Regression from Nov 2011 - Aug 2014

Rm-Rf Alpha R2
0.99 1.61% 0.945
Standard error 0.0425 0.0014
t-statistics 23.37 1.00

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 Rf
201111 0.04 -0.26 0.00
201112 1.29 0.74 0.00
201201 5.22 5.06 0.00
201202 3.60 4.43 0.00
201203 2.06 3.11 0.00
201204 -0.73 -0.84 0.00
201205 -6.80 -6.20 0.01
201206 3.38 3.88 0.00
201207 0.69 0.79 0.00
201208 2.53 2.56 0.01
201209 2.01 2.74 0.01
201210 -0.07 -1.75 0.01
201211 1.14 0.77 0.01
201212 2.42 1.18 0.01
201301 7.20 5.58 0.00
201302 1.68 1.28 0.00
201303 4.89 4.03 0.00
201304 1.66 1.56 0.00
201305 1.78 2.81 0.00
201306 -1.18 -1.21 0.00
201307 5.50 5.65 0.00
201308 -2.95 -2.69 0.00
201309 4.04 3.76 0.00
201310 4.50 4.17 0.00
201311 2.87 3.12 0.00
201312 2.84 2.81 0.00
201401 -2.52 -3.26 0.00
201402 5.44 4.65 0.00
201403 1.06 0.41 0.00
201404 0.40 -0.14 0.00
201405 1.76 2.06 0.00
201406 2.72 2.59 0.00
201407 -2.53 -2.05 0.00
201408 3.85 4.23 0.00

Other Funds


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