Regression from Nov 2004 - Aug 2014

Rm-Rf Alpha R2
1.21 -0.61% 0.902
Standard error 0.0371 0.0016
t-statistics 32.77 -0.31

Fund Profile

Symbol VINAX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Sector

Rolling Charts:


Fund Returns from Nov 2004 - Aug 2014

Month RaR Rm-Rf Rf
200411 6.75 4.54 0.15
200412 3.14 3.43 0.16
200501 -2.76 -2.75 0.16
200502 1.13 1.89 0.16
200503 -0.08 -1.96 0.21
200504 -3.76 -2.61 0.21
200505 3.22 3.65 0.24
200506 -1.50 0.56 0.23
200507 4.52 3.92 0.24
200508 -1.66 -1.22 0.30
200509 1.44 0.48 0.29
200510 -1.38 -2.00 0.27
200511 5.75 3.62 0.31
200512 0.62 -0.25 0.32
200601 1.97 3.04 0.35
200602 2.91 -0.30 0.34
200603 4.63 1.46 0.37
200604 1.97 0.72 0.36
200605 -2.27 -3.57 0.43
200606 -0.25 -0.35 0.40
200607 -5.69 -0.78 0.40
200608 1.27 2.03 0.42
200609 3.22 1.84 0.41
200610 3.30 3.23 0.41
200611 2.71 1.71 0.42
200612 0.84 0.87 0.40
200701 2.28 1.41 0.44
200702 -0.75 -1.95 0.38
200703 0.83 0.68 0.43
200704 4.49 3.49 0.44
200705 5.67 3.24 0.41
200706 0.03 -1.96 0.40
200707 0.09 -3.74 0.40
200708 -0.03 0.92 0.42
200709 4.21 3.23 0.32
200710 0.80 1.80 0.32
200711 -4.03 -4.82 0.34
200712 -0.50 -0.86 0.27
200801 -5.35 -6.35 0.21
200802 -2.22 -3.09 0.13
200803 2.23 -0.94 0.17
200804 2.53 4.60 0.18
200805 2.41 1.86 0.18
200806 -11.33 -8.44 0.17
200807 1.81 -0.77 0.15
200808 1.52 1.53 0.13
200809 -13.08 -9.24 0.15
200810 -19.48 -17.23 0.08
200811 -8.21 -7.86 0.03
200812 2.58 1.66 0.09
200901 -12.36 -8.12 0.00
200902 -16.85 -10.09 0.01
200903 8.85 8.95 0.02
200904 18.87 10.19 0.01
200905 3.13 5.21 0.00
200906 -1.72 0.43 0.01
200907 9.22 7.72 0.01
200908 4.06 3.32 0.01
200909 6.84 4.08 0.01
200910 -4.96 -2.59 0.00
200911 7.95 5.56 0.00
200912 2.73 2.75 0.01
201001 -2.17 -3.36 0.00
201002 4.90 3.40 0.00
201003 8.63 6.32 0.01
201004 4.37 2.00 0.00
201005 -8.89 -7.89 0.01
201006 -6.95 -5.56 0.01
201007 9.84 6.92 0.01
201008 -7.47 -4.77 0.01
201009 11.69 9.54 0.01
201010 3.52 3.88 0.01
201011 1.77 0.60 0.01
201012 7.78 6.82 0.01
201101 3.67 2.01 0.01
201102 2.69 3.49 0.01
201103 2.17 0.48 0.01
201104 2.45 2.90 0.00
201105 -2.84 -1.27 0.00
201106 -0.94 -1.75 0.00
201107 -6.79 -2.34 0.00
201108 -7.10 -6.00 0.01
201109 -10.09 -7.60 0.00
201110 14.90 11.34 0.00
201111 1.12 -0.26 0.00
201112 0.88 0.74 0.00
201201 7.54 5.06 0.00
201202 2.77 4.43 0.00
201203 1.35 3.11 0.00
201204 -0.87 -0.84 0.00
201205 -6.24 -6.20 0.01
201206 3.05 3.88 0.00
201207 -0.03 0.79 0.00
201208 1.87 2.56 0.01
201209 1.87 2.74 0.01
201210 0.09 -1.75 0.01
201211 1.92 0.77 0.01
201212 3.16 1.18 0.01
201301 6.10 5.58 0.00
201302 2.50 1.28 0.00
201303 3.07 4.03 0.00
201304 -1.18 1.56 0.00
201305 4.99 2.81 0.00
201306 -1.54 -1.21 0.00
201307 6.10 5.65 0.00
201308 -2.73 -2.69 0.00
201309 6.15 3.76 0.00
201310 4.78 4.17 0.00
201311 3.68 3.12 0.00
201312 4.14 2.81 0.00
201401 -4.01 -3.26 0.00
201402 4.12 4.65 0.00
201403 0.64 0.41 0.00
201404 0.91 -0.14 0.00
201405 1.80 2.06 0.00
201406 0.90 2.59 0.00
201407 -4.54 -2.05 0.00
201408 4.44 4.23 0.00

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