Regression from Jan 2010 - Aug 2014

Rm-Rf Alpha R2
1.04 -1.24% 0.972
Standard error 0.0240 0.0012
t-statistics 43.17 -0.90

Fund Profile

Symbol SCHF
Issuer Charles Schwab
Type ETF
Region Developed Markets
Style Large Blend

Rolling Charts:


Fund Returns from Jan 2010 - Aug 2014

Month RaR Rm-Rf Rf
201001 -5.65 -4.01 0.00
201002 1.04 -0.35 0.00
201003 6.38 6.45 0.01
201004 -2.20 -0.80 0.00
201005 -10.79 -10.71 0.01
201006 -2.32 -1.24 0.01
201007 11.15 9.24 0.01
201008 -3.92 -3.30 0.01
201009 10.21 10.02 0.01
201010 3.41 4.11 0.01
201011 -4.11 -4.42 0.01
201012 8.37 8.28 0.01
201101 2.19 2.12 0.01
201102 3.26 3.43 0.01
201103 -1.41 -1.60 0.01
201104 5.69 5.71 0.00
201105 -2.78 -2.79 0.00
201106 -1.25 -1.37 0.00
201107 -2.67 -1.32 0.00
201108 -8.58 -8.51 0.01
201109 -11.39 -10.31 0.00
201110 10.40 8.79 0.00
201111 -2.35 -4.57 0.00
201112 -2.58 -1.35 0.00
201201 6.01 6.02 0.00
201202 4.90 5.36 0.00
201203 -0.08 -0.28 0.00
201204 -1.82 -1.50 0.00
201205 -11.18 -11.27 0.01
201206 6.43 5.85 0.00
201207 0.17 0.81 0.00
201208 3.69 2.99 0.01
201209 2.85 3.37 0.01
201210 1.34 0.81 0.01
201211 1.89 1.81 0.01
201212 4.45 3.33 0.01
201301 2.60 5.22 0.00
201302 -0.99 -0.94 0.00
201303 1.08 0.75 0.00
201304 4.26 4.37 0.00
201305 -2.96 -1.52 0.00
201306 -3.30 -3.74 0.00
201307 5.86 5.58 0.00
201308 -1.81 -1.01 0.00
201309 7.33 7.04 0.00
201310 3.16 3.37 0.00
201311 0.75 0.59 0.00
201312 2.10 1.71 0.00
201401 -4.73 -3.23 0.00
201402 4.96 5.37 0.00
201403 -0.10 -0.22 0.00
201404 1.52 1.10 0.00
201405 1.66 1.39 0.00
201406 1.45 1.46 0.00
201407 -2.09 -1.98 0.00
201408 0.37 -0.28 0.00

Other Funds


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