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DFA Two-Year Global Fixed-Income I (DFGFX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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Risk overview
Morningstar risk rating★
Number of years up25
Number of years down2
Best 1-yr total return (19 May 2024)4.95%
Worst 1-yr total return (19 May 2024)N/A
Risk statistics
3 years
DFGFXCategory average5 years
DFGFXCategory average10 years
DFGFXCategory averageAlpha
-1.190
-0.720.01
-0.320.01
BETA
0.110.01
0.10.01
0.110.01
Mean annual return
0.10
0.10
0.10
R-squared
40.540.44
41.070.47
45.020.48
Standard deviation
1.550.04
1.220.04
0.940.03
Sharpe ratio
-1.530.01
-0.930.01
-0.430.01
Treynor ratio
-17.840.04
-9.210.03
-3.160.04
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