Regression from Jul 2013 - Sep 2014

Rm-Rf SMB HML Mom Alpha R2
0.54 0.26 0.89 0.54 1.18% 0.600
Standard error 0.3558 0.4079 0.7338 0.7709 0.0093
t-statistics 1.51 0.63 1.22 0.70 0.11

Fund Profile

Symbol SYLD
Issuer Cambria
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Jul 2013 - Sep 2014

Month RaR Rm-Rf SMB HML Mom Rf
201307 7.45 5.65 1.85 0.79 1.69 0.00
201308 -3.62 -2.69 0.28 -2.46 0.05 0.00
201309 4.76 3.76 2.85 -1.51 3.01 0.00
201310 6.06 4.17 -1.52 1.39 0.11 0.00
201311 0.00 3.12 1.32 -0.38 0.35 0.00
201312 -0.24 2.81 -0.44 -0.17 0.05 0.00
201401 -1.06 -3.26 0.85 -1.83 1.66 0.00
201402 -2.54 4.65 0.27 -0.48 2.15 0.00
201403 1.08 0.41 -1.81 4.72 -3.26 0.00
201404 -0.93 -0.14 -4.23 1.57 -3.80 0.00
201405 1.67 2.06 -1.88 -0.40 0.84 0.00
201406 1.40 2.59 2.98 -0.63 0.60 0.00
201407 -2.12 -2.05 -4.28 0.03 -0.28 0.00
201408 4.78 4.23 0.49 -0.75 0.74 0.00
201409 -3.58 -1.97 -3.71 -1.72 0.73 0.00

Other Funds


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