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DFVFX: DFA INTERNATIONAL VALUE PORTFOLIO IV DFA INTERNATIONAL VALUE PORTFOLIO IV (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/02/1997 |
Last Dividend Date: | 12/15/2016 |
12-Mo. Yield | 4.12% |
Expenses | 0.28% |
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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 | Since 09/03/1997 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -1.7 | 2.1 | 6.3 | 4.0 | -4.9 | 8.5 | -6.1 | -6.7 | 23.3 | 16.8 | -16.8 | 10.7 | 39.9 | -46.1 | 10.4 | 33.5 | 16.2 | 28.9 | 44.4 | -8.4 | -20.3 | -12.8 | 14.1 | 13.0 | -7.7 |
Sharpe Ratio | NA | 0.36 | -0.2 | 0.22 | -0.05 | NA | 0.13 | -1.1 | 0.4 | -0.36 | -0.55 | 1.62 | 0.89 | -0.56 | 0.44 | 1.12 | -1.03 | 0.4 | 2.09 | 1.31 | 1.94 | 2.98 | -0.52 | -1.35 | -0.95 | 0.93 | 0.52 | -1.37 |
Draw Down(%) | NA | 11.8 | 31.2 | 31.2 | 66.5 | NA | 66.5 | 10.3 | 16.0 | 20.9 | 15.5 | 9.8 | 19.1 | 29.9 | 20.2 | 33.9 | 58.6 | 12.9 | 16.0 | 7.9 | 11.1 | 14.5 | 28.4 | 26.1 | 17.8 | 8.9 | 25.7 | 13.5 |
Standard Deviation(%) | NA | 18.6 | 17.5 | 17.0 | 26.0 | NA | 21.5 | 15.3 | 20.8 | 17.0 | 12.3 | 14.4 | 19.0 | 29.9 | 24.3 | 35.6 | 45.3 | 18.6 | 14.5 | 10.7 | 14.4 | 14.6 | 18.3 | 17.0 | 17.8 | 11.7 | 18.6 | 18.1 |
Treynor Ratio | NA | 0.06 | -0.03 | 0.03 | -0.01 | NA | 0.03 | -0.12 | 0.08 | -0.06 | -0.06 | 0.22 | 0.15 | -0.15 | 0.1 | 0.33 | -0.45 | 0.08 | 0.32 | 0.16 | 0.29 | 0.51 | -0.12 | -0.35 | -0.22 | 0.13 | 0.11 | -0.27 |
Alpha | NA | -0.04 | -0.03 | -0.02 | -0.04 | NA | -0.01 | -0.22 | 0.02 | 0.0 | 0.0 | 0.0 | -0.02 | 0.0 | 0.01 | 0.0 | -0.02 | -0.01 | 0.02 | 0.0 | 0.03 | 0.03 | 0.01 | -0.05 | -0.03 | -0.02 | -0.01 | 0.01 |
Beta | NA | 1.12 | 1.1 | 1.09 | 1.1 | NA | 1.01 | 1.41 | 1.09 | 1.05 | 1.05 | 1.07 | 1.11 | 1.1 | 1.11 | 1.2 | 1.05 | 0.95 | 0.95 | 0.85 | 0.98 | 0.86 | 0.8 | 0.66 | 0.76 | 0.87 | 0.88 | 0.92 |
RSquared | NA | 0.76 | 0.87 | 0.9 | 0.94 | NA | 0.87 | 0.47 | 0.89 | 0.96 | 0.93 | 0.94 | 0.96 | 0.98 | 0.97 | 0.97 | 0.95 | 0.91 | 0.91 | 0.71 | 0.73 | 0.79 | 0.75 | 0.57 | 0.29 | 0.74 | 0.88 | 0.91 |
Yield(%) | N/A | 4.1 | 3.7 | 4.4 | 2.8 | 6.1 | N/A | 0.0 | 4.0 | 3.5 | 4.9 | 3.5 | 4.6 | 3.7 | 2.6 | 4.0 | 3.9 | 5.8 | 5.2 | 5.8 | 2.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | 3.9 | 10.6 | -15.1 | N/A | N/A | N/A | -100.0 | 2.1 | -35.6 | 62.2 | -16.7 | 1.9 | 51.4 | -10.3 | -48.7 | -30.9 | 42.9 | 1.3 | 162.1 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/03/1997
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