DFA Tax Managed U.S. Targeted Value Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.7
Mean 1.5
Sharpe Ratio 1.01
Bear Market Decile Rank 74

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 90.99 97.99
Beta 1.38 1.02
Alpha -4.26 2.72