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DTMIX: DFA Tax-Managed DFA International Value Portfolio;Institutional (MUTUAL FUND)
Basic Info
| Asset Class: | Foreign Large Value |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 09/17/1999 |
| Last Dividend Date: | 06/29/2021 |
| 12-Mo. Yield | 5.26% |
| Expenses | 0.50% |
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Performance Analytics (As of 09/10/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 09/17/1999 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.4 | 34.9 | 5.1 | 7.4 | 6.3 | 3.4 | 6.5 | 5.2 | 14.2 | -1.6 | 15.9 | -17.3 | 25.9 | 8.2 | -6.4 | -7.5 | 22.6 | 16.3 | -16.7 | 10.2 | 37.8 | -44.4 | 10.8 | 32.6 | 17.3 | 27.0 | 46.2 | -13.9 | -14.2 | -1.0 | 1.8 |
| Sharpe Ratio | NA | 2.1 | 0.18 | 0.34 | 0.31 | NA | NA | 0.2 | 1.44 | -0.05 | 1.19 | -1.27 | 2.88 | 0.39 | -0.38 | -0.61 | 1.57 | 0.85 | -0.56 | 0.43 | 1.09 | -1.01 | 0.42 | 2.05 | 1.43 | 1.85 | 3.39 | -0.83 | -1.03 | -0.46 | 0.28 |
| Draw Down(%) | NA | 10.2 | 42.4 | 47.8 | 47.8 | NA | NA | 65.1 | 10.2 | 41.6 | 12.2 | 26.0 | 3.2 | 16.0 | 20.9 | 15.7 | 9.8 | 19.3 | 29.9 | 20.0 | 33.6 | 56.7 | 12.9 | 15.9 | 7.8 | 11.1 | 13.4 | 27.7 | 26.7 | 11.9 | 3.2 |
| Standard Deviation(%) | NA | 16.5 | 23.7 | 19.7 | 19.3 | NA | NA | 21.1 | 14.7 | 36.1 | 12.2 | 14.7 | 8.8 | 20.7 | 17.0 | 12.3 | 14.4 | 19.2 | 29.8 | 23.4 | 34.5 | 44.7 | 18.4 | 14.3 | 10.6 | 14.1 | 13.4 | 18.0 | 16.3 | 11.1 | 10.4 |
| Treynor Ratio | NA | 0.33 | 0.04 | 0.06 | 0.05 | NA | NA | 0.04 | 0.2 | -0.02 | 0.13 | -0.17 | 0.23 | 0.07 | -0.06 | -0.07 | 0.21 | 0.15 | -0.15 | 0.09 | 0.32 | -0.44 | 0.08 | 0.31 | 0.18 | 0.27 | 0.57 | -0.19 | -0.25 | -0.07 | 0.03 |
| Alpha | NA | 0.01 | -0.02 | -0.01 | -0.01 | NA | NA | 0.0 | 0.03 | -0.04 | -0.02 | -0.01 | -0.02 | 0.01 | 0.0 | 0.0 | 0.0 | -0.02 | 0.0 | 0.01 | 0.0 | -0.01 | 0.0 | 0.02 | 0.01 | 0.03 | 0.04 | -0.01 | -0.02 | 0.02 | -0.05 |
| Beta | NA | 1.04 | 1.14 | 1.14 | 1.12 | NA | NA | 1.03 | 1.05 | 1.17 | 1.07 | 1.09 | 1.13 | 1.12 | 1.05 | 1.05 | 1.08 | 1.12 | 1.1 | 1.08 | 1.16 | 1.04 | 0.94 | 0.94 | 0.86 | 0.96 | 0.8 | 0.79 | 0.67 | 0.78 | 0.87 |
| RSquared | NA | 0.91 | 0.95 | 0.94 | 0.95 | NA | NA | 0.91 | 0.88 | 0.97 | 0.93 | 0.94 | 0.86 | 0.94 | 0.96 | 0.93 | 0.94 | 0.96 | 0.98 | 0.98 | 0.97 | 0.94 | 0.9 | 0.91 | 0.74 | 0.73 | 0.82 | 0.75 | 0.65 | 0.72 | 0.69 |
| Yield(%) | N/A | 5.3 | 3.2 | 3.6 | 3.9 | 3.5 | 5.9 | N/A | 3.6 | 2.0 | 3.7 | 2.7 | 3.2 | 3.2 | 3.0 | 4.2 | 2.8 | 3.0 | 3.2 | 2.2 | 2.9 | 3.2 | 11.5 | 8.8 | 4.1 | 2.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | 89.0 | 19.3 | 6.6 | -25.5 | N/A | N/A | N/A | 75.5 | -39.8 | 9.4 | 1.9 | 10.3 | -4.7 | -35.9 | 73.5 | 2.1 | -21.5 | 51.4 | 3.9 | -51.0 | -72.7 | 58.4 | 148.9 | 106.0 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/17/1999
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