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DFA One-Year Fixed-Income I (DFIHX)
On
Dec 24
:
10.31
0.01
(0.10%)
MORE ON DFIHX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.19%
Worst 1 Yr Total Return
(2004)
:
0.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DFIHX
Category
Alpha (against Standard Index)
1.20
-1.68
Beta (against Standard Index)
0.11
0.05
Mean Annual Return
3.98
0.07
R-squared (against Standard Index)
27
8.12
Standard Deviation
0.84
3.09
Sharpe Ratio
1.86
N/A
Treynor Ratio
15.06
N/A
5 Years
Statistic
DFIHX
Category
Alpha (against Standard Index)
0.44
-1.28
Beta (against Standard Index)
0.12
0.07
Mean Annual Return
3.75
0.15
R-squared (against Standard Index)
30
9.80
Standard Deviation
0.72
2.39
Sharpe Ratio
0.92
N/A
Treynor Ratio
6.32
N/A
10 Years
Statistic
DFIHX
Category
Alpha (against Standard Index)
0.33
-0.23
Beta (against Standard Index)
0.14
0.11
Mean Annual Return
3.77
0.25
R-squared (against Standard Index)
44
12.25
Standard Deviation
0.88
1.84
Sharpe Ratio
1.00
N/A
Treynor Ratio
5.90
N/A
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