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DFA US Micro Cap I (DFSCX)

20.01 0.00(0.00%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up23
Number of Years Down9
Best 1 Yr Total Return(Dec 30, 2003):60.72%
Worst 1 Yr Total Return(Dec 30, 2008):-36.72%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.58-5.51
Beta (against Standard Index)1.281.20
Mean Annual Return1.601.40
R-squared (against Standard Index)73.0373.04
Standard Deviation13.6212.82
Sharpe Ratio1.411.32
Treynor Ratio15.5014.40
5 Years
Alpha (against Standard Index)-1.10-2.96
Beta (against Standard Index)1.261.22
Mean Annual Return1.621.41
R-squared (against Standard Index)80.1382.57
Standard Deviation18.4217.61
Sharpe Ratio1.050.96
Treynor Ratio15.3213.63
10 Years
Alpha (against Standard Index)-0.32-0.39
Beta (against Standard Index)1.271.19
Mean Annual Return0.890.84
R-squared (against Standard Index)82.8283.29
Standard Deviation20.5219.23
Sharpe Ratio0.440.45
Treynor Ratio5.815.92