Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFTWX (DFA T.A. World ex U.S. Core Equity Portfolio Institutional Class) | NA | -0.87% | -0.58% | 3.29% | 4.72% | NA | NA | 1.97% |
Data as of 09/10/2021, AR inception is 06/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFTWX (DFA T.A. World ex U.S. Core Equity Portfolio Institutional Class) | 06/04/2008 | 09/10/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.10 | -0.87 | -0.58 | 3.29 | 4.72 | NA | NA | 1.97 | -16.87 | 9.11 | 19.85 | -16.87 | 30.51 | 6.16 | -3.56 | -4.98 | 16.61 | 19.41 | -17.01 | 15.57 | 48.36 | -43.75 |
| Sharpe Ratio | NA | -0.05 | -0.06 | 0.12 | 0.22 | NA | NA | 0.07 | -0.64 | 0.29 | 1.70 | -1.34 | 4.15 | 0.36 | -0.24 | -0.47 | 1.37 | 1.20 | -0.65 | 0.73 | 1.62 | -1.26 |
| Standard Deviation(%) | NA | 31.81 | 26.12 | 21.18 | 18.76 | NA | NA | 22.54 | 36.88 | 30.21 | 10.86 | 13.63 | 7.24 | 16.63 | 14.69 | 10.70 | 12.12 | 16.26 | 26.30 | 21.15 | 29.72 | 50.55 |
| Draw Down(%) | NA | 27.94 | 37.81 | 41.84 | 41.84 | NA | NA | 58.65 | 27.94 | 37.81 | 9.68 | 25.22 | 2.41 | 12.12 | 18.34 | 14.22 | 10.84 | 16.98 | 28.40 | 17.90 | 27.63 | 56.27 |
| Yield(%) | 0.00 | 3.84 | 2.83 | 2.97 | 3.24 | 1.99 | 1.49 | 2.30 | 2.49 | 1.77 | 3.10 | 2.30 | 2.72 | 2.54 | 2.32 | 2.69 | 2.76 | 2.73 | 2.55 | 2.05 | 2.52 | 0.51 |
Data as of 09/10/2021, AR inception is 06/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTWX (DFA T.A. World ex U.S. Core Equity Portfolio Institutional Class) |
-5.15%
Mar 2018 - Mar 2021 |
-1.58%
Mar 2015 - Mar 2020 |
1.68%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTWX (DFA T.A. World ex U.S. Core Equity Portfolio Institutional Class) |
26.54%
Feb 2009 - Feb 2012 |
20.02%
Feb 2009 - Feb 2014 |
11.03%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart