Finance Home - My Yahoo - Yahoo! - Help

Saturday, December 5, 2009, 2:41AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

DFA US Large Cap Value II (DFCVX)

On Dec 4: 8.03   0.08 (1.01%)

MORE ON DFCVX

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 31-Oct-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): 20.37% Worst 1 Yr Total Return (2008): -40.75% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFCVX Category Alpha (against Standard Index) 0.07 -1.05 Beta (against Standard Index) 1.29 1.02 Mean Annual Return -10.37 -0.55 R-squared (against Standard Index) 95 94.27 Standard Deviation 25.85 20.65 Sharpe Ratio -0.38 N/A Treynor Ratio -9.90 N/A 5 Years Statistic DFCVX Category Alpha (against Standard Index) 1.43 0.04 Beta (against Standard Index) 1.29 1.02 Mean Annual Return 0.38 0.14 R-squared (against Standard Index) 94 93.13 Standard Deviation 21.08 16.85 Sharpe Ratio -0.02 N/A Treynor Ratio -2.05 N/A 10 Years Statistic DFCVX Category Alpha (against Standard Index) 5.30 2.54 Beta (against Standard Index) 1.06 0.88 Mean Annual Return 3.64 0.27 R-squared (against Standard Index) 77 80.76 Standard Deviation 19.42 15.89 Sharpe Ratio 0.13 N/A Treynor Ratio 0.63 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center