Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFEPX (DFA Emerging Markets Value Ptf Cl R2) | NA | 9.80% | 12.71% | 2.96% | 3.62% | -6.55% | NA | -6.41% |
Data as of 06/16/2023, AR inception is 01/29/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFEPX (DFA Emerging Markets Value Ptf Cl R2) | 01/29/2008 | 06/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.80 | 12.71 | 2.96 | 3.62 | -6.55 | NA | -6.41 | 8.82 | -9.38 | 8.42 | 2.43 | 6.82 | -13.96 | 30.23 | 16.99 | -20.90 | -6.77 | -7.47 | 14.95 | -28.23 | -2.00 | 22.38 | -83.90 |
| Sharpe Ratio | NA | 0.48 | 0.78 | 0.09 | 0.18 | NA | NA | -0.20 | 1.47 | -0.64 | 0.61 | 0.08 | -1.35 | -2.34 | 1.17 | -0.95 | -2.29 | -2.06 | -1.83 | -0.21 | -1.81 | -0.83 | 0.08 | -0.92 |
| Standard Deviation(%) | NA | 13.58 | 14.84 | 17.71 | 16.24 | NA | NA | 33.75 | 10.63 | 16.92 | 13.86 | 27.39 | 12.17 | 15.18 | 9.47 | 18.03 | 17.21 | 12.28 | 14.20 | 16.99 | 25.80 | 24.71 | 48.04 | 115.88 |
| Draw Down(%) | NA | 13.39 | 23.18 | 40.64 | 47.83 | NA | NA | 87.13 | 8.11 | 23.18 | 10.75 | 40.60 | 14.06 | 23.90 | 5.23 | 12.72 | 30.48 | 20.28 | 18.49 | 20.32 | 34.71 | 24.07 | 31.89 | 86.27 |
| Yield(%) | 0.00 | 4.04 | 5.19 | 3.23 | 2.91 | 1.10 | 1.03 | 1.37 | 0.25 | 3.58 | 6.24 | 2.19 | 2.41 | 1.86 | 2.99 | 2.53 | 1.95 | 2.27 | 3.31 | 3.74 | 2.55 | 18.80 | 20.00 | 8.05 |
Data as of 06/16/2023, AR inception is 01/29/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFEPX (DFA Emerging Markets Value Ptf Cl R2) |
-33.78%
Feb 2008 - Feb 2011 |
-24.28%
May 2008 - May 2013 |
-11.41%
May 2008 - May 2018 |
-7.28%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFEPX (DFA Emerging Markets Value Ptf Cl R2) |
23.05%
Feb 2009 - Feb 2012 |
11.77%
Feb 2016 - Feb 2021 |
7.35%
Feb 2009 - Feb 2019 |
-6.77%
Mar 2008 - Mar 2023 |
Annualized Rolling Returns Comparison Chart