Dfa Us Correlations

DFSIX Fund

USD 45.15 0.89 1.93%

The current 90-days correlation between Dfa Sustainability Core and Dfa Intl Sustainability is 0.68 (i.e., Poor diversification). The correlation of Dfa Us 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 Us Correlation With Market

Poor diversification

The correlation between Dfa Sustainability Core and DJI is 0.62 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Sustainability Core 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 Sustainability Core. 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 gross domestic product.

Moving together with Dfa Mutual Fund

0.65	DISMX	Dfa International	Pair Corr
0.9	DREIX	World Core Equity	Pair Corr
0.91	DRIIX	Dimensional 2045 Target	Pair Corr
0.82	DRIHX	Dimensional 2040 Target	Pair Corr
0.72	DRIGX	Dimensional 2035 Target	Pair Corr
0.64	DRIWX	Dimensional 2030 Target	Pair Corr
0.61	DRIUX	Dimensional 2025 Target	Pair Corr
0.62	DRIRX	Dimensional 2020 Target	Pair Corr
0.64	DRIQX	Dimensional 2015 Target	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
0.83	DAABX	Dfa Sustainability	Pair Corr
0.84	DSCGX	Dfa Small	Pair Corr
0.81	DSHGX	Dfa Selectively Hedged	Pair Corr
0.91	DTDRX	Dimensional 2065 Target	Pair Corr
0.82	DURPX	Us High Relative	Pair Corr
0.8	DUSQX	Us Lg Cap	Pair Corr
0.8	DUSLX	Dfa Large	Pair Corr

Related Correlations Analysis

	DFSPX	DFESX	DFEOX	DESIX	DFGEX
DFSPX		0.75	0.49	0.76	0.48	DFSPX
DFESX	0.75		0.52	1.0	0.6	DFESX
DFEOX	0.49	0.52		0.5	0.62	DFEOX
DESIX	0.76	1.0	0.5		0.58	DESIX
DFGEX	0.48	0.6	0.62	0.58		DFGEX
	DFSPX	DFESX	DFEOX	DESIX	DFGEX

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Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Us 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 Us' 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
DFSPX	0.55	0.11	0.17	0.18	0.62	(0.61)	1.13	(1.15)	3.77
DFESX	0.54	0.00	0.00	(0.06)	0.00	0.00	0.90	(1.39)	3.05
DFEOX	0.64	(0.02)	0.00	(0.09)	0.00	0.00	1.07	(1.51)	3.69
DESIX	0.54	0.00	0.00	(0.08)	0.00	0.00	0.96	(1.52)	3.14
DFGEX	0.71	(0.03)	0.00	0.14	0.00	0.00	1.28	(1.40)	4.58

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Dfa Us Correlations

Dfa Us Correlation With Market

Poor diversification

Moving together with Dfa Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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