DFA Tax Managed U.S. Marketwide Value Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.66
Mean 1.48
Sharpe Ratio 1.13
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.1 96.83
Beta 1.25 1.18
Alpha -2.36 -1.83