Regression from Jun 2007 - Aug 2014

Rm-Rf Alpha R2
1.10 -0.13% 0.956
Standard error 0.0255 0.0015
t-statistics 43.03 -0.07

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 Rf
200706 0.23 -0.03 0.40
200707 -2.33 -1.45 0.40
200708 -0.36 -2.60 0.42
200709 5.15 5.27 0.32
200710 5.13 4.28 0.32
200711 -4.44 -4.62 0.34
200712 -2.15 -2.18 0.27
200801 -8.00 -8.76 0.21
200802 -0.38 2.07 0.13
200803 -0.38 -1.52 0.17
200804 4.82 5.18 0.18
200805 0.61 1.79 0.18
200806 -9.63 -7.90 0.17
200807 -2.80 -4.03 0.15
200808 -3.56 -4.38 0.13
200809 -11.51 -14.58 0.15
200810 -21.03 -21.14 0.08
200811 -6.10 -5.39 0.03
200812 6.49 6.63 0.09
200901 -12.60 -9.05 0.00
200902 -10.93 -10.02 0.01
200903 8.09 6.11 0.02
200904 18.84 12.46 0.01
200905 15.24 13.70 0.00
200906 -1.76 -0.87 0.01
200907 11.67 9.28 0.01
200908 7.40 4.25 0.01
200909 5.24 4.60 0.01
200910 -5.55 -1.93 0.00
200911 2.56 2.34 0.00
200912 0.44 1.27 0.01
201001 -5.41 -4.01 0.00
201002 -0.77 -0.35 0.00
201003 7.63 6.45 0.01
201004 -2.03 -0.80 0.00
201005 -11.96 -10.71 0.01
201006 -2.35 -1.24 0.01
201007 12.20 9.24 0.01
201008 -4.59 -3.30 0.01
201009 10.91 10.02 0.01
201010 4.05 4.11 0.01
201011 -5.98 -4.42 0.01
201012 8.43 8.28 0.01
201101 4.09 2.12 0.01
201102 3.28 3.43 0.01
201103 -2.41 -1.60 0.01
201104 6.24 5.71 0.00
201105 -3.55 -2.79 0.00
201106 -1.27 -1.37 0.00
201107 -3.47 -1.32 0.00
201108 -10.25 -8.51 0.01
201109 -10.68 -10.31 0.00
201110 10.13 8.79 0.00
201111 -3.32 -4.57 0.00
201112 -2.81 -1.35 0.00
201201 6.26 6.02 0.00
201202 5.14 5.36 0.00
201203 -0.57 -0.28 0.00
201204 -4.05 -1.50 0.00
201205 -12.05 -11.27 0.01
201206 3.42 5.85 0.00
201207 2.98 0.81 0.00
201208 4.34 2.99 0.01
201209 3.24 3.37 0.01
201210 1.04 0.81 0.01
201211 1.92 1.81 0.01
201212 4.93 3.33 0.01
201301 4.42 5.22 0.00
201302 -3.04 -0.94 0.00
201303 0.68 0.75 0.00
201304 5.69 4.37 0.00
201305 -1.03 -1.52 0.00
201306 -3.11 -3.74 0.00
201307 6.15 5.58 0.00
201308 -1.51 -1.01 0.00
201309 8.18 7.04 0.00
201310 4.02 3.37 0.00
201311 0.80 0.59 0.00
201312 1.80 1.71 0.00
201401 -3.88 -3.23 0.00
201402 6.34 5.37 0.00
201403 0.00 -0.22 0.00
201404 2.06 1.10 0.00
201405 1.17 1.39 0.00
201406 1.36 1.46 0.00
201407 -2.90 -1.98 0.00
201408 0.00 -0.28 0.00

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