Fact sheet: Dimensional Five Year Gbl FI Pfl

Fund information

Fund name
Dimensional Five Year Global Fixed Income Portfolio
Fund company manager
Dimensional Fund Advisors(US)
Fund type
SIB
Fund objective
To provide a market rate of return for a fixed income portfolio with low relative volatility of returns.The Five-Year Global Portfolio seeks to focus the eligible universe on securities with relatively less expected upward or downward movement in market value.
Benchmark
-
Investment style
-
Investment method
None

Quick stats

1 Year return

0.59 %

1 Year rank in sector

170/303

Sector

FO Fixed Int - Global

Yield
-
Fund size
-
FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.46 %1.83 %0.59 %6.1 %9.63 %
Sector0.77 %2.49 %1.59 %5.71 %11.03 %
Rank within sector203 / 339194 / 326170 / 303114 / 25898 / 185
Quartile th3 rd3 rd3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund2.3 %1.79 %1.45 %2.78 %-0.32 %
Sector3.25 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector194 / 319204 / 28641 / 262134 / 22779 / 200
Quartile th3 rd3 rd1 st3 rd2 nd

Risk statistics

Alpha1.22
Beta0.49
Sharpe-0
Volatility2.08
Tracking error2.1
Information ratio0.13
R-Squared0.42

Price movement

52 week high11.21
52 week low10.8
Current bid price0
Current offer price0
Current mid price11.03

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-