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DFA Tax Managed International Value Portfolio (DTMIX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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33.11-0.14 (-0.42%)
At close: 08:01PM EDT

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up13
Number of Years Down8
Best 1 Yr Total Return (Feb 3, 2019)37.79%
Worst 1 Yr Total Return (Feb 3, 2019)-44.38%

Risk Statistics

3 Years
DTMIXCategory Average
5 Years
DTMIXCategory Average
10 Years
DTMIXCategory Average
Alpha
-5.89-0.04
-3.13-0.03
-1.84-0.01
BETA
1.240.01
1.20.01
1.130.01
Mean Annual Return
0.570.01
0.880.01
0.450
R-squared
92.30.92
90.150.91
91.820.9
Standard Deviation
22.760.2
18.50.17
17.790.16
Sharpe Ratio
0.250
0.510
0.270
Treynor Ratio
2.540.04
6.730.07
2.860.04