Dimensional Etf Trust Etf Performance
| DFCA Etf | 49.84 0.08 0.16% |
The etf shows a Beta (market volatility) of 0.0421, which means not very significant fluctuations relative to the market. As returns on the market increase, Dimensional ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional ETF is expected to be smaller as well.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional ETF Trust are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong fundamental indicators, Dimensional ETF is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Dimensional |
Dimensional ETF Relative Risk vs. Return Landscape
If you would invest 4,977 in Dimensional ETF Trust on December 24, 2024 and sell it today you would earn a total of 15.00 from holding Dimensional ETF Trust or generate 0.3% return on investment over 90 days. Dimensional ETF Trust is currently generating 0.0051% in daily expected returns and assumes 0.1516% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than Dimensional, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Dimensional ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Dimensional ETF Trust, and traders can use it to determine the average amount a Dimensional ETF'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 = 0.0338
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DFCA |
Estimated Market Risk
| 0.15 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Dimensional ETF is performing at about 2% of its full potential. 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 Dimensional ETF by adding it to a well-diversified portfolio.
About Dimensional ETF Performance
By analyzing Dimensional ETF's fundamental ratios, stakeholders can gain valuable insights into Dimensional ETF's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Dimensional ETF 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 Dimensional ETF has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Dimensional ETF is entity of United States. It is traded as Etf on NYSE ARCA exchange.