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DFA Japanese Small Company I (DFJSX)

On Nov 27: 13.45   0.02 (0.15%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 2 Number of Years Down: 3 Best 1 Yr Total Return (2005): 38.29% Worst 1 Yr Total Return (2008): -12.12% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFJSX Category Alpha (against Standard Index) -3.03 -12.31 Beta (against Standard Index) 0.53 0.85 Mean Annual Return -4.55 -1.17 R-squared (against Standard Index) 52 77.14 Standard Deviation 17.38 23.06 Sharpe Ratio -0.32 N/A Treynor Ratio -13.22 N/A 5 Years Statistic DFJSX Category Alpha (against Standard Index) -1.29 -7.63 Beta (against Standard Index) 0.56 0.89 Mean Annual Return 2.66 -0.09 R-squared (against Standard Index) 45 68.09 Standard Deviation 16.39 21.46 Sharpe Ratio 0.06 N/A Treynor Ratio -0.64 N/A 10 Years Statistic DFJSX Category Alpha (against Standard Index) 2.12 -5.73 Beta (against Standard Index) 0.54 0.82 Mean Annual Return 3.40 -0.18 R-squared (against Standard Index) 21 48.82 Standard Deviation 20.79 21.29 Sharpe Ratio 0.12 N/A Treynor Ratio 0.79 N/A
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