DFA Tax Managed U.S. Equity Portfolio

Class Inst (DTMEX)
Scorecard
4 / 5 Stars
Lipper
4 4 5 5 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.91
Mean 1.21
Sharpe Ratio 1.12
Bear Market Decile Rank 47

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 99.59 99.86
Beta 1.03 0.99
Alpha -0.2 0.14