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Financial Happenings Blog
Thursday, May 26 2011

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.


Growth of Wealth Example


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



Dimensional Aust Value Trust



Dimensional Aust Small Company Trust



International Share Trusts - 10 Year returns


10 Yr Return

to April 2011

Premium over MSCI World (ex Aust) Index

MSCI World (ex Aust) Index



Dimensional Global Value Trust



Dimensional Global Small Company Trust



Dimensional Emerging Markets Trust



NB - These numbers are annualised returns for the 10 year period.

Please click on the following link to be taken to the graphs - Dimensional Fund Performance Graphs

For anyone new to our website, it is important to point out that we build investment portfolios for clients based on the best available academic research.  Take a look at our Building Portfolios and Our Research Based Approach pages for more details.  In our view, this research compels us to use the three factor model developed by Fama and French.  In Australia, the most effective method of investing using this model is through trusts implemented by Dimensional Fund Advisors.  We do not receive any form of commission or payment from Dimensional for using their trusts.  We use them because they provide the returns clients are entitled to from share markets.

However, academic theory is nothing if it can not be implemented and provide the returns that are promised by the research.  Therefore, we like to provide the historical returns of the funds that we use to build investment portfolios.

Please let us know if you have any feedback regarding these graphs by using the Request for More Information form to the right or via our User Voice feedback forum.



Scott Keefer

Posted by: AT 12:36 pm   |  Permalink   |  Email
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