Regression from Feb 2008 - Aug 2014

Rm-Rf Alpha R2
1.08 1.59% 0.952
Standard error 0.0276 0.0017
t-statistics 39.16 0.80

Fund Profile

Symbol SCZ
Issuer iShares
Type ETF
Region Developed Markets
Style Mid Blend

Rolling Charts:


Fund Returns from Feb 2008 - Aug 2014

Month RaR Rm-Rf Rf
200802 -0.37 2.07 0.13
200803 1.92 -1.52 0.17
200804 1.91 5.18 0.18
200805 2.13 1.79 0.18
200806 -7.76 -7.90 0.17
200807 -6.61 -4.03 0.15
200808 -3.60 -4.38 0.13
200809 -14.69 -14.58 0.15
200810 -23.77 -21.14 0.08
200811 -7.39 -5.39 0.03
200812 8.73 6.63 0.09
200901 -11.58 -9.05 0.00
200902 -9.28 -10.02 0.01
200903 9.72 6.11 0.02
200904 13.78 12.46 0.01
200905 15.94 13.70 0.00
200906 1.73 -0.87 0.01
200907 8.42 9.28 0.01
200908 6.37 4.25 0.01
200909 4.92 4.60 0.01
200910 -2.52 -1.93 0.00
200911 0.98 2.34 0.00
200912 1.56 1.27 0.01
201001 -2.14 -4.01 0.00
201002 -0.62 -0.35 0.00
201003 7.38 6.45 0.01
201004 0.61 -0.80 0.00
201005 -12.45 -10.71 0.01
201006 -0.45 -1.24 0.01
201007 10.39 9.24 0.01
201008 -4.52 -3.30 0.01
201009 11.97 10.02 0.01
201010 4.49 4.11 0.01
201011 -3.42 -4.42 0.01
201012 11.41 8.28 0.01
201101 0.68 2.12 0.01
201102 2.30 3.43 0.01
201103 -0.31 -1.60 0.01
201104 5.88 5.71 0.00
201105 -2.44 -2.79 0.00
201106 -1.26 -1.37 0.00
201107 -1.71 -1.32 0.00
201108 -8.22 -8.51 0.01
201109 -11.23 -10.31 0.00
201110 7.45 8.79 0.00
201111 -2.56 -4.57 0.00
201112 -3.32 -1.35 0.00
201201 8.82 6.02 0.00
201202 5.29 5.36 0.00
201203 0.76 -0.28 0.00
201204 -0.75 -1.50 0.00
201205 -11.45 -11.27 0.01
201206 4.12 5.85 0.00
201207 -1.17 0.81 0.00
201208 4.00 2.99 0.01
201209 4.19 3.37 0.01
201210 0.79 0.81 0.01
201211 1.47 1.81 0.01
201212 4.81 3.33 0.01
201301 4.26 5.22 0.00
201302 1.32 -0.94 0.00
201303 2.22 0.75 0.00
201304 3.57 4.37 0.00
201305 -3.99 -1.52 0.00
201306 -2.73 -3.74 0.00
201307 7.01 5.58 0.00
201308 -0.68 -1.01 0.00
201309 8.83 7.04 0.00
201310 2.98 3.37 0.00
201311 0.31 0.59 0.00
201312 3.11 1.71 0.00
201401 -2.76 -3.23 0.00
201402 6.38 5.37 0.00
201403 -1.02 -0.22 0.00
201404 -0.35 1.10 0.00
201405 1.13 1.39 0.00
201406 1.71 1.46 0.00
201407 -3.31 -1.98 0.00
201408 0.20 -0.28 0.00

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