DIMENSIONAL INTERNATIONAL SMALL CAP VALUE ETF ETFs

Posted by Sherie Connelly on Thursday, July 18, 2024
Alpha 1 Year7.41 Average Gain 1 Year11.32 Average Loss 1 Year-7.59 Batting Average 1 Year50.00 Beta 1 Year1.22 Capture Ratio Down 1 Year132.75 Capture Ratio Up 1 Year142.83 Correlation 1 Year93.47 High 1 Year16.21 Information Ratio 1 Year0.51 Low 1 Year10.34 Maximum Loss 1 Year-19.86 Performance Current Year14.44 Performance since Inception2.70 R-Squared (R²) 1 Year87.37 Sharpe Ratio 1 Year0.48 Sortino Ratio 1 Year0.83 Tracking Error 1 Year14.82 Trailing Performance 1 Month6.01 Trailing Performance 1 Week-2.83 Trailing Performance 1 Year20.71 Trailing Performance 2 Years23.56 Trailing Performance 3 Months7.97 Trailing Performance 6 Months27.19 Trailing Return 1 Month-9.81 Trailing Return 1 Year18.52 Trailing Return 2 Months1.84 Trailing Return 2 Years9.07 Trailing Return 3 Months13.82 Trailing Return 6 Months7.95 Trailing Return 9 Months28.09 Trailing Return Since Inception-1.46 Trailing Return YTD - Year to Date7.95 Treynor Ratio 1 Year10.58 Volatility 1 Year37.64

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