Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 25, 2009, 12:06PM ET - U.S. Markets Closed for Christmas.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
DFA Emerging Markets I (DFEMX)
On
Dec 24
:
26.95
0.25
(0.94%)
MORE ON DFEMX
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 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
36.02%
Worst 1 Yr Total Return
(2008)
:
-49.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DFEMX
Category
Alpha (against Standard Index)
14.44
12.34
Beta (against Standard Index)
1.21
1.29
Mean Annual Return
6.03
0.68
R-squared (against Standard Index)
89
87.47
Standard Deviation
30.63
33.01
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.10
N/A
5 Years
Statistic
DFEMX
Category
Alpha (against Standard Index)
11.10
9.77
Beta (against Standard Index)
1.24
1.29
Mean Annual Return
15.38
1.39
R-squared (against Standard Index)
87
85.58
Standard Deviation
26.17
27.53
Sharpe Ratio
0.57
N/A
Treynor Ratio
9.97
N/A
10 Years
Statistic
DFEMX
Category
Alpha (against Standard Index)
9.42
9.46
Beta (against Standard Index)
1.18
1.23
Mean Annual Return
10.67
1.10
R-squared (against Standard Index)
79
77.00
Standard Deviation
23.86
25.24
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.57
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center