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
5 / 5 Stars
TheStreet.com
B+ (Buy)

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 2014-03-12

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.91
Mean 1.34
Sharpe Ratio 0.94
Bear Market Decile Rank 58

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 90.16 99.05
Beta 1.29 1.0
Alpha -2.28 1.06