Canada markets open in 2 hours 4 minutes

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

Nasdaq - Nasdaq Delayed Price. Currency in USD
Add to watchlist
35.64+0.57 (+1.63%)
At close: 8:01PM EDT

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up15
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
-0.92-0.02
-0.95-0.02
-0.68-0.02
Beta
1.040.01
1.040.01
1.040.01
Mean Annual Return
0.930.01
0.90.01
1.160.01
R-squared
99.740.96
99.570.95
99.510.95
Standard Deviation
17.730.17
15.360.15
13.950.14
Sharpe Ratio
0.540
0.620.01
0.950.01
Treynor Ratio
8.010.07
8.520.07
12.620.12