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Thursday, December 3, 2009, 12:21PM ET - U.S. Markets close in 3 hours and 39 minutes. Dow  0.01% Nasdaq  0.35%

DFA Tax-Managed US Marketwide Value (DTMMX)

On Dec 2: 12.31   0.02 (0.16%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 19.22% Worst 1 Yr Total Return (2008): -41.58% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DTMMX Category Alpha (against Standard Index) 0.45 -1.05 Beta (against Standard Index) 1.31 1.02 Mean Annual Return -10.20 -0.55 R-squared (against Standard Index) 95 94.27 Standard Deviation 26.19 20.65 Sharpe Ratio -0.37 N/A Treynor Ratio -9.66 N/A 5 Years Statistic DTMMX Category Alpha (against Standard Index) 1.72 0.04 Beta (against Standard Index) 1.30 1.02 Mean Annual Return 0.60 0.14 R-squared (against Standard Index) 94 93.13 Standard Deviation 21.39 16.85 Sharpe Ratio 0.00 N/A Treynor Ratio -1.86 N/A 10 Years Statistic DTMMX Category Alpha (against Standard Index) 4.18 2.54 Beta (against Standard Index) 1.10 0.88 Mean Annual Return 2.29 0.27 R-squared (against Standard Index) 80 80.76 Standard Deviation 19.87 15.89 Sharpe Ratio 0.07 N/A Treynor Ratio -0.62 N/A
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