We have updated the Dimensional Fund Performance Graphs page. The page includes periodic performance data, growth of wealth graphs and average performance bar charts for the previous 1 month, 3 months, 6 months, 1 year, 3 years, 5 years and 10 years.
Commentary:
The graphs show a negative month of returns for all asset classes with all of the risk premiums under-performing the large company benchmarks.
Over the long run, however, the data continues to clearly show the existence of the risk premiums (small, value and emerging markets) that the research tells us should exist:
Australian Share Trusts - 10 Year returns
|
|
10 Yr Return
to April 2011
|
Premium over ASX 200
Accumulation Index
|
|
ASX 200 Accumulation Index
|
8.20%
|
-
|
|
Dimensional Aust Value Trust
|
11.82%
|
3.62%
|
|
Dimensional Aust Small Company Trust
|
12.15%
|
3.95%
|
International Share Trusts - 10 Year returns
|
|
10 Yr Return
to April 2011
|
Premium over MSCI World (ex Aust) Index
|
|
MSCI World (ex Aust) Index
|
-3.52%
|
-
|
|
Dimensional Global Value Trust
|
-0.97%
|
2.55%
|
|
Dimensional Global Small Company Trust
|
1.95%
|
5.47%
|
|
Dimensional Emerging Markets Trust
|
7.95%
|
11.47%
|
NB - These numbers are annualised returns for the 10 year period.
Regards,
Scott Keefer
