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

0.68 %

1 Year rank in sector

178/307

Sector

FO Fixed Int - Global

Yield
-
Fund size
-
FE Risk score

83

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.09 %1.65 %0.68 %6.58 %8.88 %
Sector-0.06 %2.23 %1.83 %6.21 %9.68 %
Rank within sector225 / 345196 / 332178 / 307111 / 25699 / 185
Quartile th3 rd3 rd3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund2.3 %1.79 %1.45 %2.78 %-0.32 %
Sector3.38 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector191 / 319206 / 28842 / 260133 / 22479 / 198
Quartile th3 rd3 rd1 st3 rd2 nd

Risk statistics

Alpha1.23
Beta0.49
Sharpe-0
Volatility2.07
Tracking error2.09
Information ratio0.15
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

-