DFA U.S. Sustainability Core 1 Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.22
Mean 1.24
Sharpe Ratio 1.04
Bear Market Decile Rank 79

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 97.83 99.15
Beta 1.13 1.08
Alpha -1.14 -0.85