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DFA Tax-Managed Intl Value (DTMIX)
On
Dec 1
:
14.28
0.39
(2.81%)
MORE ON DTMIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
33.39%
Worst 1 Yr Total Return
(2008)
:
-44.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DTMIX
Category
Alpha (against Standard Index)
2.59
-0.42
Beta (against Standard Index)
1.14
1.00
Mean Annual Return
-4.38
-0.24
R-squared (against Standard Index)
95
95.20
Standard Deviation
28.08
24.69
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.95
N/A
5 Years
Statistic
DTMIX
Category
Alpha (against Standard Index)
2.33
-0.74
Beta (against Standard Index)
1.13
1.00
Mean Annual Return
7.42
0.52
R-squared (against Standard Index)
95
94.71
Standard Deviation
22.95
20.34
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.90
N/A
10 Years
Statistic
DTMIX
Category
Alpha (against Standard Index)
4.61
2.15
Beta (against Standard Index)
1.04
0.98
Mean Annual Return
6.52
0.49
R-squared (against Standard Index)
90
91.79
Standard Deviation
19.73
18.42
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.43
N/A
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