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    DFA International Small Cap Value I (DISVX)

    19.45 Down 0.05(0.26%) Oct 25

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):66.48%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.68%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.052.02
    Beta (against Standard Index)0.930.85
    Mean Annual Return0.410.24
    R-squared (against Standard Index)80.4079.32
    Standard Deviation13.1712.11
    Sharpe Ratio0.370.24
    Treynor Ratio4.392.68
    5 Years
    Alpha (against Standard Index)5.263.21
    Beta (against Standard Index)0.990.89
    Mean Annual Return1.000.78
    R-squared (against Standard Index)85.3383.77
    Standard Deviation15.2013.78
    Sharpe Ratio0.790.68
    Treynor Ratio11.539.93
    10 Years
    Alpha (against Standard Index)2.601.18
    Beta (against Standard Index)1.021.04
    Mean Annual Return0.560.45
    R-squared (against Standard Index)90.5791.34
    Standard Deviation20.4920.94
    Sharpe Ratio0.280.22
    Treynor Ratio3.752.22