DFBMX - LWAS/DFA US High Book To Market

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★★
Number of Years Up15
Number of Years Down5
Best 1 Yr Total Return (Sep 29, 2017)40.27%
Worst 1 Yr Total Return (Sep 29, 2017)-40.80%

Risk Statistics

3 Years
DFBMXCategory Average
5 Years
DFBMXCategory Average
10 Years
DFBMXCategory Average
Alpha
-2.33-0.02
-0.23-0.01
-1.28-0.02
Beta
1.10.01
1.090.01
1.240.01
Mean Annual Return
0.80.01
1.230.01
0.750.01
R-squared
86.070.83
86.380.85
94.570.92
Standard Deviation
11.970.11
11.190.1
19.240.16
Sharpe Ratio
0.770.01
1.30.01
0.440
Treynor Ratio
8.050.08
13.70.12
5.570.05