Regression from Jul 2011 - Aug 2014

Rm-Rf Alpha R2
1.65 -11.14% 0.899
Standard error 0.0921 0.0036
t-statistics 17.86 -2.60

Fund Profile

Symbol SPHB
Issuer PowerShares
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Jul 2011 - Aug 2014

Month RaR Rm-Rf Rf
201107 -3.88 -2.34 0.00
201108 -13.58 -6.00 0.01
201109 -14.81 -7.60 0.00
201110 19.13 11.34 0.00
201111 -1.67 -0.26 0.00
201112 -2.45 0.74 0.00
201201 10.74 5.06 0.00
201202 5.02 4.43 0.00
201203 0.52 3.11 0.00
201204 -3.26 -0.84 0.00
201205 -13.16 -6.20 0.01
201206 3.94 3.88 0.00
201207 -0.43 0.79 0.00
201208 5.10 2.56 0.01
201209 3.73 2.74 0.01
201210 -1.28 -1.75 0.01
201211 1.84 0.77 0.01
201212 5.87 1.18 0.01
201301 7.63 5.58 0.00
201302 -1.76 1.28 0.00
201303 3.32 4.03 0.00
201304 -0.38 1.56 0.00
201305 7.01 2.81 0.00
201306 -2.50 -1.21 0.00
201307 5.54 5.65 0.00
201308 -2.20 -2.69 0.00
201309 5.64 3.76 0.00
201310 5.60 4.17 0.00
201311 3.04 3.12 0.00
201312 4.39 2.81 0.00
201401 -3.65 -3.26 0.00
201402 5.70 4.65 0.00
201403 0.23 0.41 0.00
201404 0.16 -0.14 0.00
201405 2.25 2.06 0.00
201406 4.62 2.59 0.00
201407 -2.86 -2.05 0.00
201408 5.51 4.23 0.00

Other Funds


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