DFA Five Year Global Fixed Income Portfolio

Class Inst (DFGBX)
Scorecard
2 / 5 Stars
Lipper
2 2 5 5 5
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

The fund's Value Line Risk Rank, a measure of volatility, is 2 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 2.42
Mean 0.28
Sharpe Ratio 1.34
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays Govt/Credit 1-5 Yr TR USD
R-Squared 69.09 82.08
Beta 0.71 1.85
Alpha 0.58 -0.34