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

1,463.00 Up 27.00(1.88%) Oct 21

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
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)-3.86-4.08
Beta (against Standard Index)1.161.06
Mean Annual Return1.341.19
R-squared (against Standard Index)95.7788.91
Standard Deviation13.8813.27
Sharpe Ratio1.161.09
Treynor Ratio14.0213.63
5 Years
StatisticIE00B3Z8MM50.IRCategory
Alpha (against Standard Index)N/A-3.11
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.72
R-squared (against Standard Index)N/A90.31
Standard DeviationN/A15.68
Sharpe RatioN/A0.56
Treynor RatioN/A7.52
10 Years
StatisticIE00B3Z8MM50.IRCategory
Alpha (against Standard Index)N/A-1.26
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.60
R-squared (against Standard Index)N/A90.22
Standard DeviationN/A17.59
Sharpe RatioN/A0.32
Treynor RatioN/A4.09