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 manager(s)
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
None
Investment method
None

Quick stats

1 Year return

2.41 %

1 Year rank in sector

201/299

Sector

FO Fixed Int - Global

Yield
-
Fund size
-
FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.09 %0.7 %2.41 %5.71 %8.49 %
Sector0.3 %1.5 %4.24 %6.54 %9.53 %
Rank within sector197 / 340216 / 324201 / 299121 / 240100 / 175
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund2.3 %1.79 %1.45 %2.78 %-0.32 %
Sector3.66 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector191 / 307201 / 27443 / 242125 / 20671 / 181
Quartile th3 rd3 rd1 st3 rd2 nd

Risk statistics

Alpha0.94
Beta0.49
Sharpe-0
Volatility2.04
Tracking error2.06
Information ratio-0.03
R-Squared0.41

Price movement

52 week high11.08
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

-