Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
1.31 0.36% 0.821
Standard error 0.0548 0.0024
t-statistics 23.87 0.13

Fund Profile

Symbol VAW
Issuer Vanguard
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 -1.50 -1.33 0.09
200404 -4.24 -1.83 0.08
200405 1.69 1.18 0.06
200406 5.82 1.86 0.08
200407 -2.15 -4.07 0.10
200408 1.58 0.08 0.11
200409 4.96 1.61 0.11
200410 -1.29 1.43 0.11
200411 9.66 4.54 0.15
200412 1.17 3.43 0.16
200501 -3.22 -2.75 0.16
200502 8.43 1.89 0.16
200503 -3.63 -1.96 0.21
200504 -7.53 -2.61 0.21
200505 0.00 3.65 0.24
200506 -1.13 0.56 0.23
200507 6.15 3.92 0.24
200508 -3.57 -1.22 0.30
200509 0.64 0.48 0.29
200510 -0.89 -2.00 0.27
200511 7.33 3.62 0.31
200512 2.08 -0.25 0.32
200601 6.05 3.04 0.35
200602 -1.48 -0.30 0.34
200603 5.19 1.46 0.37
200604 2.88 0.72 0.36
200605 -4.66 -3.57 0.43
200606 -0.36 -0.35 0.40
200607 -3.81 -0.78 0.40
200608 2.73 2.03 0.42
200609 0.33 1.84 0.41
200610 6.21 3.23 0.41
200611 5.00 1.71 0.42
200612 0.61 0.87 0.40
200701 5.49 1.41 0.44
200702 2.56 -1.95 0.38
200703 1.94 0.68 0.43
200704 3.13 3.49 0.44
200705 5.67 3.24 0.41
200706 -0.40 -1.96 0.40
200707 -2.75 -3.74 0.40
200708 0.06 0.92 0.42
200709 7.06 3.23 0.32
200710 4.48 1.80 0.32
200711 -4.64 -4.82 0.34
200712 1.82 -0.86 0.27
200801 -4.72 -6.35 0.21
200802 3.37 -3.09 0.13
200803 -1.92 -0.94 0.17
200804 5.92 4.60 0.18
200805 5.81 1.86 0.18
200806 -5.45 -8.44 0.17
200807 -3.76 -0.77 0.15
200808 -2.71 1.53 0.13
200809 -18.95 -9.24 0.15
200810 -23.48 -17.23 0.08
200811 -11.45 -7.86 0.03
200812 1.57 1.66 0.09
200901 -7.38 -8.12 0.00
200902 -8.68 -10.09 0.01
200903 14.40 8.95 0.02
200904 16.14 10.19 0.01
200905 6.66 5.21 0.00
200906 -4.38 0.43 0.01
200907 12.59 7.72 0.01
200908 2.85 3.32 0.01
200909 5.64 4.08 0.01
200910 -5.47 -2.59 0.00
200911 11.20 5.56 0.00
200912 2.78 2.75 0.01
201001 -8.15 -3.36 0.00
201002 5.10 3.40 0.00
201003 8.12 6.32 0.01
201004 1.04 2.00 0.00
201005 -8.94 -7.89 0.01
201006 -7.79 -5.56 0.01
201007 11.94 6.92 0.01
201008 -2.73 -4.77 0.01
201009 8.44 9.54 0.01
201010 6.70 3.88 0.01
201011 1.69 0.60 0.01
201012 9.74 6.82 0.01
201101 0.19 2.01 0.01
201102 2.95 3.49 0.01
201103 2.54 0.48 0.01
201104 2.57 2.90 0.00
201105 -2.77 -1.27 0.00
201106 -1.22 -1.75 0.00
201107 -2.45 -2.34 0.00
201108 -7.62 -6.00 0.01
201109 -16.88 -7.60 0.00
201110 17.95 11.34 0.00
201111 0.54 -0.26 0.00
201112 -2.28 0.74 0.00
201201 11.93 5.06 0.00
201202 -0.10 4.43 0.00
201203 0.55 3.11 0.00
201204 -0.86 -0.84 0.00
201205 -8.62 -6.20 0.01
201206 4.39 3.88 0.00
201207 -0.59 0.79 0.00
201208 3.32 2.56 0.01
201209 3.81 2.74 0.01
201210 -1.45 -1.75 0.01
201211 1.44 0.77 0.01
201212 3.55 1.18 0.01
201301 3.94 5.58 0.00
201302 -1.37 1.28 0.00
201303 2.79 4.03 0.00
201304 -0.17 1.56 0.00
201305 2.25 2.81 0.00
201306 -4.47 -1.21 0.00
201307 5.77 5.65 0.00
201308 -0.57 -2.69 0.00
201309 4.58 3.76 0.00
201310 4.28 4.17 0.00
201311 1.33 3.12 0.00
201312 4.61 2.81 0.00
201401 -4.34 -3.26 0.00
201402 6.74 4.65 0.00
201403 0.83 0.41 0.00
201404 0.16 -0.14 0.00
201405 2.55 2.06 0.00
201406 2.34 2.59 0.00
201407 -2.49 -2.05 0.00
201408 4.17 4.23 0.00

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