DFLVX - DFA U.S. Large Cap Value Portfolio (The)

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up20
Number of Years Down9
Best 1 Yr Total Return (May 25, 2023)40.32%
Worst 1 Yr Total Return (May 25, 2023)N/A

Risk Statistics

3 Years
DFLVXCategory Average
5 Years
DFLVXCategory Average
10 Years
DFLVXCategory Average
Alpha
2.94-0.06
-4.39-0.05
-2.73-0.03
BETA
0.910.01
1.050.01
1.060.01
Mean Annual Return
1.410.01
0.730.01
0.880.01
R-squared
76.30.88
84.010.87
84.880.88
Standard Deviation
18.720.2
21.310.16
17.010.15
Sharpe Ratio
0.830.01
0.340.01
0.560.01
Treynor Ratio
16.530.11
4.870.11
8.090.1