DFA Tax Managed U.S. Marketwide Value II Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.8
Mean 1.3
Sharpe Ratio 0.98
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.05 97.16
Beta 1.23 1.18
Alpha -1.95 -0.97