DFREX: DFA REAL ESTATE SECURITIES PORTFOLIO DFA REAL ESTATE SECURITIES PORTFOLIO - INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 38.12 0.03(0.08%) May 17
Asset Class: | REAL ESTATE |
MyPlanIQ Rating: | (68%) |
Start Date: | 11/29/1993 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 3.94% |
Expenses | 0.18% |
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Performance Analytics (As of 05/17/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.6 | -2.5 | 9.4 | 0.2 | 3.4 | 6.1 | 12.1 | 8.3 | 9.3 | 11.2 | -24.9 | 41.9 | -5.0 | 28.1 | -3.0 | 5.7 | 8.3 | 3.3 | 31.1 | 1.3 | 17.5 | 9.0 | 28.7 | 28.4 | -37.6 | -18.6 | 35.3 | 13.2 | 32.1 | 35.6 | 4.2 | 13.2 | 28.4 | -2.0 | -15.4 | 19.3 | 33.8 | 12.1 | -8.4 | 5.9 |
Sharpe Ratio | NA | -0.58 | 0.3 | -0.1 | 0.07 | 0.24 | NA | NA | 0.29 | 0.35 | -1.07 | 2.81 | -0.12 | 2.16 | -0.27 | 0.51 | 0.46 | 0.19 | 2.77 | 0.08 | 1.29 | 0.3 | 1.03 | 0.42 | -0.51 | -0.83 | 2.2 | 0.7 | 1.76 | 3.02 | 0.21 | 1.09 | 2.34 | -0.54 | -1.32 | 1.38 | 5.53 | 1.55 | -1.35 | 9.11 |
Draw Down(%) | NA | 10.9 | 16.6 | 33.1 | 41.5 | 41.5 | NA | NA | 74.4 | 21.2 | 31.7 | 7.9 | 41.5 | 6.1 | 12.6 | 6.3 | 15.1 | 17.1 | 7.6 | 18.1 | 8.9 | 22.8 | 17.0 | 42.8 | 63.9 | 29.8 | 10.4 | 11.4 | 18.0 | 6.8 | 17.6 | 11.1 | 7.9 | 17.8 | 23.2 | 7.2 | 3.2 | 4.0 | 17.9 | 1.4 |
Standard Deviation(%) | NA | 17.4 | 18.3 | 20.4 | 25.6 | 20.9 | NA | NA | 25.1 | 20.1 | 24.6 | 14.9 | 42.8 | 12.4 | 16.2 | 10.1 | 17.6 | 17.4 | 11.2 | 15.7 | 13.6 | 30.0 | 27.8 | 66.8 | 74.7 | 26.1 | 14.6 | 15.7 | 17.7 | 11.6 | 14.7 | 10.1 | 10.4 | 9.6 | 14.1 | 11.4 | 5.4 | 5.4 | 8.4 | 9.4 |
Treynor Ratio | NA | -0.1 | 0.06 | -0.02 | 0.02 | 0.05 | NA | NA | 0.07 | 0.07 | -0.27 | 0.44 | -0.05 | 0.26 | -0.04 | 0.05 | 0.08 | 0.03 | 0.32 | 0.01 | 0.18 | 0.09 | 0.29 | 0.28 | -0.38 | -0.21 | 0.32 | 0.11 | 0.31 | 0.35 | 0.03 | 0.12 | 0.26 | -0.06 | -0.2 | 0.18 | 0.36 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.02 | 0.03 | 0.02 | 0.03 | 0.04 | NA | NA | NA |
Beta | NA | 0.98 | 0.99 | 0.98 | 0.99 | 0.99 | NA | NA | 0.99 | 0.99 | 0.99 | 0.96 | 0.99 | 1.01 | 1.0 | 0.98 | 0.96 | 1.01 | 0.98 | 1.01 | 0.99 | 1.0 | 1.0 | 1.0 | 1.0 | 1.01 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 0.95 | 0.94 | 0.9 | 0.91 | 0.88 | 0.83 | NA | NA | NA |
RSquared | NA | 1.0 | 1.0 | 0.99 | 0.99 | 0.98 | NA | NA | 0.98 | 1.0 | 1.0 | 0.94 | 1.0 | 0.99 | 1.0 | 0.97 | 0.86 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 1.0 | 1.0 | 0.98 | 0.97 | 0.81 | 0.94 | 0.51 | 0.58 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.4 | 3.9 | 3.9 | 3.7 | 4.4 | 8.8 | 6.8 | N/A | 3.8 | 4.5 | 3.7 | 3.1 | 2.8 | 4.6 | 3.3 | 4.3 | 2.8 | 3.3 | 3.0 | 3.4 | 1.7 | 3.3 | 4.4 | 2.8 | 8.4 | 6.9 | 4.1 | 7.6 | 6.1 | 5.7 | 6.5 | 7.2 | 5.3 | 4.3 | 5.8 | 6.5 | 6.4 | 3.7 | 2.1 |
Dividend Growth(%) | N/A | -90.1 | -38.5 | 37.7 | 19.4 | 23.9 | N/A | N/A | N/A | -38.4 | 72.2 | 5.6 | 38.5 | -43.1 | 37.9 | -17.1 | 48.9 | 10.6 | 7.6 | 1.3 | 105.3 | -32.1 | -6.7 | -9.1 | -75.5 | 53.7 | 86.2 | -32.9 | 59.1 | 6.0 | -5.7 | 10.0 | 23.1 | 0.0 | -13.3 | 10.3 | 7.9 | 53.7 | 78.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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