I want to know if my funds performance is likely to suffer as my fund grows in size . In other words, is there a negative relationship between fund size and returns (as a fund gets larger, do returns go down). Can you explain me how to interpret this table?

OLS Regression Results

Dep. Variable:	ret	R-squared:	0.001
Model:	OLS	Adj. R-squared:	0.001
Method:	Least Squares	F-statistic:	1.688
Date:	Sun, 22 Nov 2020	Prob (F-statistic):	4.07e-06
Time:	20:44:32	Log-Likelihood:	3.0742e+05
No. Observations:	146650	AIC:	-6.146e+05
Df Residuals:	146530	BIC:	-6.134e+05
Df Model:	119
Covariance Type:	nonrobust

	coef	std err	t	P>|t|	[0.025	0.975]
Intercept	0.0043	0.000	9.861	0.000	0.003	0.005
size_dummies[0]	-0.0010	0.000	-4.103	0.000	-0.001	-0.001
size_dummies[1]	-0.0006	0.000	-2.404	0.016	-0.001	-0.000
size_dummies[2]	0.0002	0.000	0.933	0.351	-0.000	0.001
size_dummies[3]	0.0003	0.000	1.056	0.291	-0.000	0.001
size_dummies[4]	0.0003	0.000	1.396	0.163	-0.000	0.001
size_dummies[5]	0.0009	0.000	3.644	0.000	0.000	0.001
size_dummies[6]	0.0008	0.000	3.320	0.001	0.000	0.001
size_dummies[7]	0.0005	0.000	2.165	0.030	4.88e-05	0.001
size_dummies[8]	0.0014	0.000	5.863	0.000	0.001	0.002
size_dummies[9]	0.0014	0.000	6.065	0.000	0.001	0.002
objective_dummies[0]	-0.0013	0.001	-1.364	0.172	-0.003	0.001
objective_dummies[1]	0.0005	0.001	0.501	0.617	-0.001	0.002
objective_dummies[2]	-0.0025	0.002	-1.248	0.212	-0.006	0.001
objective_dummies[3]	0.0012	0.001	0.875	0.382	-0.001	0.004
objective_dummies[4]	-0.0012	0.002	-0.696	0.487	-0.005	0.002
objective_dummies[5]	9.508e-05	0.001	0.104	0.917	-0.002	0.002
objective_dummies[6]	0.0005	0.001	0.603	0.547	-0.001	0.002
objective_dummies[7]	0.0005	0.001	0.410	0.682	-0.002	0.003
objective_dummies[8]	-1.794e-05	0.001	-0.017	0.986	-0.002	0.002
objective_dummies[9]	0.0004	0.001	0.637	0.524	-0.001	0.002
objective_dummies[10]	-0.0034	0.002	-1.581	0.114	-0.008	0.001
percent_cash_hold	-1.287e-05	4.98e-06	-2.584	0.010	-2.26e-05	-3.11e-06
expense_ratio	-5.818e-06	8.86e-06	-0.657	0.511	-2.32e-05	1.15e-05

Omnibus:	20246.745	Durbin-Watson:	2.243
Prob(Omnibus):	0.000	Jarque-Bera (JB):	290905.600
Skew:	0.011	Prob(JB):	0.00
Kurtosis:	9.900	Cond. No.	2.41e+15

Answer rating: 100% (QA)

The Answer is in the image, click to view ... View the full answer