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DFA Tax Managed U.S. Equity Portfolio (DTMEX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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46.59+0.14 (+0.30%)
At close: 08:02PM EDT

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up16
Number of Years Down3
Best 1 Yr Total Return (Feb 3, 2019)34.17%
Worst 1 Yr Total Return (Feb 3, 2019)-35.53%

Risk Statistics

3 Years
DTMEXCategory Average
5 Years
DTMEXCategory Average
10 Years
DTMEXCategory Average
Alpha
-0.66-0.02
-0.43-0.01
-0.62-0.02
BETA
1.050.01
1.040.01
1.040.01
Mean Annual Return
1.590.01
1.460.01
1.180.01
R-squared
99.70.95
99.580.95
99.490.95
Standard Deviation
19.440.19
15.680.15
14.180.14
Sharpe Ratio
0.910.01
1.040.01
0.950.01
Treynor Ratio
16.560.16
15.770.15
12.870.12