Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFPRX (Dfa Gb Al60/40R2) | NA | 13.82% | 8.09% | 5.74% | 6.17% | 5.73% | NA | … | … |
Data as of 06/16/2023, Common starting date is 03/08/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFPRX (Dfa Gb Al60/40R2) | 03/08/2004 | 06/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.82 | 8.09 | 5.74 | 6.17 | 5.73 | NA | … | … | 5.91 | -8.98 | 8.23 | 11.29 | 17.81 | -6.57 | 13.79 | 8.62 | -1.98 | 3.49 | 15.75 | 12.68 | -2.38 | 13.29 | 25.16 | -26.22 | 3.62 | 12.93 | 4.80 | 7.43 |
| Sharpe Ratio | NA | 0.88 | 0.64 | 0.36 | 0.53 | NA | NA | … | … | 1.08 | -0.73 | 0.94 | 0.56 | 2.32 | -0.90 | 3.09 | 0.96 | -0.23 | 0.53 | 2.11 | 1.44 | -0.15 | 1.05 | 1.31 | -1.15 | 0.06 | 1.38 | 0.40 | 1.13 |
| Standard Deviation(%) | NA | 11.94 | 10.85 | 12.50 | 10.27 | NA | NA | … | … | 8.12 | 14.24 | 8.76 | 19.69 | 7.07 | 8.77 | 4.28 | 8.75 | 8.61 | 6.55 | 7.45 | 8.87 | 15.99 | 12.52 | 19.12 | 23.61 | 9.88 | 7.01 | 6.51 | 7.15 |
| Draw Down(%) | NA | 11.33 | 18.18 | 23.64 | 23.64 | NA | NA | … | … | 5.37 | 18.18 | 6.61 | 23.64 | 4.04 | 12.85 | 1.43 | 6.61 | 9.13 | 5.88 | 5.77 | 7.97 | 15.78 | 9.78 | 19.42 | 35.91 | 6.65 | 6.94 | 4.31 | 5.93 |
| Yield(%) | 0.00 | 4.26 | 4.52 | 3.70 | 3.23 | 3.06 | 3.13 | … | … | 0.08 | 3.57 | 5.26 | 3.35 | 2.71 | 2.39 | 2.12 | 1.97 | 1.64 | 1.48 | 1.56 | 2.03 | 2.11 | 1.66 | 1.56 | 1.01 | 1.80 | 1.03 | 2.70 | 1.30 |
Data as of 06/16/2023, Common starting date is 03/08/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFPRX (Dfa Gb Al60/40R2) |
-10.11%
Feb 2006 – Feb 2009 |
0.12%
May 2007 – May 2012 |
3.99%
Feb 2006 – Feb 2016 |
4.18%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFPRX (Dfa Gb Al60/40R2) |
19.59%
Feb 2009 – Feb 2012 |
15.97%
Feb 2009 – Feb 2014 |
10.08%
Feb 2009 – Feb 2019 |
6.38%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart