Dimensional 2065 Correlations

DTDRX Fund

USD 14.92 0.18 1.22%

The current 90-days correlation between Dimensional 2065 Target and Morningstar Defensive Bond is 0.08 (i.e., Significant diversification). The correlation of Dimensional 2065 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.

Dimensional 2065 Correlation With Market

Good diversification

The correlation between Dimensional 2065 Target and DJI is -0.18 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional 2065 Target 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 Dimensional 2065 Target. 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 metropolitan statistical area.

Moving together with Dimensional Mutual Fund

0.85	DREIX	World Core Equity	Pair Corr
0.88	DRIIX	Dimensional 2045 Target	Pair Corr
0.84	DRIHX	Dimensional 2040 Target	Pair Corr
0.72	DRIGX	Dimensional 2035 Target	Pair Corr
0.87	DRILX	Dimensional 2060 Target	Pair Corr
0.88	DRIKX	Dimensional 2055 Target	Pair Corr
0.88	DRIJX	Dimensional 2050 Target	Pair Corr
0.79	DAABX	Dfa Sustainability	Pair Corr
0.67	DSCGX	Dfa Small	Pair Corr
0.86	DSHGX	Dfa Selectively Hedged	Pair Corr
0.88	DURPX	Us High Relative	Pair Corr
0.9	DUSQX	Us Lg Cap	Pair Corr
0.89	DUSLX	Dfa Large	Pair Corr

Related Correlations Analysis

	MSTBX	FMUUX	ARTFX	GHVIX	GANPX	TTRBX	PRVBX
MSTBX		0.94	0.78	0.84	0.92	0.96	0.98	MSTBX
FMUUX	0.94		0.89	0.87	0.98	0.93	0.94	FMUUX
ARTFX	0.78	0.89		0.96	0.91	0.82	0.85	ARTFX
GHVIX	0.84	0.87	0.96		0.9	0.87	0.89	GHVIX
GANPX	0.92	0.98	0.91	0.9		0.93	0.93	GANPX
TTRBX	0.96	0.93	0.82	0.87	0.93		0.95	TTRBX
PRVBX	0.98	0.94	0.85	0.89	0.93	0.95		PRVBX
	MSTBX	FMUUX	ARTFX	GHVIX	GANPX	TTRBX	PRVBX

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Risk-Adjusted Indicators

There is a big difference between Dimensional Mutual Fund performing well and Dimensional 2065 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 Dimensional 2065'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
MSTBX	0.11	0.01	0.06	(0.50)	0.00	(0.15)	0.21	(0.21)	0.62
FMUUX	0.03	0.00	0.00	(0.05)	0.00	0.00	0.10	0.00	0.40
ARTFX	0.13	0.01	0.01	(0.14)	0.07	(0.19)	0.44	(0.22)	0.89
GHVIX	0.16	0.01	0.02	(0.16)	0.15	(0.17)	0.30	(0.35)	1.01
GANPX	0.06	0.00	(0.03)	0.06	0.00	(0.12)	0.10	(0.10)	0.48
TTRBX	0.16	0.01	0.03	0.64	0.10	(0.19)	0.40	(0.30)	0.82
PRVBX	0.10	0.01	0.06	(0.46)	0.00	(0.13)	0.23	(0.17)	0.53

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Dimensional 2065 Correlations

Dimensional 2065 Correlation With Market

Good diversification

Moving together with Dimensional Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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