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DFA Emerging Markets Value I (DFEVX)

On Dec 7: 31.67   0.21 (0.66%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 45.64% Worst 1 Yr Total Return (2008): -53.94% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFEVX Category Alpha (against Standard Index) 19.87 12.35 Beta (against Standard Index) 1.46 1.29 Mean Annual Return 8.67 0.71 R-squared (against Standard Index) 91 87.52 Standard Deviation 36.75 33.07 Sharpe Ratio 0.35 N/A Treynor Ratio 4.28 N/A 5 Years Statistic DFEVX Category Alpha (against Standard Index) 14.12 9.15 Beta (against Standard Index) 1.48 1.29 Mean Annual Return 19.71 1.44 R-squared (against Standard Index) 89 85.78 Standard Deviation 30.95 27.65 Sharpe Ratio 0.65 N/A Treynor Ratio 11.31 N/A 10 Years Statistic DFEVX Category Alpha (against Standard Index) 13.46 9.81 Beta (against Standard Index) 1.31 1.23 Mean Annual Return 14.64 1.14 R-squared (against Standard Index) 78 76.71 Standard Deviation 26.68 25.41 Sharpe Ratio 0.54 N/A Treynor Ratio 8.90 N/A
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