DFA U.S. Targeted Value Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.84
Mean 1.45
Sharpe Ratio 0.97
Bear Market Decile Rank 89

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 90.85 98.1
Beta 1.39 1.02
Alpha -5.06 1.94