DFA Tax Managed U.S. Small Cap Portfolio

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 16.89
Mean 1.29
Sharpe Ratio 0.91
Bear Market Decile Rank 58

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 90.58 98.75
Beta 1.29 1.0
Alpha -3.22 1.66