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    LWAS/DFA Two-Year Government Portfolio (DFYGX)

    9.90 Up 0.01(0.10%) Jul 2

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up18
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2001):7.27%
    Worst 1 Yr Total Return(Dec 30, 2013):0.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDFYGXCategory
    Alpha (against Standard Index)0.08-0.28
    Beta (against Standard Index)0.100.29
    Mean Annual Return0.030.03
    R-squared (against Standard Index)48.9161.64
    Standard Deviation0.401.02
    Sharpe Ratio0.740.30
    Treynor Ratio3.021.00
    5 Years
    StatisticDFYGXCategory
    Alpha (against Standard Index)0.19-0.17
    Beta (against Standard Index)0.110.30
    Mean Annual Return0.060.09
    R-squared (against Standard Index)39.9256.77
    Standard Deviation0.471.08
    Sharpe Ratio1.250.86
    Treynor Ratio5.573.49
    10 Years
    StatisticDFYGXCategory
    Alpha (against Standard Index)0.14-0.07
    Beta (against Standard Index)0.190.38
    Mean Annual Return0.180.21
    R-squared (against Standard Index)45.2051.79
    Standard Deviation0.991.80
    Sharpe Ratio0.790.68
    Treynor Ratio3.933.30