DFA U.S. Small Cap Portfolio

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

Risk

The fund's Value Line Risk Rank, a measure of volatility, is 4 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.

Value Line 2014-06-11

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.99
Mean 1.37
Sharpe Ratio 0.96
Bear Market Decile Rank 59

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 88.86 98.84
Beta 1.31 1.0
Alpha -4.66 1.45