DFA U.S. Targeted Value Portfolio

Scorecard
4 / 5 Stars
Lipper
5 5 2 5 3
Zacks Investment Research
2 (Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
B- (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.92
Mean 1.27
Sharpe Ratio 0.85
Bear Market Decile Rank 88

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 91.33 98.2
Beta 1.37 1.09
Alpha -4.25 -0.96