Dfa Real Correlations

DFREX Fund

USD 41.08 0.06 0.15%

The current 90-days correlation between Dfa Real Estate and Dfa International Small is -0.1 (i.e., Good diversification). The correlation of Dfa Real 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.

Dfa Real Correlation With Market

Very good diversification

The correlation between Dfa Real Estate and DJI is -0.21 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Real Estate 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 Dfa Real Estate. 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 income.

Moving together with DFA Mutual Fund

0.68	O	Realty Income	Pair Corr
0.72	FR	First Industrial Realty	Pair Corr
0.63	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.63	VNO-PL	Vornado Realty Trust	Pair Corr
0.68	VICI	VICI Properties	Pair Corr
0.65	MITT-PA	AG Mortgage Investment	Pair Corr
0.73	MITT-PB	AG Mortgage Investment	Pair Corr
0.69	ELME	Elme Communities	Pair Corr
0.78	EPRT	Essential Properties	Pair Corr
0.65	WELL	Welltower	Pair Corr
0.66	CDR-PB	Cedar Realty Trust	Pair Corr

Moving against DFA Mutual Fund

0.45	PW	Power REIT Earnings Call This Week	Pair Corr
0.33	UK	Ucommune International	Pair Corr
0.32	PK	Park Hotels Resorts	Pair Corr
0.41	WETH	Wetouch Technology Common	Pair Corr
0.37	WHLR	Wheeler Real Estate	Pair Corr
0.33	ESBA	Empire State Realty	Pair Corr

Related Correlations Analysis

	DISVX	DFLVX	DFISX	DFIVX	DFGBX
DISVX		0.21	0.99	0.99	0.92	DISVX
DFLVX	0.21		0.29	0.29	0.23	DFLVX
DFISX	0.99	0.29		0.97	0.87	DFISX
DFIVX	0.99	0.29	0.97		0.95	DFIVX
DFGBX	0.92	0.23	0.87	0.95		DFGBX
	DISVX	DFLVX	DFISX	DFIVX	DFGBX

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Risk-Adjusted Indicators

There is a big difference between DFA Mutual Fund performing well and Dfa Real 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 Dfa Real'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
DISVX	0.64	0.19	0.24	0.25	0.63	(0.71)	1.43	(0.97)	5.33
DFLVX	0.68	0.03	0.00	(0.04)	0.00	0.00	1.29	(1.43)	3.39
DFISX	0.63	0.12	0.18	0.14	0.73	(0.67)	1.37	(1.16)	4.88
DFIVX	0.65	0.20	0.25	0.25	0.71	(0.71)	1.27	(1.30)	4.69
DFGBX	0.03	0.00	0.00	0.00	0.00	0.00	0.10	0.00	0.10

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