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    DFA International Small Cap Value I (DISVX)

    20.11 Up 0.12(0.60%) Jul 29

    Risk as of Jun 29, 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)7.004.70
    Beta (against Standard Index)1.050.92
    Mean Annual Return1.421.13
    R-squared (against Standard Index)80.4878.62
    Standard Deviation12.1610.74
    Sharpe Ratio1.401.27
    Treynor Ratio16.7215.23
    5 Years
    Alpha (against Standard Index)4.362.35
    Beta (against Standard Index)1.071.00
    Mean Annual Return1.140.92
    R-squared (against Standard Index)90.4090.56
    Standard Deviation17.6116.42
    Sharpe Ratio0.770.67
    Treynor Ratio11.9510.23
    10 Years
    Alpha (against Standard Index)2.040.50
    Beta (against Standard Index)1.021.06
    Mean Annual Return0.780.68
    R-squared (against Standard Index)90.7792.28
    Standard Deviation20.2220.84
    Sharpe Ratio0.400.32
    Treynor Ratio6.084.37