Finance Home - My Yahoo - Yahoo! - Help

Tuesday, December 8, 2009, 9:40AM ET - U.S. Markets close in 6 hours and 20 minutes. Dow  1.03% Nasdaq  1.03%

DFA US Large Cap Value I (DFLVX)

On Dec 7: 16.88   0.01 (0.06%)

MORE ON DFLVX

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: High Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 20.18% Worst 1 Yr Total Return (2008): -40.80% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFLVX Category Alpha (against Standard Index) -0.05 -1.05 Beta (against Standard Index) 1.29 1.02 Mean Annual Return -10.45 -0.55 R-squared (against Standard Index) 95 94.27 Standard Deviation 25.80 20.65 Sharpe Ratio -0.39 N/A Treynor Ratio -9.98 N/A 5 Years Statistic DFLVX Category Alpha (against Standard Index) 1.31 0.04 Beta (against Standard Index) 1.29 1.02 Mean Annual Return 0.28 0.14 R-squared (against Standard Index) 94 93.13 Standard Deviation 21.05 16.85 Sharpe Ratio -0.02 N/A Treynor Ratio -2.14 N/A 10 Years Statistic DFLVX Category Alpha (against Standard Index) 5.24 2.54 Beta (against Standard Index) 1.06 0.88 Mean Annual Return 3.57 0.27 R-squared (against Standard Index) 78 80.76 Standard Deviation 19.41 15.89 Sharpe Ratio 0.13 N/A Treynor Ratio 0.57 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center