The DFA Dimensional Retirement Income Fund Portfolio is exposed for 20.4% on the Stock Market.

In the last 10 years, it obtained a 4.76% compound annual return, with a 3.72% standard deviation (*).

(*) Last Update: June 2019

The DFA Dimensional Retirement Income Fund Portfolio has the following asset allocation:

20.4% Stocks
79.6% Fixed Income
0% Commodities

The DFA Dimensional Retirement Income Fund Portfolio can be replicated with the following ETFs:

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2007, now would be worth 1682.94$, with a total return of 68.29% (4.25% annualized).

Capital Growth:
Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.03%
0.00%
1 - 0
YTD
+6.99%
-0.66%
May 2019 - May 2019
5 - 1
1Y
+4.82%
4.47%
-3.15%
Sep 2018 - Dec 2018
8 - 4
3Y
+4.05%
annualized
3.08%
-3.15%
Sep 2018 - Dec 2018
26 - 10
5Y
+2.78%
annualized
3.30%
-3.40%
May 2015 - Sep 2015
38 - 22
10Y
+4.76%
annualized
3.72%
-4.34%
May 2013 - Jun 2013
84 - 36
MAX
Dec 2006
+4.25%
annualized
4.76%
-12.91%
Jun 2008 - Feb 2009
104 - 46

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

DFA Dimensional Retirement Income Fund Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+4.03% +18.26%
Mar 2009 - Feb 2010
-12.74%
Mar 2008 - Feb 2009
2 Years
+4.06% +13.29%
Mar 2009 - Feb 2011
-2.43%
Mar 2007 - Feb 2009
3 Years
+4.29% +11.43%
Mar 2009 - Feb 2012
+0.83%
Feb 2013 - Jan 2016
5 Years
+4.23% +8.14%
Mar 2009 - Feb 2014
+2.25%
Jan 2014 - Dec 2018
7 Years
+4.21% +5.89%
Dec 2008 - Nov 2015
+2.80%
Mar 2012 - Feb 2019
10 Years
+4.25% +5.32%
Mar 2009 - Feb 2019
+3.69%
Mar 2008 - Feb 2018

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+6.99% 2.6 0.6 1.3 1.0 -0.7 2.0
2018
-1.96% 0.5 -1.3 0.2 -0.0 0.5 0.2 0.4 0.7 -0.5 -2.2 0.7 -1.2
2017
+6.78% 1.1 0.8 0.2 0.7 0.4 -0.3 1.0 0.6 0.1 0.6 0.5 0.8
2016
+4.66% -0.1 0.5 2.4 0.4 -0.3 1.2 1.1 -0.2 0.6 -0.6 -0.8 0.4
2015
-0.87% 1.4 0.5 -0.4 0.9 -0.4 -0.9 0.3 -1.8 -0.8 1.5 -0.2 -1.0
2014
+2.89% 0.4 1.2 -0.2 0.8 1.5 0.6 -0.4 0.9 -2.0 0.7 0.6 -1.0
2013
+1.29% 0.7 0.2 0.8 0.9 -1.9 -2.5 1.7 -1.4 2.1 1.2 0.0 -0.3
2012
+7.36% 2.4 0.9 -0.1 0.8 -1.0 0.7 1.0 0.6 1.0 0.2 0.6 0.2
2011
+6.06% 0.6 1.0 0.5 2.1 -0.0 0.1 1.6 -0.9 -2.0 2.8 0.3 -0.0
2010
+6.92% 0.0 0.1 1.3 1.5 -1.9 0.1 1.6 0.1 2.4 2.1 -1.0 0.6
2009
+12.97% -1.3 -3.1 4.9 1.5 2.7 0.1 2.1 1.3 2.2 0.1 2.5 -0.5
2008
-7.45% 0.8 0.6 0.0 -0.2 0.4 -0.7 -0.5 0.3 -4.0 -7.4 -0.6 4.0
2007
+9.18% 0.6 0.9 0.7 1.3 0.3 -0.2 0.8 0.6 1.6 1.5 1.1 -0.3