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

    14.98 0.00(0.00%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:
    Number of Years Up1
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):19.94%
    Worst 1 Yr Total Return(Dec 30, 2013):19.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIE00B53RD369.IRCategory
    Alpha (against Standard Index)N/A-3.16
    Beta (against Standard Index)N/A1.04
    Mean Annual ReturnN/A1.08
    R-squared (against Standard Index)N/A87.36
    Standard DeviationN/A11.46
    Sharpe RatioN/A1.15
    Treynor RatioN/A12.77
    5 Years
    StatisticIE00B53RD369.IRCategory
    Alpha (against Standard Index)N/A-3.33
    Beta (against Standard Index)N/A1.04
    Mean Annual ReturnN/A0.72
    R-squared (against Standard Index)N/A90.50
    Standard DeviationN/A15.65
    Sharpe RatioN/A0.56
    Treynor RatioN/A7.42
    10 Years
    StatisticIE00B53RD369.IRCategory
    Alpha (against Standard Index)N/A-1.41
    Beta (against Standard Index)N/A1.04
    Mean Annual ReturnN/A0.54
    R-squared (against Standard Index)N/A90.04
    Standard DeviationN/A17.51
    Sharpe RatioN/A0.29
    Treynor RatioN/A3.46