DFA Japanese Small Company Portfolio

Class Inst (DFJSX)
Scorecard
4 / 5 Stars
Lipper
5 3 1
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.34
Mean 0.53
Sharpe Ratio 0.44
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI Japan NR USD
R-Squared 15.31 70.42
Beta 0.33 0.81
Alpha 4.56 3.49