Dfa Commodity Strategy Fund Manager Performance Evaluation
| DCMSX Fund | USD 4.42 0.05 1.14% |
The fund shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Commodity are expected to decrease at a much lower rate. During the bear market, Dfa Commodity is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Dfa Commodity Strategy has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Dfa Commodity is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.3200 |
Dfa |
Dfa Commodity Relative Risk vs. Return Landscape
If you would invest 451.00 in Dfa Commodity Strategy on September 23, 2024 and sell it today you would lose (9.00) from holding Dfa Commodity Strategy or give up 2.0% of portfolio value over 90 days. Dfa Commodity Strategy is currently producing negative expected returns and takes up 0.7796% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Dfa, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Dfa Commodity Current Valuation
Overvalued
Today
Please note that Dfa Commodity's price fluctuation is not too volatile at this time. At this time, the entity appears to be overvalued. Dfa Commodity Strategy shows a prevailing Real Value of $4.07 per share. The current price of the fund is $4.42. We determine the value of Dfa Commodity Strategy from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Since Dfa Commodity is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa Commodity's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 4.42 | Real 4.07 | Hype 4.42 | Naive 4.35 |
The intrinsic value of Dfa Commodity's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Dfa Commodity's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Dfa Commodity Strategy helps investors to forecast how Dfa mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Dfa Commodity more accurately as focusing exclusively on Dfa Commodity's fundamentals will not take into account other important factors: Dfa Commodity Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Commodity's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa Commodity Strategy, and traders can use it to determine the average amount a Dfa Commodity's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0359
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DCMSX |
Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Dfa Commodity is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dfa Commodity by adding Dfa Commodity to a well-diversified portfolio.
Dfa Commodity Fundamentals Growth
Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa Commodity, and Dfa Commodity fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Dfa Mutual Fund performance.
| Total Asset | 1.42 B | ||||
About Dfa Commodity Performance
Evaluating Dfa Commodity's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dfa Commodity has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Dfa Commodity has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The Portfolio seeks to achieve its investment objective by generally investing in a universe of allowable commodity-linked derivative instruments and fixed income investment opportunities. It may invest up to 25 percent of its total assets in Dimensional Cayman Commodity Fund I Ltd.Things to note about Dfa Commodity Strategy performance evaluation
Checking the ongoing alerts about Dfa Commodity for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa Commodity Strategy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Dfa Commodity generated a negative expected return over the last 90 days | |
| The fund retains about 12.84% of its assets under management (AUM) in cash |
- Analyzing Dfa Commodity's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Dfa Commodity's stock is overvalued or undervalued compared to its peers.
- Examining Dfa Commodity's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Dfa Commodity's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa Commodity's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Dfa Commodity's mutual fund. These opinions can provide insight into Dfa Commodity's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Dfa Mutual Fund
Dfa Commodity financial ratios help investors to determine whether Dfa Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dfa with respect to the benefits of owning Dfa Commodity security.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios |