Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 27, 2009, 9:41AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
DFA Asia Pacific Small Company I (DFRSX)On Dec 24: 21.36  Up 0.26 (1.23%)  
MORE ON DFRSX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):40.05%
Worst 1 Yr Total Return (2008):-57.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDFRSXCategory
Alpha (against Standard Index)18.1717.09
Beta (against Standard Index)1.491.24
Mean Annual Return5.901.10
R-squared (against Standard Index)9074.51
Standard Deviation37.4434.56
Sharpe Ratio0.29N/A
Treynor Ratio2.45N/A
5 Years
StatisticDFRSXCategory
Alpha (against Standard Index)8.8911.06
Beta (against Standard Index)1.421.23
Mean Annual Return12.191.48
R-squared (against Standard Index)8774.35
Standard Deviation29.9328.13
Sharpe Ratio0.44N/A
Treynor Ratio6.48N/A
10 Years
StatisticDFRSXCategory
Alpha (against Standard Index)11.608.85
Beta (against Standard Index)1.151.12
Mean Annual Return12.811.04
R-squared (against Standard Index)7163.59
Standard Deviation24.4825.42
Sharpe Ratio0.50N/A
Treynor Ratio8.58N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center