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NYSEArca - Delayed Quote USD

Dimensional Inflation-Protected Securities ETF (DFIP)

41.58
-0.01
(-0.02%)
At close: April 9 at 3:59:50 PM EDT
38.51
-3.07
(-7.38%)
Pre-Market: 5:42:07 AM EDT

ETF Summary

Under normal circumstances, at least 80% of the Portfolio’s net assets will be invested in inflation-protected securities. Generally, the Portfolio will purchase inflation-protected securities with maturities between five and twenty years from the date of settlement. Under normal circumstances, when determining its duration, the Portfolio will consider an average duration similar to its benchmark, the Bloomberg U.S. TIPS Index.

Risk Overview

Performance & Risk

YTD Return 3.18%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.92
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
DFIPCategory AverageDFIPCategory AverageDFIPCategory Average
Alpha -0.66 -1.31 0 2.2 0 0.64
BETA 0.92 0.78 0 0.94 0 0.96
Mean Annual Return 0.04 0.03 0 0.18 0 0.19
R-squared 76.31 73.53 0 69.76 0 67.72
Standard Deviation 8.11 8.98 0 7.09 0 5.84
Sharpe Ratio -0.51 -0.56 0 -0.04 0 0.06
Treynor Ratio -4.88 -5.74 0 -0.15 0 0.38

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