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

    1,327.00 Down 10.00(0.75%) Dec 16

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    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
    StatisticIE00B416SD35.IRCategory
    Alpha (against Standard Index)-1.65-1.46
    Beta (against Standard Index)0.900.94
    Mean Annual Return0.830.89
    R-squared (against Standard Index)94.3072.40
    Standard Deviation6.417.75
    Sharpe Ratio1.471.34
    Treynor Ratio10.7711.25
    5 Years
    StatisticIE00B416SD35.IRCategory
    Alpha (against Standard Index)N/A-2.27
    Beta (against Standard Index)N/A1.01
    Mean Annual ReturnN/A0.70
    R-squared (against Standard Index)N/A76.86
    Standard DeviationN/A9.86
    Sharpe RatioN/A0.81
    Treynor RatioN/A7.80
    10 Years
    StatisticIE00B416SD35.IRCategory
    Alpha (against Standard Index)N/A-1.15
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.63
    R-squared (against Standard Index)N/A76.79
    Standard DeviationN/A11.86
    Sharpe RatioN/A0.42
    Treynor RatioN/A4.86