Regression from Nov 2010 - Aug 2014

Rm-Rf Alpha R2
1.26 -3.43% 0.899
Standard error 0.0636 0.0024
t-statistics 19.81 -1.20

Fund Profile

Symbol VIOV
Issuer Vanguard
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Nov 2010 - Aug 2014

Month RaR Rm-Rf Rf
201011 2.19 0.60 0.01
201012 10.22 6.82 0.01
201101 -1.76 2.01 0.01
201102 5.56 3.49 0.01
201103 1.43 0.48 0.01
201104 1.10 2.90 0.00
201105 -2.13 -1.27 0.00
201106 -2.28 -1.75 0.00
201107 -1.73 -2.34 0.00
201108 -8.82 -6.00 0.01
201109 -9.64 -7.60 0.00
201110 15.93 11.34 0.00
201111 -0.67 -0.26 0.00
201112 3.22 0.74 0.00
201201 6.68 5.06 0.00
201202 2.38 4.43 0.00
201203 3.39 3.11 0.00
201204 -2.29 -0.84 0.00
201205 -7.36 -6.20 0.01
201206 4.53 3.88 0.00
201207 -0.64 0.79 0.00
201208 3.99 2.56 0.01
201209 3.68 2.74 0.01
201210 -2.61 -1.75 0.01
201211 1.66 0.77 0.01
201212 3.77 1.18 0.01
201301 5.14 5.58 0.00
201302 1.79 1.28 0.00
201303 4.15 4.03 0.00
201304 -0.09 1.56 0.00
201305 4.70 2.81 0.00
201306 -0.04 -1.21 0.00
201307 6.22 5.65 0.00
201308 -3.11 -2.69 0.00
201309 6.27 3.76 0.00
201310 3.49 4.17 0.00
201311 4.08 3.12 0.00
201312 1.62 2.81 0.00
201401 -3.72 -3.26 0.00
201402 5.19 4.65 0.00
201403 0.87 0.41 0.00
201404 -2.46 -0.14 0.00
201405 0.86 2.06 0.00
201406 3.77 2.59 0.00
201407 -5.01 -2.05 0.00
201408 4.32 4.23 0.00

Other Funds


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