| Rm-Rf | Alpha | R2 | |
|---|---|---|---|
| 1.64 | -2.10% | 0.671 | |
| Standard error | 0.1161 | 0.0055 | |
| t-statistics | 14.13 | -0.32 |
| Symbol | RZV |
|---|---|
| Issuer | Guggenheim |
| Type | ETF |
| Region | USA |
| Style | Small Value |
| 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 |
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.