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Sunday, December 20, 2009, 3:11PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

DFA Tax-Managed US Marketwide Value II (DFMVX)

On Dec 18: 11.90   0.06 (0.51%)

MORE ON DFMVX

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Risk  As of 30-Nov-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): 19.38% Worst 1 Yr Total Return (2008): -41.46% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFMVX Category Alpha (against Standard Index) -0.63 -1.37 Beta (against Standard Index) 1.29 1.02 Mean Annual Return -9.46 -0.45 R-squared (against Standard Index) 94 94.58 Standard Deviation 26.34 20.79 Sharpe Ratio -0.33 N/A Treynor Ratio -9.09 N/A 5 Years Statistic DFMVX Category Alpha (against Standard Index) 0.89 -0.29 Beta (against Standard Index) 1.28 1.01 Mean Annual Return 0.32 0.14 R-squared (against Standard Index) 93 93.49 Standard Deviation 21.31 16.81 Sharpe Ratio -0.01 N/A Treynor Ratio -2.08 N/A 10 Years Statistic DFMVX Category Alpha (against Standard Index) 4.37 2.74 Beta (against Standard Index) 1.10 0.88 Mean Annual Return 2.92 0.31 R-squared (against Standard Index) 80 81.33 Standard Deviation 19.93 15.97 Sharpe Ratio 0.10 N/A Treynor Ratio 0.00 N/A
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