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    Dimensional Multi-Factor Equity GBP Acc (IE00B3Z8MM50.IR)

    1,594.00 Down 17.00(1.06%) Jun 17

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):22.96%
    Worst 1 Yr Total Return(Dec 30, 2014):7.60%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.73-2.19
    Beta (against Standard Index)1.071.00
    Mean Annual Return1.301.17
    R-squared (against Standard Index)94.1383.17
    Standard Deviation9.649.67
    Sharpe Ratio1.621.48
    Treynor Ratio15.2014.71
    5 Years
    Alpha (against Standard Index)N/A-2.81
    Beta (against Standard Index)N/A1.04
    Mean Annual ReturnN/A0.89
    R-squared (against Standard Index)N/A89.52
    Standard DeviationN/A14.74
    Sharpe RatioN/A0.74
    Treynor RatioN/A9.82
    10 Years
    Alpha (against Standard Index)N/A-1.21
    Beta (against Standard Index)N/A1.04
    Mean Annual ReturnN/A0.57
    R-squared (against Standard Index)N/A90.17
    Standard DeviationN/A17.49
    Sharpe RatioN/A0.31
    Treynor RatioN/A3.92