DFA U.S. Small Cap Value Portfolio

Class Inst (DFSVX)
Scorecard
3 / 5 Stars
Lipper
5 5 2 5 3
Zacks Investment Research
2 (Buy)
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 2014-03-12

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.34
Mean 1.28
Sharpe Ratio 0.83
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 90.38 97.52
Beta 1.4 1.11
Alpha -4.56 0.41