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More On IE00B416SD35…

Dimensional Multi-Factor Balanced £ Acc (IE00B416SD35.IR)

1,301.00 Down 5.00(0.38%) Jul 10

Risk as of May 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):12.75%
Worst 1 Yr Total Return(Dec 30, 2012):8.77%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)N/A-2.32
Beta (against Standard Index)N/A1.05
Mean Annual ReturnN/A0.56
R-squared (against Standard Index)N/A76.42
Standard DeviationN/A9.98
Sharpe RatioN/A0.65
Treynor RatioN/A5.77
5 Years
Alpha (against Standard Index)N/A-1.05
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.88
R-squared (against Standard Index)N/A77.56
Standard DeviationN/A10.42
Sharpe RatioN/A0.98
Treynor RatioN/A10.44
10 Years
Alpha (against Standard Index)N/A-0.49
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.66
R-squared (against Standard Index)N/A77.11
Standard DeviationN/A11.90
Sharpe RatioN/A0.44
Treynor RatioN/A5.07