Regression from Dec 2012 - Aug 2014

Rm-Rf SMB HML Alpha R2
0.85 -0.49 0.18 -2.15% 0.579
Standard error 0.1942 0.2544 0.3023 0.0057
t-statistics 4.38 -1.93 0.61 -0.31

Fund Profile

Symbol SPHD
Issuer PowerShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Dec 2012 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201212 -0.35 1.18 1.66 3.28 0.01
201301 5.76 5.58 0.49 1.35 0.00
201302 2.14 1.28 -0.38 0.31 0.00
201303 5.01 4.03 0.84 -0.06 0.00
201304 4.08 1.56 -2.43 0.36 0.00
201305 -3.07 2.81 1.93 1.31 0.00
201306 0.08 -1.21 1.23 -0.45 0.00
201307 3.20 5.65 1.85 0.79 0.00
201308 -4.13 -2.69 0.28 -2.46 0.00
201309 1.39 3.76 2.85 -1.51 0.00
201310 4.48 4.17 -1.52 1.39 0.00
201311 -0.25 3.12 1.32 -0.38 0.00
201312 0.91 2.81 -0.44 -0.17 0.00
201401 -1.91 -3.26 0.85 -1.83 0.00
201402 3.61 4.65 0.27 -0.48 0.00
201403 3.16 0.41 -1.81 4.72 0.00
201404 4.13 -0.14 -4.23 1.57 0.00
201405 1.55 2.06 -1.88 -0.40 0.00
201406 1.92 2.59 2.98 -0.63 0.00
201407 -3.71 -2.05 -4.28 0.03 0.00
201408 3.82 4.23 0.49 -0.75 0.00

Other Funds


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