DFA CSTG&E U.S. Social Core Equity 2 Portfolio

Class Other (DFCUX)
Scorecard
4 / 5 Stars
Lipper
4 5 3 5 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 15.28
Mean 1.15
Sharpe Ratio 0.9
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 96.49 97.76
Beta 1.2 1.16
Alpha -3.65 -3.03