Finance Home - My Yahoo - Yahoo! - Help

Wednesday, December 23, 2009, 2:05PM ET - U.S. Markets close in 1 hour and 55 minutes. Dow  0.09% Nasdaq  0.69%

DFA Large Cap International I (DFALX)

On Dec 22: 18.54   0.13 (0.71%)

MORE ON DFALX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 24.86% Worst 1 Yr Total Return (2008): -41.44% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFALX Category Alpha (against Standard Index) 1.24 0.11 Beta (against Standard Index) 1.01 1.02 Mean Annual Return -4.45 -0.23 R-squared (against Standard Index) 97 95.97 Standard Deviation 24.36 24.84 Sharpe Ratio -0.16 N/A Treynor Ratio -6.68 N/A 5 Years Statistic DFALX Category Alpha (against Standard Index) 0.60 0.08 Beta (against Standard Index) 1.00 1.01 Mean Annual Return 4.71 0.51 R-squared (against Standard Index) 97 95.66 Standard Deviation 19.91 20.38 Sharpe Ratio 0.19 N/A Treynor Ratio 1.72 N/A 10 Years Statistic DFALX Category Alpha (against Standard Index) 0.30 -0.14 Beta (against Standard Index) 0.99 1.01 Mean Annual Return 2.22 0.28 R-squared (against Standard Index) 98 92.61 Standard Deviation 17.95 18.91 Sharpe Ratio 0.05 N/A Treynor Ratio -0.72 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center