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
A- (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 2014-03-12

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.12
Mean 1.24
Sharpe Ratio 1.05
Bear Market Decile Rank 80

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 97.98 99.27
Beta 1.12 1.08
Alpha -1.07 -0.78