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 Dow Down1.88% Nasdaq Down2.09%

DFA Japanese Small Company I (DFJSX)

19.95 Down 0.35(1.72%) Jul 31

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
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)7.865.39
Beta (against Standard Index)0.360.50
Mean Annual Return0.870.74
R-squared (against Standard Index)17.6733.93
Standard Deviation14.0414.30
Sharpe Ratio0.740.62
Treynor Ratio27.4616.79
5 Years
StatisticDFJSXCategory
Alpha (against Standard Index)5.473.80
Beta (against Standard Index)0.370.50
Mean Annual Return0.830.82
R-squared (against Standard Index)20.5136.94
Standard Deviation13.9313.92
Sharpe Ratio0.710.70
Treynor Ratio25.0418.74
10 Years
StatisticDFJSXCategory
Alpha (against Standard Index)1.00-2.19
Beta (against Standard Index)0.470.62
Mean Annual Return0.520.35
R-squared (against Standard Index)33.1850.97
Standard Deviation15.2116.48
Sharpe Ratio0.300.16
Treynor Ratio7.652.17