DFA U.S. Targeted Value Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.91
Mean 1.25
Sharpe Ratio 0.84
Bear Market Decile Rank 90

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 98.23
Beta 1.37 1.09
Alpha -4.48 -1.19