Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFBMX (LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO) | NA | 17.15% | 11.70% | 13.93% | 9.70% | 10.35% | 4.12% | 5.97% |
Data as of 03/09/2018, AR inception is 09/09/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFBMX (LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO) | 09/09/1996 | 03/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.00 | 17.15 | 11.70 | 13.93 | 9.70 | 10.35 | 4.12 | 5.97 | 2.55 | 19.01 | 18.83 | -3.54 | 10.01 | 40.27 | 21.93 | -3.25 | 19.84 | 27.16 | -42.14 | -9.27 | 15.02 | 8.42 | 16.82 | 32.68 | -17.09 | -11.06 | -8.85 | -10.36 | 6.25 | 22.00 | 9.83 |
| Sharpe Ratio | NA | 1.51 | 0.81 | 1.01 | 0.38 | NA | NA | 0.20 | 0.73 | 2.25 | 1.21 | -0.22 | 0.79 | 3.11 | 1.46 | -0.12 | 0.91 | 0.71 | -0.90 | -0.67 | 0.98 | 0.56 | 1.32 | 1.80 | -0.74 | -0.57 | -0.51 | -0.68 | 0.14 | 1.23 | 3.57 |
| Standard Deviation(%) | NA | 10.83 | 14.07 | 13.64 | 24.54 | NA | NA | 21.63 | 18.42 | 8.22 | 15.35 | 16.57 | 12.65 | 12.92 | 15.11 | 27.61 | 21.65 | 37.95 | 47.59 | 18.36 | 12.02 | 11.18 | 11.98 | 17.80 | 24.47 | 23.76 | 25.04 | 19.88 | 20.58 | 14.95 | 8.80 |
| Draw Down(%) | NA | 10.37 | 18.97 | 18.97 | 62.31 | NA | NA | 68.65 | 10.37 | 4.28 | 12.48 | 14.63 | 10.28 | 5.75 | 13.00 | 26.85 | 18.93 | 36.47 | 55.92 | 19.75 | 8.39 | 7.50 | 7.46 | 17.16 | 33.08 | 25.16 | 18.61 | 27.17 | 28.10 | 11.71 | 3.60 |
| Yield(%) | 0.00 | 17.63 | 11.70 | 11.53 | 7.72 | 8.93 | 3.43 | 4.92 | 4.14 | 13.87 | 9.07 | 9.82 | 8.46 | 6.35 | 2.17 | 1.70 | 1.63 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.31 |
Data as of 03/09/2018, AR inception is 09/09/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFBMX (LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO) |
-24.05%
Feb 2006 - Feb 2009 |
-12.29%
Mar 1998 - Mar 2003 |
-7.35%
Feb 1999 - Feb 2009 |
0.08%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFBMX (LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO) |
29.31%
Feb 2009 - Feb 2012 |
27.01%
Feb 2009 - Feb 2014 |
9.18%
Feb 2008 - Feb 2018 |
9.96%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart