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NYSEArca - Delayed Quote USD

Dimensional U.S. Small Cap ETF (DFAS)

54.62
-2.40
(-4.21%)
At close: April 10 at 4:00:00 PM EDT
54.62
0.00
(0.00%)
After hours: April 10 at 4:08:02 PM EDT

ETF Summary

The fund, using a market capitalization weighted approach, is designed to generally purchase a broad and diverse group of securities of U.S. small cap companies. As a non-fundamental policy, normally, the fund will invest at least 80% of its net assets in securities of small cap U.S. companies. The fund may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.

Risk Overview

Performance & Risk

YTD Return -12.20%
5y Average Return 13.84%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.12
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
DFASCategory AverageDFASCategory AverageDFASCategory Average
Alpha -5.26 -6.38 -1.54 -2.98 -5.35 -5.89
BETA 1.12 1.09 1.04 1.06 1.12 1.13
Mean Annual Return 0.47 0.36 1.48 1.37 0.75 0.71
R-squared 74.32 72.89 71.43 70.64 74.37 73.25
Standard Deviation 22.35 22.1 20.86 21.23 20 20.26
Sharpe Ratio 0.05 -0.01 0.72 0.64 0.35 0.33
Treynor Ratio -1.23 -2.37 13.43 11.89 4.7 4.18

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