LWAS/DFA U.S. High Book To Market Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.84
Mean 1.48
Sharpe Ratio 1.12
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 94.23 96.86
Beta 1.26 1.2
Alpha -2.48 -2.04