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    LWAS/DFA Two-Year Government Portfolio (DFYGX)

    9.90 Up 0.01(0.10%) Mar 27

    Risk as of Feb 27, 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
    Alpha (against Standard Index)-0.01-0.37
    Beta (against Standard Index)0.100.28
    Mean Annual Return0.030.04
    R-squared (against Standard Index)50.4459.58
    Standard Deviation0.391.02
    Sharpe Ratio0.620.32
    Treynor Ratio2.571.17
    5 Years
    Alpha (against Standard Index)0.13-0.21
    Beta (against Standard Index)0.110.30
    Mean Annual Return0.060.10
    R-squared (against Standard Index)42.5255.94
    Standard Deviation0.481.12
    Sharpe Ratio1.240.91
    Treynor Ratio5.343.72
    10 Years
    Alpha (against Standard Index)0.08-0.09
    Beta (against Standard Index)0.200.38
    Mean Annual Return0.180.22
    R-squared (against Standard Index)46.0351.49
    Standard Deviation1.001.79
    Sharpe Ratio0.760.68
    Treynor Ratio3.793.30