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Wednesday, February 10, 2010, 5:58AM ET - U.S. Markets open in 3 hours and 32 minutes. Dow  1.52% Nasdaq  0.00%

DFA Tax-Managed US Small Cap (DFTSX)

On Feb 9: 17.20   0.26 (1.53%)

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Risk  As of 31-Jan-10 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 (2009): 26.26% Worst 1 Yr Total Return (2008): -38.43% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFTSX Category Alpha (against Standard Index) -0.34 1.82 Beta (against Standard Index) 1.20 1.17 Mean Annual Return -10.10 -0.41 R-squared (against Standard Index) 87 85.44 Standard Deviation 25.57 25.24 Sharpe Ratio -0.36 N/A Treynor Ratio -10.08 N/A 5 Years Statistic DFTSX Category Alpha (against Standard Index) 0.26 1.33 Beta (against Standard Index) 1.24 1.18 Mean Annual Return -0.96 0.22 R-squared (against Standard Index) 84 82.54 Standard Deviation 21.67 20.90 Sharpe Ratio -0.07 N/A Treynor Ratio -3.13 N/A 10 Years Statistic DFTSX Category Alpha (against Standard Index) 6.15 7.20 Beta (against Standard Index) 1.13 1.00 Mean Annual Return 3.82 0.64 R-squared (against Standard Index) 63 64.16 Standard Deviation 22.79 20.24 Sharpe Ratio 0.16 N/A Treynor Ratio 0.88 N/A
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