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

0.31 %

1 Year rank in sector

202/305

Sector

FO Fixed Int - Global

Yield
-
Fund size
-
FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.15 %1.84 %0.4 %6.39 %9.04 %
Sector0.1 %2.61 %2.18 %5.48 %10.64 %
Rank within sector163 / 339201 / 329202 / 305109 / 26097 / 187
Quartile th2 nd3 rd3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund2.02 %1.79 %1.45 %2.78 %-0.32 %
Sector2.81 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector195 / 325208 / 29242 / 267135 / 23281 / 204
Quartile th3 rd3 rd1 st3 rd2 nd

Risk statistics

Alpha1.06
Beta0.49
Sharpe-0
Volatility2.09
Tracking error2.1
Information ratio0.1
R-Squared0.42

Price movement

52 week high11.23
52 week low10.8
Current bid price0
Current offer price0
Current mid price11

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-