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Tuesday, December 1, 2009, 5:51PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
LWAS/DFA Two-Year Government Portfolio (DFYGX)On Dec 1: 10.14   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2008):5.34%
Worst 1 Yr Total Return (2004):0.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDFYGXCategory
Alpha (against Standard Index)0.771.08
Beta (against Standard Index)0.250.37
Mean Annual Return4.190.41
R-squared (against Standard Index)4848.77
Standard Deviation1.382.20
Sharpe Ratio1.17N/A
Treynor Ratio7.10N/A
5 Years
StatisticDFYGXCategory
Alpha (against Standard Index)0.04-0.02
Beta (against Standard Index)0.240.39
Mean Annual Return3.560.31
R-squared (against Standard Index)4953.98
Standard Deviation1.191.94
Sharpe Ratio0.41N/A
Treynor Ratio2.21N/A
10 Years
StatisticDFYGXCategory
Alpha (against Standard Index)0.11-0.11
Beta (against Standard Index)0.280.46
Mean Annual Return4.030.36
R-squared (against Standard Index)5765.31
Standard Deviation1.432.21
Sharpe Ratio0.73N/A
Treynor Ratio3.75N/A

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