DFSPX - DFA International Sustainability Core 1 Portfolio

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up9
Number of Years Down5
Best 1 Yr Total Return (Jun 6, 2023)34.95%
Worst 1 Yr Total Return (Jun 6, 2023)N/A

Risk Statistics

3 Years
DFSPXCategory Average
5 Years
DFSPXCategory Average
10 Years
DFSPXCategory Average
Alpha
0.77-0.01
1.05-0.01
1.170.01
BETA
1.080.01
1.080.01
1.030.01
Mean Annual Return
0.810.01
0.410.01
0.510.01
R-squared
94.790.95
95.930.94
94.930.93
Standard Deviation
18.860.18
19.220.15
15.70.15
Sharpe Ratio
0.440
0.170.01
0.330
Treynor Ratio
6.370.07
1.40.09
3.890.05