Regression from Mar 2010 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.17 0.35 -0.23 -0.02% 0.958
Standard error 0.0377 0.1069 0.0994 0.0016
t-statistics 31.01 3.24 -2.27 -0.01

Fund Profile

Symbol SCHC
Issuer Charles Schwab
Type ETF
Region Developed Markets
Style Mid Blend

Rolling Charts:


Fund Returns from Mar 2010 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201003 7.34 6.45 -1.36 4.26 0.01
201004 0.31 -0.80 4.33 -0.31 0.00
201005 -12.03 -10.71 0.32 -2.76 0.01
201006 -0.71 -1.24 0.50 -2.17 0.01
201007 10.66 9.24 -2.76 2.84 0.01
201008 -3.14 -3.30 0.85 -2.43 0.01
201009 12.23 10.02 0.54 -0.50 0.01
201010 4.71 4.11 -0.52 -0.44 0.01
201011 -2.88 -4.42 2.91 -2.22 0.01
201012 10.68 8.28 2.09 1.08 0.01
201101 0.41 2.12 -1.17 4.41 0.01
201102 2.29 3.43 -0.47 -0.28 0.01
201103 1.10 -1.60 0.95 -0.88 0.01
201104 5.48 5.71 -1.67 -1.01 0.00
201105 -2.17 -2.79 -0.08 -0.92 0.00
201106 -2.78 -1.37 -0.82 1.30 0.00
201107 -1.41 -1.32 2.42 -2.86 0.00
201108 -8.62 -8.51 1.35 -2.51 0.01
201109 -13.85 -10.31 -0.01 1.37 0.00
201110 10.07 8.79 -4.06 -2.02 0.00
201111 -2.71 -4.57 -0.28 -1.44 0.00
201112 -4.05 -1.35 0.04 0.55 0.00
201201 8.44 6.02 1.72 0.76 0.00
201202 5.06 5.36 -0.47 0.07 0.00
201203 -0.84 -0.28 0.37 -0.34 0.00
201204 -1.85 -1.50 0.85 -2.18 0.00
201205 -10.84 -11.27 0.74 -0.62 0.01
201206 4.27 5.85 -3.82 2.09 0.00
201207 0.09 0.81 -0.97 -2.09 0.00
201208 3.56 2.99 -0.71 1.06 0.01
201209 5.35 3.37 0.82 1.37 0.01
201210 0.73 0.81 -0.99 0.60 0.01
201211 0.76 1.81 -2.30 0.68 0.01
201212 4.37 3.33 0.61 3.47 0.01
201301 3.12 5.22 -0.18 2.90 0.00
201302 0.15 -0.94 0.84 -0.98 0.00
201303 0.70 0.75 1.15 -2.75 0.00
201304 2.49 4.37 -2.02 2.60 0.00
201305 -2.50 -1.52 -1.13 2.06 0.00
201306 -3.92 -3.74 0.56 -0.89 0.00
201307 7.47 5.58 -0.81 1.39 0.00
201308 -0.82 -1.01 1.77 0.16 0.00
201309 7.15 7.04 0.80 0.66 0.00
201310 3.37 3.37 -1.30 2.17 0.00
201311 -0.71 0.59 -0.46 -0.01 0.00
201312 3.74 1.71 0.20 -0.17 0.00
201401 -3.38 -3.23 3.93 1.33 0.00
201402 6.91 5.37 -1.52 0.13 0.00
201403 0.12 -0.22 0.58 0.91 0.00
201404 0.39 1.10 -1.93 0.78 0.00
201405 1.00 1.39 -0.74 -0.17 0.00
201406 2.39 1.46 1.75 -0.45 0.00
201407 -3.27 -1.98 0.54 0.14 0.00
201408 0.87 -0.28 0.35 -0.52 0.00

Other Funds


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