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DWFIX: DFA World ex US Gvrnmnt Fxd Incm Prt Ins (MUTUAL FUND)
Basic Info 8.34 0.01(0.12%) April 19
Asset Class: | WORLD BOND |
MyPlanIQ Rating: | (7%) |
Start Date: | 02/15/2012 |
Last Dividend Date: | 12/11/2023 |
12-Mo. Yield | 4.49% |
Expenses | 0.19% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/15/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.0 | -2.3 | 5.1 | -4.6 | -1.5 | 1.6 | 2.0 | 10.0 | -18.9 | -6.3 | 6.3 | 8.5 | 3.3 | 3.2 | 5.5 | 0.8 | 12.3 | -2.2 | 6.3 |
Sharpe Ratio | NA | -1.41 | 0.11 | -0.87 | -0.44 | 0.13 | 0.24 | 0.74 | -2.27 | -1.42 | 1.24 | 1.7 | 0.64 | 0.76 | 1.19 | 0.16 | 4.01 | -0.59 | 2.47 |
Draw Down(%) | NA | 2.5 | 4.0 | 23.6 | 24.8 | 24.8 | 24.8 | 4.9 | 21.0 | 6.5 | 6.3 | 3.7 | 2.2 | 2.3 | 5.0 | 5.6 | 1.4 | 5.7 | 1.5 |
Standard Deviation(%) | NA | 6.1 | 6.7 | 7.4 | 6.5 | 5.3 | 5.0 | 7.7 | 9.0 | 4.5 | 4.9 | 4.2 | 3.0 | 3.4 | 4.5 | 5.0 | 3.1 | 3.7 | 2.9 |
Treynor Ratio | NA | -0.04 | 0.01 | -0.12 | -0.06 | 0.02 | 0.04 | 0.11 | -0.4 | -0.16 | 0.21 | 0.24 | 2.05 | 0.12 | 0.25 | 0.09 | 0.5 | -0.08 | 0.39 |
Alpha | NA | 0.0 | 0.02 | 0.0 | 0.0 | 0.01 | 0.01 | 0.03 | -0.04 | -0.01 | 0.01 | 0.02 | 0.01 | 0.0 | 0.02 | 0.01 | 0.05 | 0.0 | 0.02 |
Beta | NA | 1.96 | 0.57 | 0.52 | 0.45 | 0.31 | 0.3 | 0.53 | 0.51 | 0.4 | 0.29 | 0.3 | 0.01 | 0.22 | 0.21 | 0.1 | 0.24 | 0.26 | 0.18 |
RSquared | NA | 0.18 | 0.31 | 0.32 | 0.29 | 0.19 | 0.19 | 0.34 | 0.35 | 0.2 | 0.26 | 0.12 | 0.0 | 0.19 | 0.15 | 0.02 | 0.2 | 0.26 | 0.12 |
Yield(%) | N/A | 0.0 | 4.6 | 1.9 | 2.3 | 3.7 | N/A | 4.6 | 0.0 | 1.8 | 1.8 | 4.4 | 7.4 | 0.2 | 2.9 | 6.9 | 9.0 | 1.7 | 3.0 |
Dividend Growth(%) | N/A | -100.0 | N/A | -58.7 | -53.7 | N/A | N/A | N/A | -100.0 | 5.6 | -59.1 | -42.1 | 3700.0 | -92.9 | -61.1 | -20.0 | 400.0 | -40.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/15/2012
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