DFGEX - DFA Global Real Estate Securities Portfolio

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up9
Number of Years Down1
Best 1 Yr Total Return (Feb 3, 2019)32.67%
Worst 1 Yr Total Return (Feb 3, 2019)-4.15%

Risk Statistics

3 Years
DFGEXCategory Average
5 Years
DFGEXCategory Average
10 Years
DFGEXCategory Average
Alpha
-1.84-0.02
3.150
5.210.01
Beta
0.590.01
0.570.01
0.790.01
Mean Annual Return
0.470.01
0.610
1.140.01
R-squared
35.470.47
30.420.48
53.730.66
Standard Deviation
11.260.11
12.210.12
14.60.15
Sharpe Ratio
0.370
0.530
0.90.01
Treynor Ratio
6.240.06
10.360.06
16.310.11