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DFA Global 60/40 I (DGSIX)

On Dec 9: 11.37   0.06 (0.52%)

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Risk  As of 31-Oct-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): 13.88% Worst 1 Yr Total Return (2008): -25.74% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DGSIX Category Alpha (against Standard Index) -1.24 -2.88 Beta (against Standard Index) 1.15 1.08 Mean Annual Return -1.18 -0.13 R-squared (against Standard Index) 98 93.44 Standard Deviation 15.24 14.69 Sharpe Ratio -0.16 N/A Treynor Ratio -3.14 N/A 5 Years Statistic DGSIX Category Alpha (against Standard Index) -0.78 -2.47 Beta (against Standard Index) 1.14 1.06 Mean Annual Return 3.96 0.23 R-squared (against Standard Index) 97 92.52 Standard Deviation 12.37 11.89 Sharpe Ratio 0.14 N/A Treynor Ratio 0.83 N/A 10 Years Statistic DGSIX Category Alpha (against Standard Index) N/A -2.17 Beta (against Standard Index) N/A 1.05 Mean Annual Return N/A 0.26 R-squared (against Standard Index) N/A 86.72 Standard Deviation N/A 11.31 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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