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 Dow Down0.10% Nasdaq Up0.23%

DFA Japanese Small Company I (DFJSX)

18.29 Up 0.06(0.33%) Apr 17
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Risk as of Mar 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up16
Number of Years Down11
Best 1 Yr Total Return(Dec 30, 2003):55.79%
Worst 1 Yr Total Return(Dec 30, 2001):-16.91%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDFJSXCategory
Alpha (against Standard Index)6.784.32
Beta (against Standard Index)0.330.48
Mean Annual Return0.720.58
R-squared (against Standard Index)16.0734.56
Standard Deviation13.7713.96
Sharpe Ratio0.620.50
Treynor Ratio24.2113.29
5 Years
StatisticDFJSXCategory
Alpha (against Standard Index)6.434.18
Beta (against Standard Index)0.400.52
Mean Annual Return1.081.05
R-squared (against Standard Index)25.3443.37
Standard Deviation14.8114.80
Sharpe Ratio0.870.85
Treynor Ratio31.2423.70
10 Years
StatisticDFJSXCategory
Alpha (against Standard Index)0.56-2.26
Beta (against Standard Index)0.470.62
Mean Annual Return0.460.32
R-squared (against Standard Index)32.9049.81
Standard Deviation15.4416.72
Sharpe Ratio0.250.13
Treynor Ratio5.971.38