DFGPX - DFA Global Allocation 25/75 Portfolio

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★
Number of Years Up15
Number of Years Down4
Best 1 Yr Total Return (May 25, 2023)13.52%
Worst 1 Yr Total Return (May 25, 2023)N/A

Risk Statistics

3 Years
DFGPXCategory Average
5 Years
DFGPXCategory Average
10 Years
DFGPXCategory Average
Alpha
-0.69-0
-0.47-0.01
-0.420
BETA
0.480.01
0.480.01
0.480.01
Mean Annual Return
0.280.01
0.250
0.250
R-squared
96.240.84
97.270.83
96.110.83
Standard Deviation
5.990.07
5.850.06
4.60.05
Sharpe Ratio
0.330.01
0.250.01
0.430.01
Treynor Ratio
3.880.1
2.740.08
3.980.08