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 02.28.2014

Standard Deviation 17.79
Mean 1.34
Sharpe Ratio 0.9
Bear Market Decile Rank 75

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 91.32 98.04
Beta 1.36 1.08
Alpha -3.3 -0.02