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Wednesday, December 2, 2009, 10:30PM ET - U.S. Markets Closed. Dow  0.18% Nasdaq  0.42%

DFA Real Estate Securities I (DFREX)

On Dec 2: 16.80   0.25 (1.51%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 35.26% Worst 1 Yr Total Return (2008): -37.36% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFREX Category Alpha (against Standard Index) 0.77 0.21 Beta (against Standard Index) 1.66 1.63 Mean Annual Return -16.31 -0.83 R-squared (against Standard Index) 66 67.53 Standard Deviation 39.70 38.84 Sharpe Ratio -0.30 N/A Treynor Ratio -11.30 N/A 5 Years Statistic DFREX Category Alpha (against Standard Index) 3.78 2.84 Beta (against Standard Index) 1.63 1.61 Mean Annual Return -0.84 0.30 R-squared (against Standard Index) 64 66.12 Standard Deviation 32.24 31.52 Sharpe Ratio 0.05 N/A Treynor Ratio -2.37 N/A 10 Years Statistic DFREX Category Alpha (against Standard Index) 11.38 10.64 Beta (against Standard Index) 0.88 0.89 Mean Annual Return 9.23 0.94 R-squared (against Standard Index) 32 35.37 Standard Deviation 24.68 24.16 Sharpe Ratio 0.37 N/A Treynor Ratio 7.13 N/A
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