DFA Inflation-Protected Securities Portfolio

Class Inst (DIPSX)
Scorecard
4 / 5 Stars
Lipper
5 5 1 5 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
---
TheStreet.com
E+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 6.03
Mean 0.31
Sharpe Ratio 0.61
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Treasury US TIPS TR USD
R-Squared 76.4 98.49
Beta 1.9 1.09
Alpha -3.11 -0.2