DFA Japanese Small Company Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.04
Mean 0.87
Sharpe Ratio 0.74
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI Japan NR USD
R-Squared 17.67 70.14
Beta 0.36 0.82
Alpha 7.86 3.51