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Saturday, December 19, 2009, 10:00PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

DFA Global 25/75 I (DGTSX)

On Dec 18: 10.97   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 8.02% Worst 1 Yr Total Return (2008): -8.70% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DGTSX Category Alpha (against Standard Index) 1.27 -0.95 Beta (against Standard Index) 0.49 0.74 Mean Annual Return 3.18 0.09 R-squared (against Standard Index) 97 87.00 Standard Deviation 6.53 10.61 Sharpe Ratio 0.17 N/A Treynor Ratio 1.87 N/A 5 Years Statistic DGTSX Category Alpha (against Standard Index) 0.40 -1.38 Beta (against Standard Index) 0.48 0.71 Mean Annual Return 4.43 0.27 R-squared (against Standard Index) 96 85.46 Standard Deviation 5.24 8.33 Sharpe Ratio 0.29 N/A Treynor Ratio 3.01 N/A 10 Years Statistic DGTSX Category Alpha (against Standard Index) N/A -0.99 Beta (against Standard Index) N/A 0.72 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 80.09 Standard Deviation N/A 8.09 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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