NYSEArca - Delayed Quote USD

Dimensional Emerging Core Equity Market ETF (DFAE)

25.55
-0.50
(-1.92%)
At close: April 3 at 4:00:00 PM EDT
24.70
-0.85
(-3.33%)
Pre-Market: 7:48:06 AM EDT

ETF Summary

The fund is designed to purchase a broad and diverse group of readily marketable emerging markets equity securities that is composed of companies within the Emerging Markets Universe that meet the Advisor's investment criteria. The Advisor defines the "Emerging Markets Universe" as a market capitalization weighted set of non-U.S. companies associated with emerging markets, which may include frontier markets that have been designated as Approved Markets for investment by the Advisor.

Risk Overview

Performance & Risk

YTD Return 0.93%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.93
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
DFAECategory AverageDFAECategory AverageDFAECategory Average
Alpha -2.77 -3.58 0 -2.44 0 -1.03
BETA 0.93 0.94 0 0.98 0 0.99
Mean Annual Return 0.24 0.18 0 0.51 0 0.4
R-squared 79.86 77.26 0 77.14 0 75.92
Standard Deviation 16.82 17.35 0 18.95 0 17.13
Sharpe Ratio -0.09 -0.13 0 0.19 0 0.17
Treynor Ratio -3.15 -4.04 0 1.84 0 1.44

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