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Sunday, December 20, 2009, 4:46PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
DFA Emerging Markets Small Cap I (DEMSX)On Dec 18: 18.68  Up 0.01 (0.05%)  
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Risk  As of 30-Nov-09Get 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
StatisticDEMSXCategory
Alpha (against Standard Index)18.5812.34
Beta (against Standard Index)1.411.29
Mean Annual Return7.570.68
R-squared (against Standard Index)9087.47
Standard Deviation35.5933.01
Sharpe Ratio0.32N/A
Treynor Ratio3.75N/A
5 Years
StatisticDEMSXCategory
Alpha (against Standard Index)12.729.77
Beta (against Standard Index)1.421.29
Mean Annual Return16.661.39
R-squared (against Standard Index)8785.58
Standard Deviation29.7327.53
Sharpe Ratio0.58N/A
Treynor Ratio9.64N/A
10 Years
StatisticDEMSXCategory
Alpha (against Standard Index)11.929.46
Beta (against Standard Index)1.241.23
Mean Annual Return13.041.10
R-squared (against Standard Index)7777.00
Standard Deviation25.3725.24
Sharpe Ratio0.50N/A
Treynor Ratio8.16N/A

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