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

1,490.00 Down 5.00(0.33%) Sep 30

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):22.96%
Worst 1 Yr Total Return(Dec 30, 2012):11.78%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIE00B3Z8MM50.IRCategory
Alpha (against Standard Index)N/A-3.84
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A1.02
R-squared (against Standard Index)N/A89.98
Standard DeviationN/A14.36
Sharpe RatioN/A0.87
Treynor RatioN/A11.60
5 Years
StatisticIE00B3Z8MM50.IRCategory
Alpha (against Standard Index)N/A-3.08
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.84
R-squared (against Standard Index)N/A90.20
Standard DeviationN/A15.67
Sharpe RatioN/A0.65
Treynor RatioN/A9.02
10 Years
StatisticIE00B3Z8MM50.IRCategory
Alpha (against Standard Index)N/A-1.20
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.65
R-squared (against Standard Index)N/A90.16
Standard DeviationN/A17.58
Sharpe RatioN/A0.35
Treynor RatioN/A4.64