Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
1.29 -7.41% 0.786
Standard error 0.0606 0.0026
t-statistics 21.34 -2.36

Fund Profile

Symbol VFH
Issuer Vanguard
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 -0.54 -1.33 0.09
200404 -5.97 -1.83 0.08
200405 2.61 1.18 0.06
200406 1.04 1.86 0.08
200407 -2.39 -4.07 0.10
200408 3.77 0.08 0.11
200409 0.07 1.61 0.11
200410 0.99 1.43 0.11
200411 3.60 4.54 0.15
200412 4.16 3.43 0.16
200501 -3.06 -2.75 0.16
200502 -0.31 1.89 0.16
200503 -3.33 -1.96 0.21
200504 -1.10 -2.61 0.21
200505 4.32 3.65 0.24
200506 2.68 0.56 0.23
200507 1.50 3.92 0.24
200508 -2.29 -1.22 0.30
200509 0.84 0.48 0.29
200510 1.87 -2.00 0.27
200511 4.98 3.62 0.31
200512 0.19 -0.25 0.32
200601 1.55 3.04 0.35
200602 1.93 -0.30 0.34
200603 1.10 1.46 0.37
200604 2.94 0.72 0.36
200605 -3.50 -3.57 0.43
200606 0.00 -0.35 0.40
200607 1.88 -0.78 0.40
200608 1.46 2.03 0.42
200609 3.64 1.84 0.41
200610 2.65 3.23 0.41
200611 1.28 1.71 0.42
200612 3.16 0.87 0.40
200701 0.99 1.41 0.44
200702 -2.91 -1.95 0.38
200703 -0.86 0.68 0.43
200704 3.50 3.49 0.44
200705 2.35 3.24 0.41
200706 -4.41 -1.96 0.40
200707 -7.98 -3.74 0.40
200708 2.68 0.92 0.42
200709 1.65 3.23 0.32
200710 -1.45 1.80 0.32
200711 -7.13 -4.82 0.34
200712 -4.79 -0.86 0.27
200801 -1.36 -6.35 0.21
200802 -9.02 -3.09 0.13
200803 -2.58 -0.94 0.17
200804 5.95 4.60 0.18
200805 -4.70 1.86 0.18
200806 -17.09 -8.44 0.17
200807 7.59 -0.77 0.15
200808 -0.11 1.53 0.13
200809 -3.06 -9.24 0.15
200810 -21.71 -17.23 0.08
200811 -16.19 -7.86 0.03
200812 2.14 1.66 0.09
200901 -23.58 -8.12 0.00
200902 -16.91 -10.09 0.01
200903 14.69 8.95 0.02
200904 19.21 10.19 0.01
200905 9.51 5.21 0.00
200906 -1.35 0.43 0.01
200907 8.94 7.72 0.01
200908 12.06 3.32 0.01
200909 2.02 4.08 0.01
200910 -5.75 -2.59 0.00
200911 3.96 5.56 0.00
200912 -0.11 2.75 0.01
201001 -0.90 -3.36 0.00
201002 3.51 3.40 0.00
201003 8.97 6.32 0.01
201004 2.38 2.00 0.00
201005 -8.83 -7.89 0.01
201006 -6.46 -5.56 0.01
201007 6.98 6.92 0.01
201008 -7.60 -4.77 0.01
201009 6.59 9.54 0.01
201010 1.93 3.88 0.01
201011 -0.82 0.60 0.01
201012 10.44 6.82 0.01
201101 2.41 2.01 0.01
201102 2.83 3.49 0.01
201103 -2.01 0.48 0.01
201104 0.69 2.90 0.00
201105 -2.73 -1.27 0.00
201106 -2.81 -1.75 0.00
201107 -3.28 -2.34 0.00
201108 -9.02 -6.00 0.01
201109 -11.24 -7.60 0.00
201110 13.85 11.34 0.00
201111 -4.29 -0.26 0.00
201112 2.50 0.74 0.00
201201 7.61 5.06 0.00
201202 4.38 4.43 0.00
201203 6.43 3.11 0.00
201204 -1.62 -0.84 0.00
201205 -8.12 -6.20 0.01
201206 4.86 3.88 0.00
201207 0.13 0.79 0.00
201208 3.08 2.56 0.01
201209 2.80 2.74 0.01
201210 1.58 -1.75 0.01
201211 -0.90 0.77 0.01
201212 4.31 1.18 0.01
201301 5.97 5.58 0.00
201302 1.62 1.28 0.00
201303 4.00 4.03 0.00
201304 2.48 1.56 0.00
201305 3.70 2.81 0.00
201306 -0.89 -1.21 0.00
201307 5.11 5.65 0.00
201308 -5.10 -2.69 0.00
201309 3.05 3.76 0.00
201310 3.68 4.17 0.00
201311 3.74 3.12 0.00
201312 1.87 2.81 0.00
201401 -3.08 -3.26 0.00
201402 3.39 4.65 0.00
201403 2.54 0.41 0.00
201404 -1.68 -0.14 0.00
201405 1.39 2.06 0.00
201406 2.70 2.59 0.00
201407 -1.77 -2.05 0.00
201408 3.91 4.23 0.00

Other Funds


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