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
-1.44-0.03
2.750
4.710.01
Beta
0.680.01
0.630.01
0.820.01
Mean Annual Return
0.560.01
0.640
1.180.01
R-squared
36.360.5
33.080.51
56.320.69
Standard Deviation
11.540.11
12.240.12
14.750.15
Sharpe Ratio
0.470
0.560
0.930.01
Treynor Ratio
7.160.06
10.070.06
16.470.12