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Friday, December 25, 2009, 12:06PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
DFA Emerging Markets I (DFEMX)On Dec 24: 26.95  Up 0.25 (0.94%)  
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Risk  As of 30-Nov-09Get 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
StatisticDFEMXCategory
Alpha (against Standard Index)14.4412.34
Beta (against Standard Index)1.211.29
Mean Annual Return6.030.68
R-squared (against Standard Index)8987.47
Standard Deviation30.6333.01
Sharpe Ratio0.27N/A
Treynor Ratio3.10N/A
5 Years
StatisticDFEMXCategory
Alpha (against Standard Index)11.109.77
Beta (against Standard Index)1.241.29
Mean Annual Return15.381.39
R-squared (against Standard Index)8785.58
Standard Deviation26.1727.53
Sharpe Ratio0.57N/A
Treynor Ratio9.97N/A
10 Years
StatisticDFEMXCategory
Alpha (against Standard Index)9.429.46
Beta (against Standard Index)1.181.23
Mean Annual Return10.671.10
R-squared (against Standard Index)7977.00
Standard Deviation23.8625.24
Sharpe Ratio0.43N/A
Treynor Ratio6.57N/A

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