510-511 / 537
ABC Company Retirement Plan
DFA US Small Cap I - DFSTX
Monitoring Rating: Pass
Objective
The investment seeks long-term capital appreciation. The
fund, using a market capitalization weighted approach,
purchases a broad and diverse group of readily marketable
securities of U.S. small cap companies. A company's market
capitalization is the number of its shares outstanding times its
price per share. In general, the higher the relative market
capitalization of the U.S. small cap company, the greater its
representation in the Portfolio.
Statistics
Inception Date
03/19/1992
Manager Tenure
5.41
Assets($1000s)
$15,876,245
Net Exp Ratio
0.37
12b-1 Fees
-
Average Mkt Cap($1000s)
$1,757,790
# of Holdings
1,983
% of Assets in Top 10
3.40
Risk Characteristics
DFSTX Cat Avg
3 Yr Std Dev
14.44 14.47
5 Yr Std Dev
13.31 13.22
5 Yr Beta
0.94 0.91
5 Yr Alpha
1.48 0.34
5 Yr Sharpe
1.08 0.97
5 Yr Information Ratio
0.36 -0.43
5 Yr Tracking Error
2.48 3.95
5 Yr Upside Capture
96.67 90.17
5 Yr Downside Capture
87.91 87.53
5 Yr Batting Avg
0.48 0.46
Excess Returns vs. Category/Index
vs Russell 2000 TR USD
vs Category Avg
5
0
-5
10-Yr
5-Yr
3-Yr
12-Month
3-Month
1.03
0.91
-0.11
-3.04
-1.54
1.83
1.85
1.54
0.60
-0.61
Calendar Year Performance
2012
2013
2014
2015
2016
DFSTX
18.39
42.21
4.44
-3.29
23.53
Cat Avg
15.59
38.01
4.11
-5.29
20.82
Index
16.35
38.82
4.89
-4.41
21.31
Cat Rank
19
19
56
31
30
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
DFA US Small Cap I
Small - Large
2
1
0
-1
-2
Value - Growth
2
1
0
-1
-2
1
0
-1
-
Small Growth
Small Value
Mid Growth
Mid Value
Top Growth
Top Value
Sector Allocation vs. Category
5
0
-5
-10
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
-1.13
1.37
0.37
1.88
1.54
-1.67
1.05
-6.45
2.56
1.47
0.38
+/-Category Avg
Asset Allocation
Other (0.01%)
Non-US Bonds (0.00%)
US Bonds (0.00%)
Non-US Stocks (0.95%)
US Stocks (97.86%)
Cash (1.18%)