DFA U.S. Large Company Portfolio

Class Inst (DFUSX)
Scorecard
4 / 5 Stars
Lipper
5 5 5 5 2
Zacks Investment Research
4 (Sell)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.29
Mean 1.34
Sharpe Ratio 1.3
Bear Market Decile Rank 24

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
S&P 500 TR USD
R-Squared 99.99 99.99
Beta 1.0 1.0
Alpha -0.12 -0.12