Regression from Nov 2004 - Aug 2014

Rm-Rf Alpha R2
1.07 4.15% 0.528
Standard error 0.0941 0.0042
t-statistics 11.39 0.83

Fund Profile

Symbol VENAX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Sector

Rolling Charts:


Fund Returns from Nov 2004 - Aug 2014

Month RaR Rm-Rf Rf
200411 7.17 4.54 0.15
200412 -2.67 3.43 0.16
200501 3.69 -2.75 0.16
200502 16.77 1.89 0.16
200503 -3.01 -1.96 0.21
200504 -6.07 -2.61 0.21
200505 3.15 3.65 0.24
200506 6.91 0.56 0.23
200507 7.31 3.92 0.24
200508 6.32 -1.22 0.30
200509 6.56 0.48 0.29
200510 -8.86 -2.00 0.27
200511 1.59 3.62 0.31
200512 0.56 -0.25 0.32
200601 14.22 3.04 0.35
200602 -9.06 -0.30 0.34
200603 4.80 1.46 0.37
200604 5.50 0.72 0.36
200605 -3.12 -3.57 0.43
200606 2.07 -0.35 0.40
200607 3.32 -0.78 0.40
200608 -4.46 2.03 0.42
200609 -3.76 1.84 0.41
200610 4.80 3.23 0.41
200611 8.41 1.71 0.42
200612 -2.98 0.87 0.40
200701 -1.07 1.41 0.44
200702 -1.33 -1.95 0.38
200703 6.20 0.68 0.43
200704 5.46 3.49 0.44
200705 7.34 3.24 0.41
200706 1.39 -1.96 0.40
200707 -0.37 -3.74 0.40
200708 0.20 0.92 0.42
200709 7.79 3.23 0.32
200710 2.44 1.80 0.32
200711 -4.34 -4.82 0.34
200712 7.46 -0.86 0.27
200801 -10.77 -6.35 0.21
200802 8.04 -3.09 0.13
200803 -2.48 -0.94 0.17
200804 11.25 4.60 0.18
200805 5.39 1.86 0.18
200806 3.67 -8.44 0.17
200807 -14.89 -0.77 0.15
200808 -0.88 1.53 0.13
200809 -14.22 -9.24 0.15
200810 -20.32 -17.23 0.08
200811 -3.22 -7.86 0.03
200812 -4.88 1.66 0.09
200901 -2.40 -8.12 0.00
200902 -12.39 -10.09 0.01
200903 4.54 8.95 0.02
200904 8.97 10.19 0.01
200905 13.13 5.21 0.00
200906 -6.23 0.43 0.01
200907 5.62 7.72 0.01
200908 1.20 3.32 0.01
200909 6.79 4.08 0.01
200910 1.93 -2.59 0.00
200911 2.75 5.56 0.00
200912 1.09 2.75 0.01
201001 -4.24 -3.36 0.00
201002 2.47 3.40 0.00
201003 2.77 6.32 0.01
201004 4.46 2.00 0.00
201005 -11.97 -7.89 0.01
201006 -5.79 -5.56 0.01
201007 8.05 6.92 0.01
201008 -4.38 -4.77 0.01
201009 10.01 9.54 0.01
201010 5.04 3.88 0.01
201011 6.45 0.60 0.01
201012 9.09 6.82 0.01
201101 6.99 2.01 0.01
201102 7.47 3.49 0.01
201103 1.92 0.48 0.01
201104 1.09 2.90 0.00
201105 -4.35 -1.27 0.00
201106 -1.96 -1.75 0.00
201107 1.43 -2.34 0.00
201108 -10.55 -6.00 0.01
201109 -14.07 -7.60 0.00
201110 18.31 11.34 0.00
201111 1.92 -0.26 0.00
201112 -1.50 0.74 0.00
201201 2.04 5.06 0.00
201202 6.04 4.43 0.00
201203 -3.52 3.11 0.00
201204 -1.03 -0.84 0.00
201205 -11.05 -6.20 0.01
201206 5.09 3.88 0.00
201207 3.88 0.79 0.00
201208 2.22 2.56 0.01
201209 3.54 2.74 0.01
201210 -2.46 -1.75 0.01
201211 -1.27 0.77 0.01
201212 1.19 1.18 0.01
201301 7.91 5.58 0.00
201302 0.39 1.28 0.00
201303 2.24 4.03 0.00
201304 -1.19 1.56 0.00
201305 2.51 2.81 0.00
201306 -2.09 -1.21 0.00
201307 5.24 5.65 0.00
201308 -1.52 -2.69 0.00
201309 2.47 3.76 0.00
201310 4.40 4.17 0.00
201311 0.21 3.12 0.00
201312 3.07 2.81 0.00
201401 -6.13 -3.26 0.00
201402 5.53 4.65 0.00
201403 2.48 0.41 0.00
201404 5.07 -0.14 0.00
201405 1.29 2.06 0.00
201406 5.38 2.59 0.00
201407 -3.77 -2.05 0.00
201408 2.69 4.23 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.