• FirefoxInstall the new Firefox »
  •  Dow Down0.45% Nasdaq Down0.49%

    DFA International Small Cap Value I (DISVX)

    19.86 Down 0.01(0.05%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):66.48%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.68%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.323.02
    Beta (against Standard Index)1.080.93
    Mean Annual Return1.000.81
    R-squared (against Standard Index)86.6983.82
    Standard Deviation14.4412.62
    Sharpe Ratio0.830.77
    Treynor Ratio10.7010.28
    5 Years
    Alpha (against Standard Index)2.841.70
    Beta (against Standard Index)1.101.02
    Mean Annual Return0.840.71
    R-squared (against Standard Index)91.6091.45
    Standard Deviation18.7317.38
    Sharpe Ratio0.540.49
    Treynor Ratio7.877.11
    10 Years
    Alpha (against Standard Index)1.500.15
    Beta (against Standard Index)1.021.06
    Mean Annual Return0.720.62
    R-squared (against Standard Index)90.8392.43
    Standard Deviation20.1120.81
    Sharpe Ratio0.350.29
    Treynor Ratio5.163.68