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Friday, December 4, 2009, 9:25PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

DFA Enhanced US Large Company I (DFELX)

On Dec 4: 6.96   0.06 (0.87%)

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Risk  As of 31-Oct-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): 15.03% Worst 1 Yr Total Return (2008): -37.28% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFELX Category Alpha (against Standard Index) 0.48 0.38 Beta (against Standard Index) 1.02 1.00 Mean Annual Return -6.77 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 19.94 20.09 Sharpe Ratio -0.37 N/A Treynor Ratio -9.02 N/A 5 Years Statistic DFELX Category Alpha (against Standard Index) -0.25 0.26 Beta (against Standard Index) 1.01 1.01 Mean Annual Return 0.03 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 16.19 16.47 Sharpe Ratio -0.10 N/A Treynor Ratio -2.95 N/A 10 Years Statistic DFELX Category Alpha (against Standard Index) -0.09 0.84 Beta (against Standard Index) 1.00 0.97 Mean Annual Return -1.03 0.11 R-squared (against Standard Index) 99 91.16 Standard Deviation 16.10 16.35 Sharpe Ratio -0.16 N/A Treynor Ratio -4.01 N/A
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