DFA GLOBAL SOCIAL CORE EQUITY PORTFOLIO INSTITUTIONAL CLASS

Alpha 1 Year0.29 Alpha 3 Years0.03 Average Gain 1 Year4.80 Average Gain 3 Years4.29 Average Loss 1 Year-3.18 Average Loss 3 Years-4.30 Batting Average 1 Year50.00 Batting Average 3 Years50.00 Beta 1 Year1.10 Beta 3 Years1.06 Capture Ratio Down 1 Year110.36 Capture Ratio Down 3 Years103.07 Capture Ratio Up 1 Year104.22 Capture Ratio Up 3 Years102.68 Correlation 1 Year99.58 Correlation 3 Years99.07 High 1 Year14.19 Information Ratio 1 Year-0.10 Information Ratio 3 Years0.00 Low 1 Year11.02 Maximum Loss 1 Year-10.80 Maximum Loss 3 Years-26.36 Performance Current Year11.07 Performance since Inception57.55 Risk adjusted Return 3 Years-1.90 Risk adjusted Return Since Inception-1.90 R-Squared (R²) 1 Year99.16 R-Squared (R²) 3 Years98.14 Sortino Ratio 1 Year2.14 Sortino Ratio 3 Years0.23 Tracking Error 1 Year2.42 Tracking Error 3 Years2.59 Trailing Performance 1 Month1.71 Trailing Performance 1 Week-1.31 Trailing Performance 1 Year15.68 Trailing Performance 2 Years31.36 Trailing Performance 3 Months5.75 Trailing Performance 3 Years15.70 Trailing Performance 4 Years62.37 Trailing Performance 6 Months9.97 Trailing Return 1 Month0.71 Trailing Return 1 Year18.16 Trailing Return 2 Months5.68 Trailing Return 2 Years17.68 Trailing Return 3 Months1.43 Trailing Return 3 Years4.71 Trailing Return 4 Years13.98 Trailing Return 6 Months9.20 Trailing Return 9 Months22.61 Trailing Return Since Inception9.95 Trailing Return YTD - Year to Date9.20 Treynor Ratio 1 Year17.74 Treynor Ratio 3 Years1.14

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