DFA U.S. Core Equity I Fund

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

Risk

The fund's Value Line Risk Rank, a measure of volatility, is 3 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.

Value Line 2014-06-11

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.95
Mean 1.38
Sharpe Ratio 1.18
Bear Market Decile Rank 81

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 97.91 99.3
Beta 1.13 1.08
Alpha -1.7 -0.94