Regression from Nov 2011 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.06 0.24 -0.33 -1.36% 0.890
Standard error 0.0780 0.1277 0.1369 0.0024
t-statistics 13.62 1.86 -2.42 -0.47

Fund Profile

Symbol VMGMX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Mid Growth

Rolling Charts:


Fund Returns from Nov 2011 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201111 -1.38 -0.26 -0.26 -0.17 0.00
201112 -1.86 0.74 -0.57 1.53 0.00
201201 8.06 5.06 2.52 -2.13 0.00
201202 5.04 4.43 -1.65 0.04 0.00
201203 1.95 3.11 -0.23 -0.07 0.00
201204 -0.51 -0.84 -0.61 -0.20 0.00
201205 -7.58 -6.20 -0.10 0.10 0.01
201206 1.60 3.88 0.82 0.46 0.00
201207 -0.77 0.79 -2.59 0.02 0.00
201208 3.68 2.56 0.72 0.59 0.01
201209 2.13 2.74 0.49 1.57 0.01
201210 -2.26 -1.75 -1.07 4.17 0.01
201211 1.92 0.77 0.67 -1.10 0.01
201212 2.48 1.18 1.66 3.28 0.01
201301 6.47 5.58 0.49 1.35 0.00
201302 1.44 1.28 -0.38 0.31 0.00
201303 3.97 4.03 0.84 -0.06 0.00
201304 0.67 1.56 -2.43 0.36 0.00
201305 1.90 2.81 1.93 1.31 0.00
201306 -1.12 -1.21 1.23 -0.45 0.00
201307 5.80 5.65 1.85 0.79 0.00
201308 -2.04 -2.69 0.28 -2.46 0.00
201309 5.14 3.76 2.85 -1.51 0.00
201310 2.17 4.17 -1.52 1.39 0.00
201311 1.07 3.12 1.32 -0.38 0.00
201312 3.19 2.81 -0.44 -0.17 0.00
201401 -2.09 -3.26 0.85 -1.83 0.00
201402 6.60 4.65 0.27 -0.48 0.00
201403 -1.65 0.41 -1.81 4.72 0.00
201404 -2.11 -0.14 -4.23 1.57 0.00
201405 2.87 2.06 -1.88 -0.40 0.00
201406 3.31 2.59 2.98 -0.63 0.00
201407 -2.51 -2.05 -4.28 0.03 0.00
201408 5.64 4.23 0.49 -0.75 0.00

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