Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Asset Allocation Composite Moderate | NA | 10.52% | 5.33% | 6.75% | 7.80% | 9.94% | NA | 9.85% |
Data as of 12/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dimensional Fund Advisors (DFA) Asset Allocation Composite Moderate | 12/31/2000 | 03/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | 10.52 | 5.33 | 6.75 | 7.80 | 9.94 | NA | 9.85 | -0.90 | 10.44 | 6.87 | -0.32 | 4.56 | 12.68 | 15.80 | -2.22 | 14.35 | 13.05 | 4.46 | 5.93 | 17.44 | 8.31 | 17.50 | 23.29 | 5.12 | 3.32 |
| Sharpe Ratio | NA | 1.25 | 0.60 | 0.79 | 0.84 | NA | NA | 0.99 | -0.12 | 2.10 | 0.79 | -0.04 | 0.75 | 1.81 | 2.12 | -0.16 | 1.36 | 1.09 | 0.50 | 0.29 | 1.90 | 1.02 | 2.22 | 4.06 | 0.71 | 0.14 |
| Standard Deviation(%) | NA | 5.62 | 7.37 | 7.07 | 8.95 | NA | NA | 8.24 | 9.00 | 4.68 | 8.46 | 7.95 | 6.08 | 7.00 | 7.43 | 13.90 | 10.52 | 11.87 | 7.09 | 10.06 | 7.45 | 6.00 | 7.46 | 5.57 | 5.62 | 7.09 |
| Draw Down(%) | NA | 6.16 | 10.00 | 10.00 | 14.37 | NA | NA | 14.37 | 6.16 | 1.88 | 5.61 | 8.07 | 5.00 | 5.83 | 5.87 | 14.37 | 8.51 | 7.57 | 4.92 | 7.21 | 8.74 | 4.33 | 8.88 | 3.68 | 5.21 | 6.29 |
| Yield(%) | NA | 4.15 | 3.70 | 3.57 | 3.42 | NA | NA | 4.04 | 0.15 | 4.18 | 3.36 | 3.72 | 3.83 | 2.78 | 3.91 | 2.19 | 4.52 | 2.16 | 3.83 | 5.01 | 5.19 | 3.53 | 4.08 | 5.87 | 5.20 | 5.09 |
Data as of 12/29/2017, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Asset Allocation Composite Moderate |
3.39%
Oct 2013 - Oct 2016 |
4.72%
Feb 2011 - Feb 2016 |
6.94%
May 2007 - May 2017 |
9.01%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Asset Allocation Composite Moderate |
19.67%
Apr 2003 - Apr 2006 |
15.57%
May 2002 - May 2007 |
12.22%
Apr 2003 - Apr 2013 |
10.16%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart