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DFA Five-Year Global Fixed-Income I (DFGBX)

On Dec 29: 11.05   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 5.22% Worst 1 Yr Total Return (2005): 1.72% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFGBX Category Alpha (against Standard Index) 1.44 -1.26 Beta (against Standard Index) 0.33 1.48 Mean Annual Return 5.11 0.58 R-squared (against Standard Index) 51 50.87 Standard Deviation 1.74 8.83 Sharpe Ratio 1.45 N/A Treynor Ratio 8.68 N/A 5 Years Statistic DFGBX Category Alpha (against Standard Index) 0.26 -1.05 Beta (against Standard Index) 0.40 1.29 Mean Annual Return 4.27 0.42 R-squared (against Standard Index) 58 44.83 Standard Deviation 1.80 7.36 Sharpe Ratio 0.64 N/A Treynor Ratio 3.19 N/A 10 Years Statistic DFGBX Category Alpha (against Standard Index) -0.16 0.03 Beta (against Standard Index) 0.63 1.06 Mean Annual Return 4.96 0.55 R-squared (against Standard Index) 66 39.47 Standard Deviation 2.88 6.68 Sharpe Ratio 0.68 N/A Treynor Ratio 3.24 N/A
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