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DFBMX: LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/09/1996 |
Last Dividend Date: | 02/23/2018 |
12-Mo. Yield | 17.63% |
Expenses | 0.34% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 11/14/1996 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 4.2 | 6.8 | 11.5 | 10.1 | 4.1 | 5.5 | 2.5 | 19.0 | 18.8 | -3.5 | 10.0 | 40.3 | 21.9 | -3.3 | 19.8 | 27.2 | -42.1 | -9.3 | 15.0 | 8.4 | 16.8 | 32.7 | -17.1 | -11.1 | -8.9 | -10.4 | 6.2 | 22.0 | 9.8 |
Sharpe Ratio | NA | 1.51 | 0.81 | 1.01 | 0.38 | NA | NA | 0.2 | 0.73 | 2.25 | 1.21 | -0.22 | 0.79 | 3.11 | 1.46 | -0.12 | 0.91 | 0.71 | -0.9 | -0.67 | 0.98 | 0.56 | 1.32 | 1.8 | -0.74 | -0.57 | -0.51 | -0.68 | 0.14 | 1.23 | 3.57 |
Draw Down(%) | NA | 10.4 | 19.0 | 19.0 | 62.3 | NA | NA | 68.6 | 10.4 | 4.3 | 12.5 | 14.6 | 10.3 | 5.7 | 13.0 | 26.8 | 18.9 | 36.5 | 55.9 | 19.8 | 8.4 | 7.5 | 7.5 | 17.2 | 33.1 | 25.2 | 18.6 | 27.2 | 28.1 | 11.7 | 3.6 |
Standard Deviation(%) | NA | 10.8 | 14.1 | 13.6 | 24.5 | NA | NA | 21.6 | 18.4 | 8.2 | 15.4 | 16.6 | 12.6 | 12.9 | 15.1 | 27.6 | 21.7 | 37.9 | 47.6 | 18.4 | 12.0 | 11.2 | 12.0 | 17.8 | 24.5 | 23.8 | 25.0 | 19.9 | 20.6 | 15.0 | 8.8 |
Treynor Ratio | NA | 0.17 | 0.11 | 0.13 | 0.08 | NA | NA | 0.04 | 0.15 | 0.17 | 0.16 | -0.03 | 0.09 | 0.36 | 0.19 | -0.03 | 0.17 | 0.23 | -0.4 | -0.12 | 0.11 | 0.06 | 0.15 | 0.32 | -0.21 | -0.16 | -0.16 | -0.18 | 0.03 | 0.23 | 0.42 |
Alpha | NA | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | -0.01 | 0.01 | 0.0 | 0.0 | -0.01 | -0.02 | 0.01 | 0.01 | -0.02 | 0.01 | 0.02 | -0.02 | -0.04 | -0.03 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.05 | -0.08 | -0.03 | -0.01 | 0.01 |
Beta | NA | 0.97 | 1.06 | 1.08 | 1.12 | NA | NA | 1.02 | 0.88 | 1.12 | 1.13 | 1.06 | 1.12 | 1.13 | 1.17 | 1.15 | 1.17 | 1.19 | 1.07 | 0.99 | 1.04 | 0.99 | 1.06 | 1.01 | 0.86 | 0.83 | 0.79 | 0.75 | 0.97 | 0.8 | 0.75 |
RSquared | NA | 0.87 | 0.94 | 0.94 | 0.97 | NA | NA | 0.85 | 0.85 | 0.92 | 0.95 | 0.97 | 0.93 | 0.94 | 0.97 | 0.98 | 0.98 | 0.98 | 0.97 | 0.85 | 0.68 | 0.89 | 0.89 | 0.94 | 0.92 | 0.52 | 0.38 | 0.43 | 0.82 | 0.8 | 0.65 |
Yield(%) | N/A | 17.6 | 11.7 | 11.5 | 7.7 | 8.9 | 3.4 | N/A | 4.1 | 13.9 | 9.1 | 9.8 | 8.5 | 6.4 | 2.2 | 1.7 | 1.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 |
Dividend Growth(%) | N/A | 125.1 | 145.2 | 1204.0 | N/A | N/A | N/A | N/A | -68.7 | 71.5 | -20.9 | 18.4 | 71.2 | 252.1 | 22.3 | 22.2 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/14/1996
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