Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 30, 2009, 1:34PM ET - U.S. Markets close in 2 hours and 26 minutes. Dow Down 0.18% Nasdaq Down 0.32%
DFA Two-Year Global Fixed-Income I (DFGFX)On Dec 29: 10.14   0.00 (0.00%)  
MORE ON DFGFX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):5.25%
Worst 1 Yr Total Return (2004):0.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDFGFXCategory
Alpha (against Standard Index)1.24-1.26
Beta (against Standard Index)0.121.48
Mean Annual Return4.020.58
R-squared (against Standard Index)3150.87
Standard Deviation0.778.83
Sharpe Ratio1.99N/A
Treynor Ratio15.15N/A
5 Years
StatisticDFGFXCategory
Alpha (against Standard Index)0.29-1.05
Beta (against Standard Index)0.141.29
Mean Annual Return3.650.42
R-squared (against Standard Index)3844.83
Standard Deviation0.767.36
Sharpe Ratio0.75N/A
Treynor Ratio4.59N/A
10 Years
StatisticDFGFXCategory
Alpha (against Standard Index)0.220.03
Beta (against Standard Index)0.211.06
Mean Annual Return3.890.55
R-squared (against Standard Index)5239.47
Standard Deviation1.136.68
Sharpe Ratio0.85N/A
Treynor Ratio4.58N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center