DFA U.S. Small Cap Value Portfolio

Class Inst (DFSVX)
Scorecard
4 / 5 Stars
Lipper
5 5 2 5 3
Zacks Investment Research
2 (Buy)
Standard & Poor's
5 / 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 18.25
Mean 1.45
Sharpe Ratio 0.95
Bear Market Decile Rank 90

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 90.23 97.75
Beta 1.41 1.05
Alpha -5.49 1.63