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DAABX: DFA U.S. Sustainability Targeted Value Portfolio Institutional Class (MUTUAL FUND)
Basic Info 17.32 0.13(0.74%) April 17
Asset Class: | EQUITY |
MyPlanIQ Rating: | (12%) |
Start Date: | 07/06/2020 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 1.34% |
Expenses | 0.34% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | Since 07/06/2020 |
2023 | 2022 | 2021 | 2020 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -3.9 | -5.0 | 12.0 | 3.1 | 19.5 | 18.8 | -8.4 | 31.4 | 44.3 |
Sharpe Ratio | NA | -0.66 | 0.62 | 0.08 | 0.82 | 0.71 | -0.4 | 1.48 | 4.14 |
Draw Down(%) | NA | 6.1 | 15.7 | 21.0 | 21.0 | 17.0 | 20.7 | 10.7 | 10.1 |
Standard Deviation(%) | NA | 18.8 | 19.7 | 21.7 | 22.6 | 20.7 | 24.8 | 21.1 | 26.4 |
Treynor Ratio | NA | -0.1 | 0.1 | 0.02 | 0.18 | 0.12 | -0.11 | 0.28 | 1.09 |
Alpha | NA | -0.14 | -0.05 | -0.01 | 0.02 | -0.04 | 0.05 | 0.01 | 0.14 |
Beta | NA | 1.19 | 1.25 | 1.02 | 1.02 | 1.23 | 0.92 | 1.12 | 1.0 |
RSquared | NA | 0.56 | 0.59 | 0.7 | 0.63 | 0.65 | 0.86 | 0.53 | 0.39 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/06/2020
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