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    DFA US Micro Cap I (DFSCX)

    22.29 Up 0.10(0.45%) Dec 9

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up24
    Number of Years Down10
    Best 1 Yr Total Return(Dec 30, 2003):60.72%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDFSCXCategory
    Alpha (against Standard Index)-2.27-5.55
    Beta (against Standard Index)1.091.05
    Mean Annual Return0.650.33
    R-squared (against Standard Index)57.2166.60
    Standard Deviation15.4913.87
    Sharpe Ratio0.500.29
    Treynor Ratio6.192.92
    5 Years
    StatisticDFSCXCategory
    Alpha (against Standard Index)-0.17-3.49
    Beta (against Standard Index)1.131.08
    Mean Annual Return1.310.91
    R-squared (against Standard Index)64.1970.76
    Standard Deviation14.5613.32
    Sharpe Ratio1.070.82
    Treynor Ratio13.839.72
    10 Years
    StatisticDFSCXCategory
    Alpha (against Standard Index)-0.10-1.29
    Beta (against Standard Index)1.211.16
    Mean Annual Return0.770.62
    R-squared (against Standard Index)81.0283.09
    Standard Deviation20.5919.41
    Sharpe Ratio0.410.35
    Treynor Ratio5.464.31