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    LWAS/DFA US High Book To Market (DFBMX)

    16.22 Down 0.42(2.52%) Jun 27

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up14
    Number of Years Down5
    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)-2.40-2.93
    Beta (against Standard Index)1.070.98
    Mean Annual Return0.790.67
    R-squared (against Standard Index)91.7291.20
    Standard Deviation12.6411.63
    Sharpe Ratio0.750.70
    Treynor Ratio8.447.84
    5 Years
    Alpha (against Standard Index)-2.74-2.46
    Beta (against Standard Index)1.181.01
    Mean Annual Return0.940.79
    R-squared (against Standard Index)92.6892.03
    Standard Deviation14.9712.77
    Sharpe Ratio0.750.75
    Treynor Ratio8.919.14
    10 Years
    Alpha (against Standard Index)-2.02-1.71
    Beta (against Standard Index)1.231.01
    Mean Annual Return0.670.56
    R-squared (against Standard Index)94.5193.22
    Standard Deviation19.3215.97
    Sharpe Ratio0.360.36
    Treynor Ratio4.314.67