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

    1,387.00 Up 1.00(0.07%) Jul 30

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):12.75%
    Worst 1 Yr Total Return(Dec 30, 2014):7.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.070.57
    Beta (against Standard Index)0.820.85
    Mean Annual Return0.760.84
    R-squared (against Standard Index)92.8573.24
    Standard Deviation6.207.29
    Sharpe Ratio1.391.33
    Treynor Ratio10.7626.68
    5 Years
    Alpha (against Standard Index)N/A-1.69
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.72
    R-squared (against Standard Index)N/A75.58
    Standard DeviationN/A9.13
    Sharpe RatioN/A0.89
    Treynor RatioN/A8.06
    10 Years
    Alpha (against Standard Index)N/A-0.92
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.57
    R-squared (against Standard Index)N/A77.03
    Standard DeviationN/A11.76
    Sharpe RatioN/A0.40
    Treynor RatioN/A4.44