DFA T.A. U.S. Core Equity 2 Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.92
Mean 1.23
Sharpe Ratio 0.99
Bear Market Decile Rank 33

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 96.82 98.41
Beta 1.18 1.14
Alpha -1.95 -1.67