DFA Emerging Markets Value Portfolio

Class Retirement (DFEPX)
Scorecard
2 / 5 Stars
Lipper
2 2 1 4 1
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
E (Sell)

Risk

The fund's Value Line Risk Rank, a measure of volatility, is 5 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.

Value Line 2014-06-11

Volatility Measurements

Updated 06.30.2014

Standard Deviation 21.99
Mean -0.03
Sharpe Ratio -0.02
Bear Market Decile Rank 98

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EM NR USD
R-Squared 86.91 96.67
Beta 1.24 1.11
Alpha -8.94 -1.99