Regression from Sep 2012 - Oct 2013

Rm-Rf SMB HML Mom Alpha R2
0.95 -0.63 0.19 0.33 4.97% 0.852
Standard error 0.1447 0.2626 0.2509 0.2610 0.0047
t-statistics 6.53 -2.40 0.74 1.26 0.89

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 Mom Rf
201209 1.66 2.74 0.49 1.57 -1.02 0.01
201210 0.62 -1.75 -1.07 4.17 0.12 0.01
201211 -0.62 0.77 0.67 -1.10 0.37 0.01
201212 0.23 1.18 1.66 3.28 -2.92 0.01
201301 6.88 5.58 0.49 1.35 -1.87 0.00
201302 1.02 1.28 -0.38 0.31 1.47 0.00
201303 5.58 4.03 0.84 -0.06 2.08 0.00
201304 3.37 1.56 -2.43 0.36 0.34 0.00
201305 0.23 2.81 1.93 1.31 -1.89 0.00
201306 0.33 -1.21 1.23 -0.45 0.65 0.00
201307 4.59 5.65 1.85 0.79 1.69 0.00
201308 -2.48 -2.69 0.28 -2.46 0.05 0.00
201309 3.02 3.76 2.85 -1.51 3.01 0.00
201310 5.80 4.17 -1.52 1.39 0.11 0.00

Other Funds


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