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Sunday, December 20, 2009, 4:46PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

DFA Emerging Markets Small Cap I (DEMSX)

On Dec 18: 18.68   0.01 (0.05%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 38.02% Worst 1 Yr Total Return (2008): -54.53% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DEMSX Category Alpha (against Standard Index) 18.58 12.34 Beta (against Standard Index) 1.41 1.29 Mean Annual Return 7.57 0.68 R-squared (against Standard Index) 90 87.47 Standard Deviation 35.59 33.01 Sharpe Ratio 0.32 N/A Treynor Ratio 3.75 N/A 5 Years Statistic DEMSX Category Alpha (against Standard Index) 12.72 9.77 Beta (against Standard Index) 1.42 1.29 Mean Annual Return 16.66 1.39 R-squared (against Standard Index) 87 85.58 Standard Deviation 29.73 27.53 Sharpe Ratio 0.58 N/A Treynor Ratio 9.64 N/A 10 Years Statistic DEMSX Category Alpha (against Standard Index) 11.92 9.46 Beta (against Standard Index) 1.24 1.23 Mean Annual Return 13.04 1.10 R-squared (against Standard Index) 77 77.00 Standard Deviation 25.37 25.24 Sharpe Ratio 0.50 N/A Treynor Ratio 8.16 N/A
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