DFUSX - DFA U.S. Large Company Portfolio

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up15
Number of Years Down5
Best 1 Yr Total Return (Feb. 3, 2019)32.33%
Worst 1 Yr Total Return (Feb. 3, 2019)-36.76%

Risk Statistics

3 Years
DFUSXCategory Average
5 Years
DFUSXCategory Average
10 Years
DFUSXCategory Average
Alpha
-0.06-0.02
-0.05-0.02
-0.07-0.02
Beta
10.01
10.01
10.01
Mean Annual Return
0.970.01
0.940.01
1.170.01
R-squared
1000.96
1000.95
99.990.95
Standard Deviation
16.960.17
14.760.15
13.420.14
Sharpe Ratio
0.580
0.680
10.01
Treynor Ratio
8.970.06
9.510.07
13.290.11