Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFHBX (Lwas Dfa International High Book To Market Por) | NA | 24.40% | 8.04% | 7.67% | -2.06% | 4.43% | 2.37% | … | … |
Data as of 03/09/2018, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFHBX (Lwas Dfa International High Book To Market Por) | 06/20/1996 | 03/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | 24.40 | 8.04 | 7.67 | -2.06 | 4.43 | 2.37 | … | … | 2.56 | 26.27 | 8.22 | -6.36 | -7.04 | 23.07 | 16.65 | -16.90 | 7.92 | 34.87 | -66.68 | 0.32 | 25.86 | 8.01 | 22.97 | 46.56 | -7.21 | -15.33 | -0.15 | 16.36 | 14.96 | -3.15 | 1.68 |
| Sharpe Ratio | NA | 2.24 | 0.47 | 0.49 | -0.08 | NA | NA | … | … | 0.81 | 2.90 | 0.38 | -0.38 | -0.58 | 1.60 | 0.88 | -0.57 | 0.31 | 0.98 | -1.10 | -0.14 | 1.47 | 0.47 | 1.52 | 3.21 | -0.46 | -1.11 | -0.39 | 1.15 | 0.62 | -0.50 | -0.06 |
| Standard Deviation(%) | NA | 10.54 | 16.42 | 15.28 | 28.50 | NA | NA | … | … | 16.57 | 8.88 | 20.79 | 16.96 | 12.26 | 14.36 | 19.12 | 29.91 | 25.65 | 35.62 | 61.63 | 20.29 | 15.32 | 12.36 | 14.49 | 14.28 | 18.31 | 16.33 | 11.29 | 11.33 | 18.52 | 13.53 | 7.96 |
| Draw Down(%) | NA | 9.66 | 30.40 | 31.56 | 77.11 | NA | NA | … | … | 9.66 | 3.22 | 16.10 | 21.03 | 15.62 | 9.75 | 19.18 | 30.04 | 20.72 | 33.95 | 68.58 | 17.15 | 17.21 | 7.86 | 11.12 | 14.41 | 27.44 | 26.16 | 10.97 | 9.01 | 25.87 | 15.51 | 4.26 |
| Yield(%) | 0.00 | 8.94 | 5.80 | 6.42 | 2.56 | 4.02 | 3.35 | … | … | 3.94 | 4.41 | 3.54 | 6.59 | 6.45 | 8.04 | 10.54 | 6.85 | 6.61 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.13 | 8.44 | 11.39 | 5.19 | 2.70 | 3.77 | 2.78 |
Data as of 03/09/2018, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFHBX (Lwas Dfa International High Book To Market Por) |
-33.29%
Feb 2006 – Feb 2009 |
-19.72%
May 2007 – May 2012 |
-6.26%
May 2007 – May 2017 |
-0.75%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFHBX (Lwas Dfa International High Book To Market Por) |
32.95%
Mar 2003 – Mar 2006 |
24.34%
Oct 2002 – Oct 2007 |
11.15%
Oct 1997 – Oct 2007 |
4.19%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart