DFA U.S. Large Cap Value II Portfolio

Class Inst (DFCVX)
Scorecard
4 / 5 Stars
Lipper
5 5 3 5 2
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 15.86
Mean 1.5
Sharpe Ratio 1.13
Bear Market Decile Rank 95

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 94.35 96.92
Beta 1.26 1.2
Alpha -2.36 -1.92