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LWAS/DFA US High Book To Market (DFBMX)

On Jan 6: 10.94   0.04 (0.37%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 20.10% Worst 1 Yr Total Return (2008): -40.80% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFBMX Category Alpha (against Standard Index) -0.76 -1.37 Beta (against Standard Index) 1.28 1.02 Mean Annual Return -9.45 -0.45 R-squared (against Standard Index) 95 94.58 Standard Deviation 26.02 20.79 Sharpe Ratio -0.33 N/A Treynor Ratio -9.17 N/A 5 Years Statistic DFBMX Category Alpha (against Standard Index) 0.53 -0.29 Beta (against Standard Index) 1.27 1.01 Mean Annual Return 0.03 0.14 R-squared (against Standard Index) 94 93.49 Standard Deviation 21.00 16.81 Sharpe Ratio -0.03 N/A Treynor Ratio -2.33 N/A 10 Years Statistic DFBMX Category Alpha (against Standard Index) 5.48 2.74 Beta (against Standard Index) 1.06 0.88 Mean Annual Return 4.26 0.31 R-squared (against Standard Index) 78 81.33 Standard Deviation 19.46 15.97 Sharpe Ratio 0.17 N/A Treynor Ratio 1.25 N/A
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