Finance Home - My Yahoo - Yahoo! - Help

Thursday, December 3, 2009, 1:16AM ET - U.S. Markets open in 8 hours and 14 minutes. Dow  0.18% Nasdaq  0.42%

DFA US Large Company I (DFLCX)

On Dec 2: 32.82   0.01 (0.03%)

MORE ON DFLCX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 15.71% Worst 1 Yr Total Return (2008): -36.78% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFLCX Category Alpha (against Standard Index) 0.09 0.38 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -6.89 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 19.49 20.09 Sharpe Ratio -0.39 N/A Treynor Ratio -9.35 N/A 5 Years Statistic DFLCX Category Alpha (against Standard Index) 0.04 0.26 Beta (against Standard Index) 1.00 1.01 Mean Annual Return 0.39 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 15.89 16.47 Sharpe Ratio -0.08 N/A Treynor Ratio -2.65 N/A 10 Years Statistic DFLCX Category Alpha (against Standard Index) -0.07 0.84 Beta (against Standard Index) 1.00 0.97 Mean Annual Return -1.00 0.11 R-squared (against Standard Index) 99 91.16 Standard Deviation 16.08 16.35 Sharpe Ratio -0.16 N/A Treynor Ratio -3.98 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center