Regression from Mar 2006 - Aug 2014

Rm-Rf Alpha R2
1.21 -1.43% 0.953
Standard error 0.0268 0.0012
t-statistics 45.23 -0.95

Fund Profile

Symbol DFVEX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Mar 2006 - Aug 2014

Month RaR Rm-Rf Rf
200603 3.52 1.46 0.37
200604 1.13 0.72 0.36
200605 -3.98 -3.57 0.43
200606 -0.21 -0.35 0.40
200607 -2.02 -0.78 0.40
200608 2.28 2.03 0.42
200609 1.70 1.84 0.41
200610 4.28 3.23 0.41
200611 2.90 1.71 0.42
200612 1.17 0.87 0.40
200701 1.92 1.41 0.44
200702 -0.66 -1.95 0.38
200703 0.95 0.68 0.43
200704 2.92 3.49 0.44
200705 4.20 3.24 0.41
200706 -1.58 -1.96 0.40
200707 -5.61 -3.74 0.40
200708 0.47 0.92 0.42
200709 1.79 3.23 0.32
200710 0.65 1.80 0.32
200711 -6.51 -4.82 0.34
200712 -1.08 -0.86 0.27
200801 -4.76 -6.35 0.21
200802 -3.33 -3.09 0.13
200803 -0.43 -0.94 0.17
200804 4.44 4.60 0.18
200805 3.42 1.86 0.18
200806 -9.52 -8.44 0.17
200807 0.78 -0.77 0.15
200808 2.86 1.53 0.13
200809 -8.44 -9.24 0.15
200810 -20.65 -17.23 0.08
200811 -11.03 -7.86 0.03
200812 4.63 1.66 0.09
200901 -12.16 -8.12 0.00
200902 -12.59 -10.09 0.01
200903 10.08 8.95 0.02
200904 16.26 10.19 0.01
200905 4.34 5.21 0.00
200906 0.00 0.43 0.01
200907 10.32 7.72 0.01
200908 4.61 3.32 0.01
200909 5.21 4.08 0.01
200910 -5.46 -2.59 0.00
200911 3.62 5.56 0.00
200912 5.96 2.75 0.01
201001 -2.81 -3.36 0.00
201002 4.91 3.40 0.00
201003 7.55 6.32 0.01
201004 5.13 2.00 0.00
201005 -8.06 -7.89 0.01
201006 -7.73 -5.56 0.01
201007 7.38 6.92 0.01
201008 -6.87 -4.77 0.01
201009 11.00 9.54 0.01
201010 3.72 3.88 0.01
201011 2.39 0.60 0.01
201012 8.59 6.82 0.01
201101 1.37 2.01 0.01
201102 5.11 3.49 0.01
201103 1.65 0.48 0.01
201104 2.07 2.90 0.00
201105 -1.94 -1.27 0.00
201106 -2.16 -1.75 0.00
201107 -3.68 -2.34 0.00
201108 -8.70 -6.00 0.01
201109 -10.89 -7.60 0.00
201110 14.57 11.34 0.00
201111 -0.51 -0.26 0.00
201112 0.72 0.74 0.00
201201 6.14 5.06 0.00
201202 4.15 4.43 0.00
201203 2.41 3.11 0.00
201204 -1.45 -0.84 0.00
201205 -7.25 -6.20 0.01
201206 3.96 3.88 0.00
201207 -0.19 0.79 0.00
201208 3.62 2.56 0.01
201209 3.22 2.74 0.01
201210 -0.53 -1.75 0.01
201211 1.25 0.77 0.01
201212 2.92 1.18 0.01
201301 6.88 5.58 0.00
201302 1.13 1.28 0.00
201303 4.46 4.03 0.00
201304 -0.08 1.56 0.00
201305 4.34 2.81 0.00
201306 -0.80 -1.21 0.00
201307 6.48 5.65 0.00
201308 -3.25 -2.69 0.00
201309 4.93 3.76 0.00
201310 4.02 4.17 0.00
201311 3.86 3.12 0.00
201312 2.77 2.81 0.00
201401 -4.11 -3.26 0.00
201402 4.67 4.65 0.00
201403 1.34 0.41 0.00
201404 -1.15 -0.14 0.00
201405 1.46 2.06 0.00
201406 3.79 2.59 0.00
201407 -3.65 -2.05 0.00
201408 4.45 4.23 0.00

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