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

    1,391.00 Up 5.00(0.36%) Jan 29

    Risk as of Dec 30, 2014Get 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
    StatisticIE00B416SD35.IRCategory
    Alpha (against Standard Index)-1.61-1.58
    Beta (against Standard Index)0.900.94
    Mean Annual Return0.780.83
    R-squared (against Standard Index)94.3873.28
    Standard Deviation6.447.72
    Sharpe Ratio1.381.24
    Treynor Ratio10.1310.43
    5 Years
    StatisticIE00B416SD35.IRCategory
    Alpha (against Standard Index)N/A-2.37
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.64
    R-squared (against Standard Index)N/A77.02
    Standard DeviationN/A9.77
    Sharpe RatioN/A0.74
    Treynor RatioN/A7.07
    10 Years
    StatisticIE00B416SD35.IRCategory
    Alpha (against Standard Index)N/A-1.12
    Beta (against Standard Index)N/A0.95
    Mean Annual ReturnN/A0.60
    R-squared (against Standard Index)N/A76.85
    Standard DeviationN/A11.84
    Sharpe RatioN/A0.40
    Treynor RatioN/A4.57