Finance Home - My Yahoo - Yahoo! - Help

Saturday, December 26, 2009, 7:51PM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

DFA Tax-Managed US Small Cap (DFTSX)

On Dec 24: 18.13   0.08 (0.44%)

MORE ON DFTSX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-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 (2004): 17.61% Worst 1 Yr Total Return (2008): -38.43% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DFTSX Category Alpha (against Standard Index) -3.00 -0.48 Beta (against Standard Index) 1.19 1.16 Mean Annual Return -10.73 -0.45 R-squared (against Standard Index) 89 86.39 Standard Deviation 25.05 24.75 Sharpe Ratio -0.41 N/A Treynor Ratio -10.94 N/A 5 Years Statistic DFTSX Category Alpha (against Standard Index) -1.24 0.00 Beta (against Standard Index) 1.23 1.17 Mean Annual Return -1.76 0.16 R-squared (against Standard Index) 85 83.41 Standard Deviation 21.45 20.64 Sharpe Ratio -0.11 N/A Treynor Ratio -3.85 N/A 10 Years Statistic DFTSX Category Alpha (against Standard Index) 6.57 7.16 Beta (against Standard Index) 1.12 1.00 Mean Annual Return 4.53 0.66 R-squared (against Standard Index) 63 64.42 Standard Deviation 22.91 20.26 Sharpe Ratio 0.18 N/A Treynor Ratio 1.42 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center