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 02.28.2014

Standard Deviation 17.18
Mean 1.39
Sharpe Ratio 0.97
Bear Market Decile Rank 45

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 88.4 98.41
Beta 1.29 1.02
Alpha -1.67 1.59