DFA Tax Managed U.S. Small Cap Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.98
Mean 1.38
Sharpe Ratio 0.97
Bear Market Decile Rank 58

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 88.3 98.64
Beta 1.3 0.99
Alpha -4.48 1.58