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LWAS/DFA US High Book To Market (DFBMX)

20.37 Down 0.07(0.34%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up13
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):40.27%
Worst 1 Yr Total Return(Dec 30, 2008):-40.80%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.14-1.33
Beta (against Standard Index)1.231.01
Mean Annual Return1.591.27
R-squared (against Standard Index)94.2893.11
Standard Deviation15.5012.76
Sharpe Ratio1.231.21
Treynor Ratio15.7015.60
5 Years
Alpha (against Standard Index)-0.76-1.35
Beta (against Standard Index)1.221.00
Mean Annual Return1.621.26
R-squared (against Standard Index)94.4393.90
Standard Deviation16.6013.54
Sharpe Ratio1.161.12
Treynor Ratio15.9415.37
10 Years
Alpha (against Standard Index)0.07-0.54
Beta (against Standard Index)1.251.00
Mean Annual Return0.890.69
R-squared (against Standard Index)94.6793.42
Standard Deviation18.8615.20
Sharpe Ratio0.480.45
Treynor Ratio6.125.88