DGSIX - DFA Global Allocation 60/40 Portfolio

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up14
Number of Years Down5
Best 1 Yr Total Return (Jun 1, 2023)25.53%
Worst 1 Yr Total Return (Jun 1, 2023)N/A

Risk Statistics

3 Years
DGSIXCategory Average
5 Years
DGSIXCategory Average
10 Years
DGSIXCategory Average
Alpha
2.51-0.01
0.4-0.01
0.18-0
BETA
0.940.01
1.020.01
1.020.01
Mean Annual Return
0.760.01
0.50.01
0.520.01
R-squared
97.720.93
97.420.92
97.460.92
Standard Deviation
11.620.13
12.30.1
9.790.09
Sharpe Ratio
0.670.01
0.360.01
0.540.01
Treynor Ratio
7.890.09
3.780.09
4.870.07