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Dimensional Fund Advisors (DFA)
Dimensional Fund Advisors (DFA) Asset Allocation Composite Moderate
Dimensional Fund Advisors (DFA) Asset Allocation Composite Moderate
live (public) 0.48% March 09
Delayed
Holdings (As of 01/31/2018)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | DFLCX (DREYFUS FLOATING RATE INCOME FUND CLASS C) | 0.0% | DFA U.S. Large Company I | 39.34% |
| US Equity | DFSVX (U.S. SMALL CAP VALUE PORTFOLIO U.S. SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS) | 0.78% | DFA U.S. Small Cap Value I | 10.46% |
| US Equity | DFSCX (U.S. MICRO CAP PORTFOLIO U.S. MICRO CAP PORTFOLIO - INSTITUTIONAL CLASS) | 0.81% | DFA U.S. Micro Cap I | 10.40% |
| Real Estate | DFREX (DFA REAL ESTATE SECURITIES PORTFOLIO DFA REAL ESTATE SECURITIES PORTFOLIO - INSTITUTIONAL CLASS) | 0.08% | DFA Real Estate Securities I | 9.60% |
| Emerging Market Equity | DFESX (DFA Emerging Markets Social Core eq Port) | 0.34% | DFA Emerging Markets Social Core Equity | 9.42% |
| International Equity | DISMX (DFA - International Small Cap Growth Por) | 0.13% | DFA International Small Cap Growth | 11.06% |
| International Equity | DIVTX (DFA INTERNATIONAL VALUE PORTFOLIO II DFA INTERNATIONAL VALUE PORTFOLIO II) | 0.19% | DFA Intl Value II | 9.72% |
* Day change on 12/29/2017.
Previous
Beta
Performance (As of 03/09/2018)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Asset Allocation Composite Moderate | -0.5% | 10.5% | 5.3% | 6.7% | 7.8% | 9.9% |
| VFINX (Vanguard (S&P 500) Index) | 7.4% | 14.8% | 19.6% | 16.6% | 13.6% | 14.9% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 11.0% | 12.0% | 9.0% | 8.5% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.4 | 10.5 | 5.3 | 6.7 | 7.8 | 9.9 | 9.9 | 0.0 | 9.1 | -0.9 | 10.4 | 6.9 | -0.3 | 4.6 | 12.7 | 15.8 | -2.2 | 14.4 | 13.1 | 4.5 | 5.9 | 17.4 | 8.3 | 17.5 | 23.3 | 5.1 | 3.3 |
| Sharpe Ratio | NA | 1.25 | 0.6 | 0.79 | 0.84 | NA | NA | NA | 0.99 | -0.12 | 2.1 | 0.79 | -0.04 | 0.75 | 1.81 | 2.12 | -0.16 | 1.36 | 1.09 | 0.5 | 0.29 | 1.9 | 1.02 | 2.22 | 4.06 | 0.71 | 0.14 |
| Draw Down(%) | NA | 6.2 | 10.0 | 10.0 | 14.4 | NA | NA | NA | 14.4 | 6.2 | 1.9 | 5.6 | 8.1 | 5.0 | 5.8 | 5.9 | 14.4 | 8.5 | 7.6 | 4.9 | 7.2 | 8.7 | 4.3 | 8.9 | 3.7 | 5.2 | 6.3 |
| Standard Deviation(%) | NA | 5.6 | 7.4 | 7.1 | 8.9 | NA | NA | NA | 8.2 | 9.0 | 4.7 | 8.5 | 7.9 | 6.1 | 7.0 | 7.4 | 13.9 | 10.5 | 11.9 | 7.1 | 10.1 | 7.5 | 6.0 | 7.5 | 5.6 | 5.6 | 7.1 |
| Treynor Ratio | NA | 0.15 | 0.09 | 0.11 | 0.34 | NA | NA | NA | 0.42 | -0.02 | 0.18 | 0.12 | -0.01 | 0.1 | 0.22 | 0.29 | -0.04 | 0.37 | 0.9 | -0.69 | 0.05 | 0.22 | 0.13 | 0.33 | 2.12 | -0.37 | 1.06 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.02 | NA | NA | NA | 0.03 | -0.06 | 0.0 | 0.01 | 0.0 | 0.0 | -0.01 | 0.03 | -0.01 | 0.03 | 0.04 | 0.01 | 0.01 | 0.03 | 0.02 | 0.04 | 0.07 | 0.01 | 0.01 |
| Beta | NA | 0.46 | 0.49 | 0.5 | 0.22 | NA | NA | NA | 0.19 | 0.44 | 0.53 | 0.55 | 0.45 | 0.47 | 0.57 | 0.54 | 0.56 | 0.39 | 0.14 | -0.05 | 0.58 | 0.64 | 0.49 | 0.51 | 0.11 | -0.11 | 0.01 |
| RSquared | NA | 0.7 | 0.73 | 0.75 | 0.26 | NA | NA | NA | 0.2 | 0.88 | 0.58 | 0.74 | 0.77 | 0.79 | 0.82 | 0.86 | 0.87 | 0.45 | 0.11 | 0.09 | 0.86 | 0.74 | 0.7 | 0.57 | 0.11 | 0.25 | 0.0 |
| Sortino Ratio | NA | 1.7 | 0.81 | 1.09 | 1.16 | NA | NA | NA | 1.39 | -0.14 | 3.34 | 1.06 | -0.06 | 1.05 | 2.52 | 3.28 | -0.22 | 1.95 | 1.56 | 0.69 | 0.39 | 2.85 | 1.52 | 3.16 | 6.48 | 0.93 | 0.19 |
| Yield(%) | N/A | 4.1 | 3.8 | 4.0 | 5.1 | 8.9 | 8.9 | 7.8 | 4.04 | 0.2 | 4.2 | 3.4 | 3.7 | 3.8 | 2.8 | 3.9 | 2.2 | 4.5 | 2.2 | 3.8 | 5.0 | 5.2 | 3.5 | 4.1 | 5.9 | 5.2 | 5.1 |
| Dividend Growth(%) | N/A | 28.8 | 32.5 | 68.0 | N/A | N/A | N/A | N/A | N/A | -96.0 | 34.8 | -10.9 | 2.2 | 52.8 | -17.5 | 74.2 | -44.8 | 142.0 | -41.4 | -19.6 | 12.3 | 62.5 | 0.8 | -14.2 | 19.8 | 4.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to Dimensional Fund Advisors (DFA)
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