DFA U.S. Micro Cap Portfolio

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 17.14
Mean 1.33
Sharpe Ratio 0.93
Bear Market Decile Rank 45

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 89.7 98.23
Beta 1.3 1.04
Alpha -2.9 2.05