Regression from Nov 2011 - Aug 2014

Rm-Rf SMB HML Alpha R2
0.98 0.06 0.17 1.21% 0.953
Standard error 0.0429 0.0703 0.0753 0.0013
t-statistics 22.87 0.88 2.30 0.76

Fund Profile

Symbol VMVAX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Nov 2011 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201111 0.04 -0.26 -0.26 -0.17 0.00
201112 1.29 0.74 -0.57 1.53 0.00
201201 5.22 5.06 2.52 -2.13 0.00
201202 3.60 4.43 -1.65 0.04 0.00
201203 2.06 3.11 -0.23 -0.07 0.00
201204 -0.73 -0.84 -0.61 -0.20 0.00
201205 -6.80 -6.20 -0.10 0.10 0.01
201206 3.38 3.88 0.82 0.46 0.00
201207 0.69 0.79 -2.59 0.02 0.00
201208 2.53 2.56 0.72 0.59 0.01
201209 2.01 2.74 0.49 1.57 0.01
201210 -0.07 -1.75 -1.07 4.17 0.01
201211 1.14 0.77 0.67 -1.10 0.01
201212 2.42 1.18 1.66 3.28 0.01
201301 7.20 5.58 0.49 1.35 0.00
201302 1.68 1.28 -0.38 0.31 0.00
201303 4.89 4.03 0.84 -0.06 0.00
201304 1.66 1.56 -2.43 0.36 0.00
201305 1.78 2.81 1.93 1.31 0.00
201306 -1.18 -1.21 1.23 -0.45 0.00
201307 5.50 5.65 1.85 0.79 0.00
201308 -2.95 -2.69 0.28 -2.46 0.00
201309 4.04 3.76 2.85 -1.51 0.00
201310 4.50 4.17 -1.52 1.39 0.00
201311 2.87 3.12 1.32 -0.38 0.00
201312 2.84 2.81 -0.44 -0.17 0.00
201401 -2.52 -3.26 0.85 -1.83 0.00
201402 5.44 4.65 0.27 -0.48 0.00
201403 1.06 0.41 -1.81 4.72 0.00
201404 0.40 -0.14 -4.23 1.57 0.00
201405 1.76 2.06 -1.88 -0.40 0.00
201406 2.72 2.59 2.98 -0.63 0.00
201407 -2.53 -2.05 -4.28 0.03 0.00
201408 3.85 4.23 0.49 -0.75 0.00

Other Funds


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