Us Lg Correlations

DUSQX Fund

USD 31.37 0.35 1.13%

The correlation of Us Lg 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 Lg Correlation With Market

Good diversification

The correlation between Us Lg Cap and DJI is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Lg Cap 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 Lg Cap. 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 producer price index.

Moving together with DUSQX Mutual Fund

0.8	DREIX	World Core Equity	Pair Corr
0.85	DRIIX	Dimensional 2045 Target	Pair Corr
0.74	DRIHX	Dimensional 2040 Target	Pair Corr
0.86	DRILX	Dimensional 2060 Target	Pair Corr
0.86	DRIKX	Dimensional 2055 Target	Pair Corr
0.86	DRIJX	Dimensional 2050 Target	Pair Corr
0.68	DAADX	Dfa Emerging Markets	Pair Corr
0.85	DAABX	Dfa Sustainability	Pair Corr
0.83	DSCGX	Dfa Small	Pair Corr
0.78	DSHGX	Dfa Selectively Hedged	Pair Corr
0.94	DTDRX	Dimensional 2065 Target	Pair Corr
0.87	DURPX	Us High Relative	Pair Corr
0.86	DUSLX	Dfa Large	Pair Corr

Moving against DUSQX Mutual Fund

0.34	DISVX	Dfa International Small	Pair Corr
0.33	DFAIX	Dfa Short Duration	Pair Corr
0.31	DTCPX	Dfa Targeted Credit	Pair Corr

Related Correlations Analysis

	DFIVX	DFUSX	DFAPX	DFSIX	DFGEX
DFIVX		-0.33	0.83	-0.39	0.61	DFIVX
DFUSX	-0.33		-0.28	0.91	0.19	DFUSX
DFAPX	0.83	-0.28		-0.39	0.8	DFAPX
DFSIX	-0.39	0.91	-0.39		0.02	DFSIX
DFGEX	0.61	0.19	0.8	0.02		DFGEX
	DFIVX	DFUSX	DFAPX	DFSIX	DFGEX

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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

DFSIX	+ 0.91	DFUSX
DFAPX	+ 0.83	DFIVX
DFGEX	+ 0.8	DFAPX
DFGEX	+ 0.61	DFIVX
DFGEX	+ 0.19	DFUSX
DFGEX	+ 0.02	DFSIX

High negative correlations

DFSIX	- 0.39	DFAPX
DFSIX	- 0.39	DFIVX
DFUSX	- 0.33	DFIVX
DFAPX	- 0.28	DFUSX

Risk-Adjusted Indicators

There is a big difference between DUSQX Mutual Fund performing well and Us Lg 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 Lg'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
DFIVX	0.66	0.22	0.28	0.25	0.71	(0.72)	1.27	(1.30)	4.69
DFUSX	0.79	(0.12)	0.00	0.50	0.00	0.00	1.26	(1.77)	4.49
DFAPX	0.25	0.00	0.32	(0.06)	0.26	(0.30)	0.51	(0.41)	1.43
DFSIX	0.82	(0.05)	0.00	(0.15)	0.00	0.00	1.27	(1.93)	4.58
DFGEX	0.80	(0.06)	0.00	0.19	0.00	0.00	1.62	(1.55)	3.86

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