DFSPX - DFA International Sustainability Core 1 Portfolio

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up7
Number of Years Down4
Best 1 Yr Total Return (Feb. 3, 2019)34.95%
Worst 1 Yr Total Return (Feb. 3, 2019)-15.53%

Risk Statistics

3 Years
DFSPXCategory Average
5 Years
DFSPXCategory Average
10 Years
DFSPXCategory Average
Alpha
-0.01-0.01
0.57-0
1.10
Beta
1.050.01
10.01
10.01
Mean Annual Return
0.20
0.330
0.60
R-squared
96.50.95
95.190.93
95.890.94
Standard Deviation
170.16
15.240.15
15.60.15
Sharpe Ratio
0.04-0
0.180
0.420
Treynor Ratio
-0.7-0.03
1.61-0.01
5.450.04