Mutual Fund and ETF Factor Regressions

The table on this page shows the factor regression analysis results for mutual funds and ETFs. You can filter the data set based on factor series, geographic market area, factor model, time period and regression fit. You can also run the regression analysis for a specific ticker and time period using the desired factor model and factor data set or view the factor performance attribution for mutual funds and ETFs.

Equity Factor Returns

Stock Market

Equity Factor Model

Fixed Income Factor Model

Fund Category

Time Period

R² Threshold

Factor Regressions » Download as CSV or Excel

Table of mutual fund and ETF factor regressions
Ticker	Name	Start Date	End Date	Annual Alpha	MKT-RF	SMB	HML	MOM	R²

Notes on results: