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    Dimensional Multi-Factor Equity EUR Inc (IE00B53RD369.IR)

    15.41 Up 0.45(3.01%) Sep 3

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up2
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):19.94%
    Worst 1 Yr Total Return(Dec 30, 2014):15.18%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.99-2.35
    Beta (against Standard Index)1.071.01
    Mean Annual Return1.080.98
    R-squared (against Standard Index)92.4783.84
    Standard Deviation9.709.69
    Sharpe Ratio1.331.23
    Treynor Ratio12.3111.93
    5 Years
    Alpha (against Standard Index)N/A-3.22
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A0.78
    R-squared (against Standard Index)N/A89.71
    Standard DeviationN/A14.41
    Sharpe RatioN/A0.66
    Treynor RatioN/A8.37
    10 Years
    Alpha (against Standard Index)N/A-1.34
    Beta (against Standard Index)N/A1.04
    Mean Annual ReturnN/A0.52
    R-squared (against Standard Index)N/A90.12
    Standard DeviationN/A17.50
    Sharpe RatioN/A0.28
    Treynor RatioN/A3.33