DGTSX - DFA Global Allocation 25/75 Portfolio Class I

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 (Jun 4, 2023)13.88%
Worst 1 Yr Total Return (Jun 4, 2023)N/A

Risk Statistics

3 Years
DGTSXCategory Average
5 Years
DGTSXCategory Average
10 Years
DGTSXCategory Average
Alpha
-0.51-0
-0.3-0.01
-0.120
BETA
0.490.01
0.480.01
0.480.01
Mean Annual Return
0.230.01
0.250
0.270
R-squared
96.120.84
97.240.83
96.20.83
Standard Deviation
6.030.07
5.890.06
4.610.05
Sharpe Ratio
0.220.01
0.230.01
0.470.01
Treynor Ratio
2.430.1
2.550.08
4.420.08