Singapore markets closed

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

Nasdaq - Nasdaq Delayed price. Currency in USD
Add to watchlist
46.59+0.14 (+0.30%)
As of 08:02PM EDT. Market open.

Risk overview

Morningstar risk rating★★★★
Number of years up16
Number of years down3
Best 1-yr total return (3 Feb 2019)34.17%
Worst 1-yr total return (3 Feb 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