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LWAS/DFA Two-Year Government Portfolio (DFYGX)
On
Dec 1
:
10.14
0.00
(0.00%)
MORE ON DFYGX
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Risk
As of 31-Oct-09
Get
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
Statistic
DFYGX
Category
Alpha (against Standard Index)
0.77
1.08
Beta (against Standard Index)
0.25
0.37
Mean Annual Return
4.19
0.41
R-squared (against Standard Index)
48
48.77
Standard Deviation
1.38
2.20
Sharpe Ratio
1.17
N/A
Treynor Ratio
7.10
N/A
5 Years
Statistic
DFYGX
Category
Alpha (against Standard Index)
0.04
-0.02
Beta (against Standard Index)
0.24
0.39
Mean Annual Return
3.56
0.31
R-squared (against Standard Index)
49
53.98
Standard Deviation
1.19
1.94
Sharpe Ratio
0.41
N/A
Treynor Ratio
2.21
N/A
10 Years
Statistic
DFYGX
Category
Alpha (against Standard Index)
0.11
-0.11
Beta (against Standard Index)
0.28
0.46
Mean Annual Return
4.03
0.36
R-squared (against Standard Index)
57
65.31
Standard Deviation
1.43
2.21
Sharpe Ratio
0.73
N/A
Treynor Ratio
3.75
N/A
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