Regression from Dec 2012 - Aug 2014

Rm-Rf Alpha R2
0.74 1.12% 0.441
Standard error 0.1901 0.0061
t-statistics 3.87 0.15

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 Rf
201212 -0.35 1.18 0.01
201301 5.76 5.58 0.00
201302 2.14 1.28 0.00
201303 5.01 4.03 0.00
201304 4.08 1.56 0.00
201305 -3.07 2.81 0.00
201306 0.08 -1.21 0.00
201307 3.20 5.65 0.00
201308 -4.13 -2.69 0.00
201309 1.39 3.76 0.00
201310 4.48 4.17 0.00
201311 -0.25 3.12 0.00
201312 0.91 2.81 0.00
201401 -1.91 -3.26 0.00
201402 3.61 4.65 0.00
201403 3.16 0.41 0.00
201404 4.13 -0.14 0.00
201405 1.55 2.06 0.00
201406 1.92 2.59 0.00
201407 -3.71 -2.05 0.00
201408 3.82 4.23 0.00

Other Funds


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