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Tuesday, December 15, 2009, 4:55PM ET - U.S. Markets Closed. Dow Down 0.47% Nasdaq Down 0.50%
DFA Global Equity R2 (DGERX)On Dec 14: 11.50  Up 0.11 (0.97%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):20.24%
Worst 1 Yr Total Return (2008):-40.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDGERXCategory
Alpha (against Standard Index)-1.090.27
Beta (against Standard Index)0.960.91
Mean Annual Return-6.31-0.17
R-squared (against Standard Index)9290.08
Standard Deviation23.8522.93
Sharpe Ratio-0.25N/A
Treynor Ratio-8.98N/A
5 Years
StatisticDGERXCategory
Alpha (against Standard Index)-1.69-0.86
Beta (against Standard Index)0.940.90
Mean Annual Return2.260.41
R-squared (against Standard Index)9088.40
Standard Deviation19.4218.93
Sharpe Ratio0.06N/A
Treynor Ratio-0.78N/A
10 Years
StatisticDGERXCategory
Alpha (against Standard Index)N/A0.53
Beta (against Standard Index)N/A0.92
Mean Annual ReturnN/A0.33
R-squared (against Standard Index)N/A79.83
Standard DeviationN/A18.84
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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