• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down1.10% Nasdaq Down1.82%

    DFA Japanese Small Company I (DFJSX)

    19.02 Up 0.22(1.17%) Feb 8

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up17
    Number of Years Down12
    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
    Alpha (against Standard Index)10.039.51
    Beta (against Standard Index)0.620.74
    Mean Annual Return0.770.93
    R-squared (against Standard Index)37.6943.79
    Standard Deviation12.8113.80
    Sharpe Ratio0.710.81
    Treynor Ratio14.0415.29
    5 Years
    Alpha (against Standard Index)6.365.02
    Beta (against Standard Index)0.400.54
    Mean Annual Return0.550.52
    R-squared (against Standard Index)22.1035.26
    Standard Deviation12.8613.68
    Sharpe Ratio0.510.46
    Treynor Ratio14.9810.86
    10 Years
    Alpha (against Standard Index)0.09-1.38
    Beta (against Standard Index)0.450.60
    Mean Annual Return0.190.16
    R-squared (against Standard Index)34.5251.13
    Standard Deviation14.6415.97
    Sharpe Ratio0.080.05
    Treynor Ratio0.08-0.77