DFA U.S. Large Cap Value II Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.03
Mean 1.27
Sharpe Ratio 0.95
Bear Market Decile Rank 95

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 94.56 96.93
Beta 1.25 1.19
Alpha -2.48 -1.51