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DFA Intl Value II (DIVTX)

On Dec 3: 6.52   0.01 (0.15%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 34.42% Worst 1 Yr Total Return (2008): -46.21% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DIVTX Category Alpha (against Standard Index) 2.44 -0.42 Beta (against Standard Index) 1.19 1.00 Mean Annual Return -5.12 -0.24 R-squared (against Standard Index) 95 95.20 Standard Deviation 29.28 24.69 Sharpe Ratio -0.11 N/A Treynor Ratio -6.32 N/A 5 Years Statistic DIVTX Category Alpha (against Standard Index) 1.86 -0.74 Beta (against Standard Index) 1.17 1.00 Mean Annual Return 6.85 0.52 R-squared (against Standard Index) 95 94.71 Standard Deviation 23.82 20.34 Sharpe Ratio 0.28 N/A Treynor Ratio 3.27 N/A 10 Years Statistic DIVTX Category Alpha (against Standard Index) 5.00 2.15 Beta (against Standard Index) 1.07 0.98 Mean Annual Return 6.82 0.49 R-squared (against Standard Index) 90 91.79 Standard Deviation 20.30 18.42 Sharpe Ratio 0.29 N/A Treynor Ratio 3.60 N/A
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