Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
0.59 4.17% 0.658
Standard error 0.0381 0.0016
t-statistics 15.46 2.11

Fund Profile

Symbol VDC
Issuer Vanguard
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 -0.62 -1.33 0.09
200404 1.71 -1.83 0.08
200405 -1.07 1.18 0.06
200406 1.13 1.86 0.08
200407 -5.44 -4.07 0.10
200408 1.93 0.08 0.11
200409 -2.41 1.61 0.11
200410 0.80 1.43 0.11
200411 4.01 4.54 0.15
200412 4.25 3.43 0.16
200501 1.15 -2.75 0.16
200502 0.55 1.89 0.16
200503 -0.54 -1.96 0.21
200504 -1.23 -2.61 0.21
200505 2.84 3.65 0.24
200506 -1.64 0.56 0.23
200507 3.27 3.92 0.24
200508 -2.00 -1.22 0.30
200509 1.34 0.48 0.29
200510 -0.83 -2.00 0.27
200511 0.71 3.62 0.31
200512 0.21 -0.25 0.32
200601 0.49 3.04 0.35
200602 1.04 -0.30 0.34
200603 1.18 1.46 0.37
200604 0.71 0.72 0.36
200605 0.45 -3.57 0.43
200606 1.36 -0.35 0.40
200607 1.42 -0.78 0.40
200608 3.78 2.03 0.42
200609 0.19 1.84 0.41
200610 2.00 3.23 0.41
200611 -0.25 1.71 0.42
200612 2.51 0.87 0.40
200701 2.19 1.41 0.44
200702 -1.44 -1.95 0.38
200703 2.10 0.68 0.43
200704 3.23 3.49 0.44
200705 1.37 3.24 0.41
200706 -1.78 -1.96 0.40
200707 -2.79 -3.74 0.40
200708 2.53 0.92 0.42
200709 4.25 3.23 0.32
200710 1.83 1.80 0.32
200711 1.91 -4.82 0.34
200712 -1.13 -0.86 0.27
200801 -5.30 -6.35 0.21
200802 -0.02 -3.09 0.13
200803 2.66 -0.94 0.17
200804 -0.19 4.60 0.18
200805 1.70 1.86 0.18
200806 -6.71 -8.44 0.17
200807 3.16 -0.77 0.15
200808 2.72 1.53 0.13
200809 -1.59 -9.24 0.15
200810 -11.55 -17.23 0.08
200811 -2.83 -7.86 0.03
200812 1.11 1.66 0.09
200901 -7.61 -8.12 0.00
200902 -7.32 -10.09 0.01
200903 3.73 8.95 0.02
200904 5.87 10.19 0.01
200905 5.36 5.21 0.00
200906 0.63 0.43 0.01
200907 6.63 7.72 0.01
200908 0.92 3.32 0.01
200909 3.53 4.08 0.01
200910 0.74 -2.59 0.00
200911 3.82 5.56 0.00
200912 0.34 2.75 0.01
201001 -0.96 -3.36 0.00
201002 3.04 3.40 0.00
201003 4.10 6.32 0.01
201004 -1.04 2.00 0.00
201005 -4.96 -7.89 0.01
201006 -2.63 -5.56 0.01
201007 6.29 6.92 0.01
201008 -1.82 -4.77 0.01
201009 5.98 9.54 0.01
201010 3.08 3.88 0.01
201011 -0.94 0.60 0.01
201012 4.33 6.82 0.01
201101 -1.61 2.01 0.01
201102 2.85 3.49 0.01
201103 1.78 0.48 0.01
201104 5.27 2.90 0.00
201105 2.69 -1.27 0.00
201106 -2.20 -1.75 0.00
201107 -1.44 -2.34 0.00
201108 0.23 -6.00 0.01
201109 -3.45 -7.60 0.00
201110 4.49 11.34 0.00
201111 2.03 -0.26 0.00
201112 2.61 0.74 0.00
201201 -1.06 5.06 0.00
201202 3.85 4.43 0.00
201203 3.07 3.11 0.00
201204 0.22 -0.84 0.00
201205 -1.56 -6.20 0.01
201206 3.63 3.88 0.00
201207 2.47 0.79 0.00
201208 -0.27 2.56 0.01
201209 1.59 2.74 0.01
201210 -1.06 -1.75 0.01
201211 1.89 0.77 0.01
201212 -2.03 1.18 0.01
201301 5.90 5.58 0.00
201302 3.11 1.28 0.00
201303 4.95 4.03 0.00
201304 2.93 1.56 0.00
201305 -1.65 2.81 0.00
201306 0.03 -1.21 0.00
201307 4.52 5.65 0.00
201308 -4.32 -2.69 0.00
201309 1.62 3.76 0.00
201310 5.96 4.17 0.00
201311 1.67 3.12 0.00
201312 0.79 2.81 0.00
201401 -5.32 -3.26 0.00
201402 3.90 4.65 0.00
201403 2.32 0.41 0.00
201404 2.55 -0.14 0.00
201405 2.05 2.06 0.00
201406 -0.09 2.59 0.00
201407 -3.46 -2.05 0.00
201408 4.75 4.23 0.00

Other Funds


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