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DFEPX: DFA Emerging Markets Value Ptf Cl R2 (MUTUAL FUND)
Basic Info
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/29/2008 |
Last Dividend Date: | 03/30/2023 |
12-Mo. Yield | 4.04% |
Expenses | 0.44% |
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Performance Analytics (As of 06/16/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/29/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 9.8 | 12.7 | 2.8 | 3.7 | -6.6 | -6.3 | 8.8 | -9.4 | 8.4 | 2.4 | 6.8 | -14.0 | 30.2 | 17.0 | -20.9 | -6.8 | -7.5 | 14.9 | -28.2 | -2.0 | 22.4 | -83.9 |
Sharpe Ratio | NA | 0.48 | 0.78 | 0.09 | 0.18 | NA | -0.2 | 1.47 | -0.64 | 0.61 | 0.08 | -1.35 | -2.34 | 1.17 | -0.95 | -2.29 | -2.06 | -1.83 | -0.21 | -1.81 | -0.83 | 0.08 | -0.92 |
Draw Down(%) | NA | 13.4 | 23.2 | 40.6 | 47.8 | NA | 87.1 | 8.1 | 23.2 | 10.8 | 40.6 | 14.1 | 23.9 | 5.2 | 12.7 | 30.5 | 20.3 | 18.5 | 20.3 | 34.7 | 24.1 | 31.9 | 86.3 |
Standard Deviation(%) | NA | 13.6 | 14.8 | 17.7 | 16.2 | NA | 33.7 | 10.6 | 16.9 | 13.9 | 27.4 | 12.2 | 15.2 | 9.5 | 18.0 | 17.2 | 12.3 | 14.2 | 17.0 | 25.8 | 24.7 | 48.0 | 115.9 |
Treynor Ratio | NA | 0.08 | 0.15 | 0.02 | 0.03 | NA | -0.08 | 0.2 | -0.14 | 0.12 | 0.03 | -0.18 | -0.41 | 0.11 | -0.17 | -0.43 | -0.28 | -0.28 | -0.04 | -0.48 | -0.21 | 0.04 | -1.49 |
Alpha | NA | 0.0 | 0.02 | 0.0 | 0.0 | NA | -0.02 | 0.02 | 0.0 | 0.03 | -0.03 | -0.05 | -0.02 | -0.02 | 0.03 | -0.17 | -0.04 | -0.09 | -0.01 | -0.05 | -0.09 | -0.12 | -0.44 |
Beta | NA | 0.79 | 0.76 | 0.8 | 0.86 | NA | 0.86 | 0.78 | 0.78 | 0.69 | 0.83 | 0.91 | 0.87 | 0.99 | 1.01 | 0.92 | 0.91 | 0.93 | 1.01 | 0.98 | 0.98 | 0.98 | 0.72 |
RSquared | NA | 0.83 | 0.77 | 0.76 | 0.83 | NA | 0.5 | 0.84 | 0.86 | 0.68 | 0.7 | 0.87 | 0.91 | 0.84 | 0.95 | 0.94 | 0.93 | 0.89 | 0.95 | 0.98 | 0.71 | 0.52 | 0.21 |
Yield(%) | N/A | 4.0 | 5.2 | 3.2 | 2.9 | 1.1 | N/A | 0.3 | 3.6 | 6.3 | 2.2 | 2.4 | 1.8 | 3.0 | 2.5 | 2.0 | 2.2 | 3.3 | 3.8 | 2.6 | 18.8 | 20.0 | 8.1 |
Dividend Growth(%) | N/A | -37.9 | 84.2 | 54.1 | N/A | N/A | N/A | -93.7 | -38.0 | 184.1 | -1.6 | 10.3 | -19.4 | 44.0 | 0.0 | -18.0 | -39.0 | 0.0 | 6.4 | -86.9 | 16.4 | -59.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/29/2008
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