Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DTMIX (DFA Tax-Managed DFA International Value Portfolio;Institutional) | NA | 36.53% | 5.52% | 7.54% | 6.63% | 3.41% | 6.49% | 5.49% |
Data as of 09/10/2021, AR inception is 09/17/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTMIX (DFA Tax-Managed DFA International Value Portfolio;Institutional) | 09/17/1999 | 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 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.37 | 36.53 | 5.52 | 7.54 | 6.63 | 3.41 | 6.49 | 5.49 | 14.18 | -1.57 | 15.86 | -17.32 | 25.94 | 8.21 | -6.42 | -7.53 | 22.65 | 16.35 | -16.71 | 10.21 | 37.79 | -44.38 | 10.79 | 32.56 | 17.29 | 27.04 | 46.23 | -13.86 | -14.25 | -1.03 | 1.81 |
| Sharpe Ratio | NA | 2.10 | 0.18 | 0.34 | 0.31 | NA | NA | 0.20 | 1.44 | -0.05 | 1.19 | -1.27 | 2.88 | 0.39 | -0.38 | -0.61 | 1.57 | 0.85 | -0.56 | 0.43 | 1.09 | -1.01 | 0.42 | 2.05 | 1.43 | 1.85 | 3.39 | -0.83 | -1.03 | -0.46 | 0.28 |
| Standard Deviation(%) | NA | 16.54 | 23.71 | 19.75 | 19.32 | NA | NA | 21.08 | 14.72 | 36.07 | 12.16 | 14.72 | 8.84 | 20.65 | 17.01 | 12.31 | 14.42 | 19.22 | 29.77 | 23.43 | 34.49 | 44.75 | 18.39 | 14.34 | 10.60 | 14.13 | 13.42 | 18.04 | 16.31 | 11.07 | 10.41 |
| Draw Down(%) | NA | 10.17 | 42.38 | 47.75 | 47.75 | NA | NA | 65.11 | 10.17 | 41.57 | 12.15 | 26.01 | 3.20 | 15.96 | 20.91 | 15.74 | 9.76 | 19.29 | 29.88 | 19.96 | 33.55 | 56.70 | 12.92 | 15.92 | 7.76 | 11.14 | 13.44 | 27.70 | 26.69 | 11.93 | 3.22 |
| Yield(%) | 0.00 | 5.26 | 3.24 | 3.58 | 3.91 | 3.53 | 5.88 | 4.90 | 3.64 | 1.97 | 3.72 | 2.69 | 3.22 | 3.15 | 2.96 | 4.16 | 2.76 | 3.01 | 3.16 | 2.21 | 2.91 | 3.21 | 11.48 | 8.80 | 4.09 | 2.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/10/2021, AR inception is 09/17/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTMIX (DFA Tax-Managed DFA International Value Portfolio;Institutional) |
-16.77%
Feb 2006 - Feb 2009 |
-8.46%
May 2007 - May 2012 |
-0.02%
May 2007 - May 2017 |
1.90%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTMIX (DFA Tax-Managed DFA International Value Portfolio;Institutional) |
37.25%
Mar 2003 - Mar 2006 |
28.23%
Oct 2002 - Oct 2007 |
11.00%
Mar 2003 - Mar 2013 |
9.87%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart