Finance Home - My Yahoo - Yahoo! - Help

Tuesday, December 15, 2009, 7:12PM ET - U.S. Markets Closed. Dow  0.47% Nasdaq  0.50%

DFA Tax-Managed US Equity (DTMEX)

On Dec 15: 11.69   0.05 (0.43%)

MORE ON DTMEX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 14.39% Worst 1 Yr Total Return (2008): -35.53% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DTMEX Category Alpha (against Standard Index) -0.49 0.06 Beta (against Standard Index) 0.97 1.00 Mean Annual Return -6.02 -0.33 R-squared (against Standard Index) 99 95.82 Standard Deviation 19.41 20.42 Sharpe Ratio -0.34 N/A Treynor Ratio -8.52 N/A 5 Years Statistic DTMEX Category Alpha (against Standard Index) -0.16 0.04 Beta (against Standard Index) 0.98 1.01 Mean Annual Return 0.59 0.17 R-squared (against Standard Index) 99 95.19 Standard Deviation 15.85 16.64 Sharpe Ratio -0.07 N/A Treynor Ratio -2.44 N/A 10 Years Statistic DTMEX Category Alpha (against Standard Index) N/A 0.81 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.14 R-squared (against Standard Index) N/A 91.13 Standard Deviation N/A 16.39 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center