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DFA Five-Year Government I (DFFGX)

On Dec 23: 10.76   0.01 (0.09%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2008): 8.36% Worst 1 Yr Total Return (2005): 0.77% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFFGX Category Alpha (against Standard Index) 1.67 1.19 Beta (against Standard Index) 0.38 0.36 Mean Annual Return 5.54 0.41 R-squared (against Standard Index) 28 48.79 Standard Deviation 2.85 2.18 Sharpe Ratio 1.08 N/A Treynor Ratio 8.66 N/A 5 Years Statistic DFFGX Category Alpha (against Standard Index) 0.34 0.08 Beta (against Standard Index) 0.42 0.38 Mean Annual Return 4.38 0.33 R-squared (against Standard Index) 35 53.07 Standard Deviation 2.51 1.90 Sharpe Ratio 0.53 N/A Treynor Ratio 3.31 N/A 10 Years Statistic DFFGX Category Alpha (against Standard Index) -0.18 -0.10 Beta (against Standard Index) 0.71 0.48 Mean Annual Return 5.22 0.37 R-squared (against Standard Index) 60 65.12 Standard Deviation 3.44 2.29 Sharpe Ratio 0.65 N/A Treynor Ratio 3.23 N/A
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