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Dimensional US Large Cap Value ETF (DFLV)

29.23
-1.43
(-4.66%)
At close: April 3 at 4:00:00 PM EDT

ETF Summary

To achieve the fund’s investment objective, the Advisor implements an integrated investment approach that combines research, portfolio design, portfolio management, and trading functions. As a non-fundamental policy, under normal circumstances, the Portfolio will invest at least 80% of its net assets in securities of large cap U.S. companies.

Risk Overview

Performance & Risk

YTD Return -2.26%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.00
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
DFLVCategory AverageDFLVCategory AverageDFLVCategory Average
Alpha 0 -2.34 0 -2.02 0 -2.74
BETA 0 0.86 0 0.92 0 0.94
Mean Annual Return 0 0.81 0 1.17 0 0.83
R-squared 0 78.56 0 80.71 0 82.86
Standard Deviation 0 16.47 0 18.07 0 15.68
Sharpe Ratio 0 0.32 0 0.62 0 0.51
Treynor Ratio 0 4.12 0 11.07 0 7.44

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