Finance Home - My Yahoo - Yahoo! - Help

Wednesday, December 9, 2009, 4:30AM ET - U.S. Markets open in 5 hrs.. Dow  1.00% Nasdaq  0.00%

DFA Tax-Managed US Targeted Value (DTMVX)

On Dec 8: 15.86   0.15 (0.94%)

MORE ON DTMVX

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 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 21.74% Worst 1 Yr Total Return (2008): -37.76% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DTMVX Category Alpha (against Standard Index) -1.68 1.78 Beta (against Standard Index) 1.29 1.18 Mean Annual Return -12.13 -0.41 R-squared (against Standard Index) 89 85.71 Standard Deviation 26.75 24.90 Sharpe Ratio -0.44 N/A Treynor Ratio -11.26 N/A 5 Years Statistic DTMVX Category Alpha (against Standard Index) 0.61 1.92 Beta (against Standard Index) 1.34 1.20 Mean Annual Return -0.88 0.27 R-squared (against Standard Index) 86 82.80 Standard Deviation 22.94 21.07 Sharpe Ratio -0.05 N/A Treynor Ratio -2.92 N/A 10 Years Statistic DTMVX Category Alpha (against Standard Index) 8.90 9.10 Beta (against Standard Index) 1.12 0.95 Mean Annual Return 6.79 0.80 R-squared (against Standard Index) 70 64.80 Standard Deviation 21.52 19.04 Sharpe Ratio 0.28 N/A Treynor Ratio 3.40 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center