Us E Correlations

DFEOX Fund

USD 40.61 0.57 1.38%

The current 90-days correlation between Us E Equity and International E Equity is 0.73 (i.e., Poor diversification). The correlation of Us E is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Us E Correlation With Market

Poor diversification

The correlation between Us E Equity and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us E Equity and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Us E Equity. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with DFEOX Mutual Fund

0.87	DREIX	World Core Equity	Pair Corr
0.9	DRIIX	Dimensional 2045 Target	Pair Corr
0.77	DRIHX	Dimensional 2040 Target Potential Growth	Pair Corr
0.92	DRILX	Dimensional 2060 Target	Pair Corr
0.92	DRIKX	Dimensional 2055 Target	Pair Corr
0.92	DRIJX	Dimensional 2050 Target	Pair Corr
0.72	DAADX	Dfa Emerging Markets	Pair Corr
0.93	DAABX	Dfa Sustainability	Pair Corr
0.93	DSCGX	Dfa Small	Pair Corr
0.83	DSHGX	Dfa Selectively Hedged	Pair Corr
0.79	DTDRX	Dimensional 2065 Target	Pair Corr
0.72	DURPX	Us High Relative	Pair Corr
0.99	DUSQX	Us Lg Cap	Pair Corr
0.84	DUSLX	Dfa Large	Pair Corr

Moving against DFEOX Mutual Fund

0.36

DTCPX

Dfa Targeted Credit

Pair Corr

Related Correlations Analysis

	DFIEX	DFCEX	DFREX	DFGBX	DFQTX
DFIEX		0.58	0.67	0.76	-0.07	DFIEX
DFCEX	0.58		0.7	0.02	0.34	DFCEX
DFREX	0.67	0.7		0.12	0.29	DFREX
DFGBX	0.76	0.02	0.12		-0.39	DFGBX
DFQTX	-0.07	0.34	0.29	-0.39		DFQTX
	DFIEX	DFCEX	DFREX	DFGBX	DFQTX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

DFGBX	+ 0.76	DFIEX
DFREX	+ 0.7	DFCEX
DFREX	+ 0.67	DFIEX
DFCEX	+ 0.58	DFIEX
DFQTX	+ 0.34	DFCEX
DFQTX	+ 0.29	DFREX

High negative correlations

DFQTX	- 0.39	DFGBX
DFQTX	- 0.07	DFIEX

Risk-Adjusted Indicators

There is a big difference between DFEOX Mutual Fund performing well and Us E Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Us E's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DFIEX	0.59	0.12	0.21	0.10	0.70	(0.65)	1.14	(1.06)	4.45
DFCEX	0.60	0.02	0.00	(0.06)	0.00	0.00	0.97	(1.65)	4.93
DFREX	0.84	(0.01)	0.00	(0.15)	0.00	0.00	1.39	(1.83)	4.48
DFGBX	0.03	0.01	0.00	(4.05)	0.00	0.00	0.10	0.00	0.10
DFQTX	0.73	(0.06)	0.00	(0.20)	0.00	0.00	1.09	(1.94)	4.06

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