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DFA US Micro Cap I (DFSCX)

On Jan 5: 10.75   0.07 (0.65%)

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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 (2004): 18.39% Worst 1 Yr Total Return (2008): -36.72% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFSCX Category Alpha (against Standard Index) -2.47 -0.48 Beta (against Standard Index) 1.20 1.16 Mean Annual Return -10.45 -0.45 R-squared (against Standard Index) 86 86.39 Standard Deviation 25.68 24.75 Sharpe Ratio -0.39 N/A Treynor Ratio -10.61 N/A 5 Years Statistic DFSCX Category Alpha (against Standard Index) -1.30 0.00 Beta (against Standard Index) 1.24 1.17 Mean Annual Return -1.93 0.16 R-squared (against Standard Index) 82 83.41 Standard Deviation 21.94 20.64 Sharpe Ratio -0.11 N/A Treynor Ratio -3.96 N/A 10 Years Statistic DFSCX Category Alpha (against Standard Index) 8.59 7.16 Beta (against Standard Index) 1.08 1.00 Mean Annual Return 6.55 0.66 R-squared (against Standard Index) 53 64.42 Standard Deviation 23.82 20.26 Sharpe Ratio 0.26 N/A Treynor Ratio 3.37 N/A
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