DFA Emerging Markets Value Portfolio

Scorecard
3 / 5 Stars
Lipper
3 3 1 5 1
Zacks Investment Research
1 (Strong Buy)
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 2014-03-12

Volatility Measurements

Updated 02.28.2014

Standard Deviation 22.15
Mean -0.24
Sharpe Ratio -0.13
Bear Market Decile Rank 97

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EM NR USD
R-Squared 85.77 96.74
Beta 1.22 1.1
Alpha -9.32 -2.76