DFETX - Emerging Markets Portf II, a series of Dimensional Inv Grp

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up14
Number of Years Down11
Best 1 Yr Total Return (Jun 7, 2023)72.02%
Worst 1 Yr Total Return (Jun 7, 2023)N/A

Risk Statistics

3 Years
DFETXCategory Average
5 Years
DFETXCategory Average
10 Years
DFETXCategory Average
Alpha
0.280.02
-1.110.01
-0.89-0.01
BETA
0.940.01
1.010.01
1.030.01
Mean Annual Return
0.690.01
0.220.01
0.340
R-squared
80.380.82
84.560.79
80.610.8
Standard Deviation
17.750.2
19.180.17
17.020.18
Sharpe Ratio
0.380.01
0.050.01
0.180
Treynor Ratio
5.870.1
-0.810.11
1.60.04