Dimensional Targeted Correlations

Etfs . USA . 
Etf . Dimensional Targeted Value
DFAT Etf  USD 65.91  0.32  0.49%   
The current 90-days correlation between Dimensional Targeted and Vanguard FTSE All World is 0.5 (i.e., Very weak diversification). The correlation of Dimensional Targeted 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 Targeted Correlation With Market

Almost no diversification

The correlation between Dimensional Targeted Value and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Targeted Value and DJI in the same portfolio, assuming nothing else is changed.
  
Build AI portfolio with Dimensional Etf
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dimensional Targeted Value. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Dimensional Etf

  0.99VBR Vanguard Small CapPairCorr
  0.99IWN iShares Russell 2000PairCorr
  0.99IJS iShares SP SmallPairCorr
  0.99SLYV SPDR SP 600PairCorr
  1.0AVUV Avantis Small CapPairCorr
  0.99DES WisdomTree SmallCapPairCorr
  0.99MDYV SPDR SP 400PairCorr
  0.93CALF Pacer Small CapPairCorr
  0.98REGL ProShares SP MidCapPairCorr
  0.88ITWO Proshares Russell 2000PairCorr
  0.66AMPD Tidal ETF ServicesPairCorr
  0.75ELON Battleshares TSLAPairCorr
  0.9CPST Calamos ETF TrustPairCorr
  0.81UAUG Innovator Equity UltraPairCorr
  0.87HCMAX THE HILLMAN FUNDPairCorr
  0.97DFIV Dimensional International Sell-off TrendPairCorr
  0.95IOCT Innovator ETFs TrustPairCorr
  0.97DISV Dimensional ETF TrustPairCorr
  0.95CCNR CoreCommodity NaturalPairCorr
  0.91EMIF iShares Emerging MarketsPairCorr
  0.81DAUG FT Cboe VestPairCorr
  0.98KNGZ First Trust ExchangePairCorr
  0.93HIYS Invesco High Yield Symbol ChangePairCorr
  0.84LALT Invesco Multi StrategyPairCorr
  0.9ISTB iShares Core 1PairCorr
  0.79PAUG Innovator Equity PowerPairCorr
  0.78GOCT FT Cboe VestPairCorr
  0.93AHYB American Century ETFPairCorr
  0.98STXV EA Series TrustPairCorr
  0.95DFE WisdomTree EuropePairCorr
  0.86DOO BRP Inc Symbol ChangePairCorr
  0.67SLV iShares Silver Trust Aggressive PushPairCorr
  0.93TAXT Northern Trust TaxPairCorr
  0.79USO United States OilPairCorr
  0.95PID Invesco InternationalPairCorr

Moving against Dimensional Etf

  0.79MPAY Exchange Traded ConceptsPairCorr
  0.65ENTR EntrepreneurSharesPairCorr

Related Correlations Analysis


Dimensional Targeted Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Targeted ETF 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 Targeted'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
DFAS  0.79  0.09  0.12  0.17  0.61 
(0.90)
 2.31 
(1.44)
 5.15 
DFUV  0.62  0.10  0.13  0.21  0.42 
(0.70)
 1.65 
(1.15)
 3.83 
DFAI  0.55  0.17  0.19  0.35  0.34 
(0.64)
 1.50 
(1.26)
 3.13 
SCHE  0.63  0.09  0.07  0.25  0.58 
(0.70)
 1.62 
(1.13)
 4.51 
VTRIX  0.49  0.17  0.20  0.36  0.13 
(0.57)
 1.25 
(0.80)
 2.87 
VPL  0.68  0.28  0.28  0.50  0.34 
(0.83)
 1.74 
(1.30)
 4.31 
VPADX  0.67  0.28  0.29  0.51  0.21 
(0.78)
 1.69 
(1.13)
 3.92 
HDV  0.51  0.18  0.20  0.83  0.00 
(0.61)
 1.38 
(0.71)
 2.62 
AVDV  0.64  0.28  0.27  0.53  0.37 
(0.80)
 1.53 
(0.69)
 4.26 
VSS  0.56  0.18  0.17  0.39  0.42 
(0.63)
 1.29 
(1.04)
 3.61 

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