Regression from Sep 2012 - Oct 2013

Rm-Rf SMB HML Alpha R2
0.98 -0.67 0.01 6.34% 0.826
Standard error 0.1460 0.2681 0.2138 0.0047
t-statistics 6.72 -2.50 0.04 1.13

Fund Profile

Symbol SDOG
Issuer ALPS
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Sep 2012 - Oct 2013

Month RaR Rm-Rf SMB HML Rf
201209 1.66 2.74 0.49 1.57 0.01
201210 0.62 -1.75 -1.07 4.17 0.01
201211 -0.62 0.77 0.67 -1.10 0.01
201212 0.23 1.18 1.66 3.28 0.01
201301 6.88 5.58 0.49 1.35 0.00
201302 1.02 1.28 -0.38 0.31 0.00
201303 5.58 4.03 0.84 -0.06 0.00
201304 3.37 1.56 -2.43 0.36 0.00
201305 0.23 2.81 1.93 1.31 0.00
201306 0.33 -1.21 1.23 -0.45 0.00
201307 4.59 5.65 1.85 0.79 0.00
201308 -2.48 -2.69 0.28 -2.46 0.00
201309 3.02 3.76 2.85 -1.51 0.00
201310 5.80 4.17 -1.52 1.39 0.00

Other Funds


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