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DFA Global Equity I (DGEIX)

On Dec 16: 11.41   0.07 (0.62%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 20.47% Worst 1 Yr Total Return (2008): -39.99% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DGEIX Category Alpha (against Standard Index) -0.83 0.27 Beta (against Standard Index) 0.96 0.91 Mean Annual Return -6.05 -0.17 R-squared (against Standard Index) 92 90.08 Standard Deviation 23.83 22.93 Sharpe Ratio -0.24 N/A Treynor Ratio -8.71 N/A 5 Years Statistic DGEIX Category Alpha (against Standard Index) -1.44 -0.86 Beta (against Standard Index) 0.94 0.90 Mean Annual Return 2.51 0.41 R-squared (against Standard Index) 90 88.40 Standard Deviation 19.41 18.93 Sharpe Ratio 0.08 N/A Treynor Ratio -0.51 N/A 10 Years Statistic DGEIX Category Alpha (against Standard Index) N/A 0.53 Beta (against Standard Index) N/A 0.92 Mean Annual Return N/A 0.33 R-squared (against Standard Index) N/A 79.83 Standard Deviation N/A 18.84 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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