Regression from Jun 2007 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.06 -0.23 0.31 -0.42% 0.970
Standard error 0.0221 0.0716 0.0765 0.0013
t-statistics 48.06 -3.20 4.10 -0.28

Fund Profile

Symbol SFNNX
Issuer Charles Schwab
Type Mutual Fund
Region Developed Markets
Style Large Value

Rolling Charts:


Fund Returns from Jun 2007 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200706 0.23 -0.03 1.23 0.31 0.40
200707 -2.33 -1.45 1.74 0.18 0.40
200708 -0.36 -2.60 -4.67 0.33 0.42
200709 5.15 5.27 -2.11 -1.53 0.32
200710 5.13 4.28 0.72 -2.32 0.32
200711 -4.44 -4.62 -3.55 -0.33 0.34
200712 -2.15 -2.18 -0.87 1.42 0.27
200801 -8.00 -8.76 -0.73 1.14 0.21
200802 -0.38 2.07 2.46 -1.42 0.13
200803 -0.38 -1.52 -1.55 3.07 0.17
200804 4.82 5.18 -3.10 -0.91 0.18
200805 0.61 1.79 1.26 -1.34 0.18
200806 -9.63 -7.90 1.75 -0.28 0.17
200807 -2.80 -4.03 -2.11 2.47 0.15
200808 -3.56 -4.38 -1.59 0.19 0.13
200809 -11.51 -14.58 -1.28 2.27 0.15
200810 -21.03 -21.14 -1.79 0.96 0.08
200811 -6.10 -5.39 1.14 -1.71 0.03
200812 6.49 6.63 0.60 0.87 0.09
200901 -12.60 -9.05 4.54 -2.71 0.00
200902 -10.93 -10.02 1.77 -4.01 0.01
200903 8.09 6.11 -2.17 0.42 0.02
200904 18.84 12.46 -1.46 2.74 0.01
200905 15.24 13.70 3.01 -1.78 0.00
200906 -1.76 -0.87 2.71 0.14 0.01
200907 11.67 9.28 -3.25 3.60 0.01
200908 7.40 4.25 1.97 3.90 0.01
200909 5.24 4.60 1.36 0.13 0.01
200910 -5.55 -1.93 1.60 -1.31 0.00
200911 2.56 2.34 -1.80 -1.54 0.00
200912 0.44 1.27 -1.50 0.86 0.01
201001 -5.41 -4.01 3.67 -0.77 0.00
201002 -0.77 -0.35 0.11 -1.29 0.00
201003 7.63 6.45 -1.36 4.26 0.01
201004 -2.03 -0.80 4.33 -0.31 0.00
201005 -11.96 -10.71 0.32 -2.76 0.01
201006 -2.35 -1.24 0.50 -2.17 0.01
201007 12.20 9.24 -2.76 2.84 0.01
201008 -4.59 -3.30 0.85 -2.43 0.01
201009 10.91 10.02 0.54 -0.50 0.01
201010 4.05 4.11 -0.52 -0.44 0.01
201011 -5.98 -4.42 2.91 -2.22 0.01
201012 8.43 8.28 2.09 1.08 0.01
201101 4.09 2.12 -1.17 4.41 0.01
201102 3.28 3.43 -0.47 -0.28 0.01
201103 -2.41 -1.60 0.95 -0.88 0.01
201104 6.24 5.71 -1.67 -1.01 0.00
201105 -3.55 -2.79 -0.08 -0.92 0.00
201106 -1.27 -1.37 -0.82 1.30 0.00
201107 -3.47 -1.32 2.42 -2.86 0.00
201108 -10.25 -8.51 1.35 -2.51 0.01
201109 -10.68 -10.31 -0.01 1.37 0.00
201110 10.13 8.79 -4.06 -2.02 0.00
201111 -3.32 -4.57 -0.28 -1.44 0.00
201112 -2.81 -1.35 0.04 0.55 0.00
201201 6.26 6.02 1.72 0.76 0.00
201202 5.14 5.36 -0.47 0.07 0.00
201203 -0.57 -0.28 0.37 -0.34 0.00
201204 -4.05 -1.50 0.85 -2.18 0.00
201205 -12.05 -11.27 0.74 -0.62 0.01
201206 3.42 5.85 -3.82 2.09 0.00
201207 2.98 0.81 -0.97 -2.09 0.00
201208 4.34 2.99 -0.71 1.06 0.01
201209 3.24 3.37 0.82 1.37 0.01
201210 1.04 0.81 -0.99 0.60 0.01
201211 1.92 1.81 -2.30 0.68 0.01
201212 4.93 3.33 0.61 3.47 0.01
201301 4.42 5.22 -0.18 2.90 0.00
201302 -3.04 -0.94 0.84 -0.98 0.00
201303 0.68 0.75 1.15 -2.75 0.00
201304 5.69 4.37 -2.02 2.60 0.00
201305 -1.03 -1.52 -1.13 2.06 0.00
201306 -3.11 -3.74 0.56 -0.89 0.00
201307 6.15 5.58 -0.81 1.39 0.00
201308 -1.51 -1.01 1.77 0.16 0.00
201309 8.18 7.04 0.80 0.66 0.00
201310 4.02 3.37 -1.30 2.17 0.00
201311 0.80 0.59 -0.46 -0.01 0.00
201312 1.80 1.71 0.20 -0.17 0.00
201401 -3.88 -3.23 3.93 1.33 0.00
201402 6.34 5.37 -1.52 0.13 0.00
201403 0.00 -0.22 0.58 0.91 0.00
201404 2.06 1.10 -1.93 0.78 0.00
201405 1.17 1.39 -0.74 -0.17 0.00
201406 1.36 1.46 1.75 -0.45 0.00
201407 -2.90 -1.98 0.54 0.14 0.00
201408 0.00 -0.28 0.35 -0.52 0.00

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