Regression from May 2006 - Aug 2014

Rm-Rf Alpha R2
1.64 -2.10% 0.671
Standard error 0.1161 0.0055
t-statistics 14.13 -0.32

Fund Profile

Symbol RZV
Issuer Guggenheim
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from May 2006 - Aug 2014

Month RaR Rm-Rf Rf
200605 -5.86 -3.57 0.43
200606 1.53 -0.35 0.40
200607 -1.71 -0.78 0.40
200608 1.00 2.03 0.42
200609 1.20 1.84 0.41
200610 5.87 3.23 0.41
200611 2.73 1.71 0.42
200612 2.05 0.87 0.40
200701 2.68 1.41 0.44
200702 -0.13 -1.95 0.38
200703 -1.04 0.68 0.43
200704 1.90 3.49 0.44
200705 3.22 3.24 0.41
200706 -2.68 -1.96 0.40
200707 -8.15 -3.74 0.40
200708 -2.21 0.92 0.42
200709 -2.35 3.23 0.32
200710 -1.43 1.80 0.32
200711 -9.28 -4.82 0.34
200712 -0.67 -0.86 0.27
200801 4.31 -6.35 0.21
200802 -9.04 -3.09 0.13
200803 2.58 -0.94 0.17
200804 -2.41 4.60 0.18
200805 1.80 1.86 0.18
200806 -12.08 -8.44 0.17
200807 5.68 -0.77 0.15
200808 3.98 1.53 0.13
200809 -2.65 -9.24 0.15
200810 -24.18 -17.23 0.08
200811 -17.13 -7.86 0.03
200812 3.04 1.66 0.09
200901 -22.20 -8.12 0.00
200902 -20.10 -10.09 0.01
200903 20.05 8.95 0.02
200904 51.50 10.19 0.01
200905 6.14 5.21 0.00
200906 7.93 0.43 0.01
200907 19.54 7.72 0.01
200908 7.42 3.32 0.01
200909 9.30 4.08 0.01
200910 -17.41 -2.59 0.00
200911 1.20 5.56 0.00
200912 7.05 2.75 0.01
201001 0.81 -3.36 0.00
201002 8.37 3.40 0.00
201003 9.38 6.32 0.01
201004 7.29 2.00 0.00
201005 -10.91 -7.89 0.01
201006 -13.24 -5.56 0.01
201007 7.33 6.92 0.01
201008 -10.71 -4.77 0.01
201009 11.68 9.54 0.01
201010 5.26 3.88 0.01
201011 4.28 0.60 0.01
201012 10.42 6.82 0.01
201101 -2.51 2.01 0.01
201102 4.94 3.49 0.01
201103 1.46 0.48 0.01
201104 0.38 2.90 0.00
201105 -0.43 -1.27 0.00
201106 -2.77 -1.75 0.00
201107 -2.20 -2.34 0.00
201108 -10.31 -6.00 0.01
201109 -11.20 -7.60 0.00
201110 16.81 11.34 0.00
201111 -1.20 -0.26 0.00
201112 1.50 0.74 0.00
201201 9.89 5.06 0.00
201202 1.91 4.43 0.00
201203 1.73 3.11 0.00
201204 -3.19 -0.84 0.00
201205 -9.92 -6.20 0.01
201206 6.21 3.88 0.00
201207 -2.29 0.79 0.00
201208 7.30 2.56 0.01
201209 5.37 2.74 0.01
201210 -4.49 -1.75 0.01
201211 5.18 0.77 0.01
201212 3.69 1.18 0.01
201301 5.90 5.58 0.00
201302 1.35 1.28 0.00
201303 2.64 4.03 0.00
201304 -1.38 1.56 0.00
201305 9.48 2.81 0.00
201306 -0.96 -1.21 0.00
201307 6.24 5.65 0.00
201308 -4.00 -2.69 0.00
201309 7.75 3.76 0.00
201310 3.20 4.17 0.00
201311 7.04 3.12 0.00
201312 1.60 2.81 0.00
201401 -4.82 -3.26 0.00
201402 5.04 4.65 0.00
201403 1.32 0.41 0.00
201404 -2.50 -0.14 0.00
201405 0.07 2.06 0.00
201406 3.99 2.59 0.00
201407 -5.39 -2.05 0.00
201408 4.46 4.23 0.00

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