 4.40 | 0.34 | 0.15 |
| 200810 | -24.18 | -17.23 | -2.28 | -2.99 | 7.83 | 0.08 |
| 200811 | -17.13 | -7.86 | -3.63 | -4.94 | 7.13 | 0.03 |
| 200812 | 3.04 | 1.66 | 3.97 | -1.20 | -5.03 | 0.09 |
| 200901 | -22.20 | -8.12 | -0.98 | -9.86 | -1.88 | 0.00 |
| 200902 | -20.10 | -10.09 | -0.35 | -6.90 | 4.29 | 0.01 |
| 200903 | 20.05 | 8.95 | 0.73 | 2.60 | -11.35 | 0.02 |
| 200904 | 51.50 | 10.19 | 5.40 | 5.42 | -34.72 | 0.01 |
| 200905 | 6.14 | 5.21 | -2.66 | 0.56 | -12.47 | 0.00 |
| 200906 | 7.93 | 0.43 | 2.67 | -2.44 | 5.31 | 0.01 |
| 200907 | 19.54 | 7.72 | 2.50 | 4.73 | -5.47 | 0.01 |
| 200908 | 7.42 | 3.32 | -0.51 | 7.59 | -8.87 | 0.01 |
| 200909 | 9.30 | 4.08 | 2.47 | 1.40 | -5.02 | 0.01 |
| 200910 | -17.41 | -2.59 | -4.22 | -4.37 | 2.67 | 0.00 |
| 200911 | 1.20 | 5.56 | -2.65 | 0.17 | 0.37 | 0.00 |
| 200912 | 7.05 | 2.75 | 5.79 | 0.73 | 2.89 | 0.01 |
| 201001 | 0.81 | -3.36 | 0.19 | 0.61 | -5.34 | 0.00 |
| 201002 | 8.37 | 3.40 | 1.44 | 2.74 | 3.62 | 0.00 |
| 201003 | 9.38 | 6.32 | 1.58 | 2.03 | 3.70 | 0.01 |
| 201004 | 7.29 | 2.00 | 4.94 | 3.15 | 3.14 | 0.00 |
| 201005 | -10.91 | -7.89 | -0.08 | -2.33 | -0.22 | 0.01 |
| 201006 | -13.24 | -5.56 | -2.13 | -4.26 | -2.90 | 0.01 |
| 201007 | 7.33 | 6.92 | 0.17 | 0.22 | 1.92 | 0.01 |
| 201008 | -10.71 | -4.77 | -2.94 | -1.64 | -0.13 | 0.01 |
| 201009 | 11.68 | 9.54 | 3.84 | -3.02 | 1.35 | 0.01 |
| 201010 | 5.26 | 3.88 | 1.04 | -2.30 | 1.58 | 0.01 |
| 201011 | 4.28 | 0.60 | 3.66 | -0.54 | 2.51 | 0.01 |
| 201012 | 10.42 | 6.82 | 0.78 | 3.58 | -3.21 | 0.01 |
| 201101 | -2.51 | 2.01 | -2.46 | 0.86 | -0.30 | 0.01 |
| 201102 | 4.94 | 3.49 | 1.63 | 1.67 | 2.05 | 0.01 |
| 201103 | 1.46 | 0.48 | 2.62 | -1.22 | 3.59 | 0.01 |
| 201104 | 0.38 | 2.90 | -0.32 | -2.25 | 0.08 | 0.00 |
| 201105 | -0.43 | -1.27 | -0.65 | -2.21 | -0.58 | 0.00 |
| 201106 | -2.77 | -1.75 | -0.08 | -0.42 | 1.76 | 0.00 |
| 201107 | -2.20 | -2.34 | -1.40 | -1.20 | 0.14 | 0.00 |
| 201108 | -10.31 | -6.00 | -3.30 | -1.56 | -0.35 | 0.01 |
| 201109 | -11.20 | -7.60 | -3.68 | -1.06 | -2.52 | 0.00 |
| 201110 | 16.81 | 11.34 | 3.58 | -0.90 | -1.45 | 0.00 |
| 201111 | -1.20 | -0.26 | -0.26 | -0.17 | 4.00 | 0.00 |
| 201112 | 1.50 | 0.74 | -0.57 | 1.53 | 1.89 | 0.00 |
| 201201 | 9.89 | 5.06 | 2.52 | -2.13 | -7.95 | 0.00 |
| 201202 | 1.91 | 4.43 | -1.65 | 0.04 | -0.28 | 0.00 |
| 201203 | 1.73 | 3.11 | -0.23 | -0.07 | 1.46 | 0.00 |
| 201204 | -3.19 | -0.84 | -0.61 | -0.20 | 3.84 | 0.00 |
| 201205 | -9.92 | -6.20 | -0.10 | 0.10 | 6.61 | 0.01 |
| 201206 | 6.21 | 3.88 | 0.82 | 0.46 | -1.14 | 0.00 |
| 201207 | -2.29 | 0.79 | -2.59 | 0.02 | 3.06 | 0.00 |
| 201208 | 7.30 | 2.56 | 0.72 | 0.59 | -2.51 | 0.01 |
| 201209 | 5.37 | 2.74 | 0.49 | 1.57 | -1.02 | 0.01 |
| 201210 | -4.49 | -1.75 | -1.07 | 4.17 | 0.12 | 0.01 |
| 201211 | 5.18 | 0.77 | 0.67 | -1.10 | 0.37 | 0.01 |
| 201212 | 3.69 | 1.18 | 1.66 | 3.28 | -2.92 | 0.01 |
| 201301 | 5.90 | 5.58 | 0.49 | 1.35 | -1.87 | 0.00 |
| 201302 | 1.35 | 1.28 | -0.38 | 0.31 | 1.47 | 0.00 |
| 201303 | 2.64 | 4.03 | 0.84 | -0.06 | 2.08 | 0.00 |
| 201304 | -1.38 | 1.56 | -2.43 | 0.36 | 0.34 | 0.00 |
| 201305 | 9.48 | 2.81 | 1.93 | 1.31 | -1.89 | 0.00 |
| 201306 | -0.96 | -1.21 | 1.23 | -0.45 | 0.65 | 0.00 |
| 201307 | 6.24 | 5.65 | 1.85 | 0.79 | 1.69 | 0.00 |
| 201308 | -4.00 | -2.69 | 0.28 | -2.46 | 0.05 | 0.00 |
| 201309 | 7.75 | 3.76 | 2.85 | -1.51 | 3.01 | 0.00 |
| 201310 | 3.20 | 4.17 | -1.52 | 1.39 | 0.11 | 0.00 |
| 201311 | 7.04 | 3.12 | 1.32 | -0.38 | 0.35 | 0.00 |
| 201312 | 1.60 | 2.81 | -0.44 | -0.17 | 0.05 | 0.00 |
| 201401 | -4.82 | -3.26 | 0.85 | -1.83 | 1.66 | 0.00 |
| 201402 | 5.04 | 4.65 | 0.27 | -0.48 | 2.15 | 0.00 |
| 201403 | 1.32 | 0.41 | -1.81 | 4.72 | -3.26 | 0.00 |
| 201404 | -2.50 | -0.14 | -4.23 | 1.57 | -3.80 | 0.00 |
| 201405 | 0.07 | 2.06 | -1.88 | -0.40 | 0.84 | 0.00 |
| 201406 | 3.99 | 2.59 | 2.98 | -0.63 | 0.60 | 0.00 |
| 201407 | -5.39 | -2.05 | -4.28 | 0.03 | -0.28 | 0.00 |
| 201408 | 4.46 | 4.23 | 0.49 | -0.75 | 0.74 | 0.00 |
Use the form below to perform a regression analysis for a specific fund.
Pick a fund symbol, regression type, and optional start and end months to perform the calculation.