Us Targeted Correlations

DFFVX Fund

USD 40.85 0.66 1.64%

The current 90-days correlation between Us Targeted Value and Us Micro Cap is 0.96 (i.e., Almost no diversification). The correlation of Us 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.

Us Targeted Correlation With Market

Almost no diversification

The correlation between Us 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 Us Targeted Value 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 Targeted Value. 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 real.

Moving together with DFFVX Mutual Fund

0.93	DIHRX	Intal High Relative	Pair Corr
0.91	DILRX	Dfa International	Pair Corr
0.96	DISVX	Dfa International Small	Pair Corr
0.93	DISMX	Dfa International	Pair Corr
0.92	DMREX	Dfa Municipal Real	Pair Corr
0.88	DRIQX	Dimensional 2015 Target	Pair Corr
0.96	DSCGX	Dfa Small	Pair Corr
0.78	DCMSX	Dfa Commodity Strategy	Pair Corr
0.84	DURPX	Us High Relative	Pair Corr
0.87	DUSQX	Us Lg Cap	Pair Corr
0.76	DEMSX	Emerging Markets Small	Pair Corr
0.79	DESIX	Emerging Markets Sus Potential Growth	Pair Corr
0.82	DFCEX	Emerging Markets E	Pair Corr
0.83	DFEVX	Emerging Markets Value	Pair Corr
0.84	DFELX	Enhanced Large Pany	Pair Corr
0.82	DFEMX	Emerging Markets Por	Pair Corr
0.73	DFGEX	Dfa Global Real	Pair Corr
0.87	DFGBX	Dfa Five Year	Pair Corr
0.96	DFIEX	International E Equity	Pair Corr
0.96	DFIVX	Dfa International Value	Pair Corr
0.81	DFITX	Dfa International Real	Pair Corr
0.95	DFISX	International Small Pany	Pair Corr
0.96	DFQTX	Us E Equity	Pair Corr
1.0	DFSVX	Us Small Cap Steady Growth	Pair Corr
0.99	DFSTX	Us Small Cap	Pair Corr
0.95	DFSPX	Dfa Intl Sustainability	Pair Corr
0.88	DFSHX	Dfa Selectively Hedged	Pair Corr
0.99	DFSCX	Us Micro Cap	Pair Corr
0.98	DFVEX	Us Vector Equity	Pair Corr
0.82	DFUSX	Us Large Pany	Pair Corr
0.94	DFUKX	United Kingdom Small	Pair Corr
0.92	TDIFX	Dimensional Retirement	Pair Corr
0.99	VSIIX	Vanguard Small Cap	Pair Corr
0.99	VISVX	Vanguard Small Cap	Pair Corr

Related Correlations Analysis

	DFUSX	DFSVX	DISVX	RLEMX	DFISX	CBTAX	JMGFX	LZOEX	HIMFX	DFSCX
DFUSX		0.81	0.8	0.73	0.83	0.66	0.74	0.73	0.64	0.84	DFUSX
DFSVX	0.81		0.96	0.89	0.95	0.85	0.39	0.89	0.79	0.99	DFSVX
DISVX	0.8	0.96		0.92	0.99	0.88	0.36	0.92	0.8	0.95	DISVX
RLEMX	0.73	0.89	0.92		0.96	0.94	0.3	1.0	0.87	0.87	RLEMX
DFISX	0.83	0.95	0.99	0.96		0.9	0.41	0.96	0.83	0.94	DFISX
CBTAX	0.66	0.85	0.88	0.94	0.9		0.21	0.94	0.96	0.82	CBTAX
JMGFX	0.74	0.39	0.36	0.3	0.41	0.21		0.3	0.24	0.48	JMGFX
LZOEX	0.73	0.89	0.92	1.0	0.96	0.94	0.3		0.88	0.87	LZOEX
HIMFX	0.64	0.79	0.8	0.87	0.83	0.96	0.24	0.88		0.77	HIMFX
DFSCX	0.84	0.99	0.95	0.87	0.94	0.82	0.48	0.87	0.77		DFSCX
	DFUSX	DFSVX	DISVX	RLEMX	DFISX	CBTAX	JMGFX	LZOEX	HIMFX	DFSCX

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Risk-Adjusted Indicators

There is a big difference between DFFVX Mutual Fund performing well and Us Targeted 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 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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DFUSX	0.53	(0.03)	(0.05)	0.01	0.78	(0.51)	0.99	(1.17)	3.62
DFSVX	0.80	0.18	0.21	0.22	0.56	(0.92)	2.42	(1.22)	4.86
DISVX	0.64	0.24	0.31	0.40	0.30	(0.79)	1.60	(1.05)	7.06
RLEMX	0.50	0.19	0.24	0.49	0.16	(0.59)	1.29	(1.12)	2.64
DFISX	0.56	0.13	0.14	0.26	0.52	(0.62)	1.29	(1.11)	3.57
CBTAX	0.06	0.01	(0.25)	0.45	0.00	(0.11)	0.10	(0.10)	0.51
JMGFX	0.82	(0.14)	0.00	(0.09)	0.00	0.00	1.39	(2.07)	4.07
LZOEX	0.50	0.19	0.24	0.50	0.18	(0.58)	1.28	(1.12)	2.66
HIMFX	0.09	0.02	(0.22)	1.11	0.00	(0.14)	0.33	(0.13)	0.85
DFSCX	0.79	0.10	0.11	0.14	0.70	(0.89)	1.99	(1.57)	5.02

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Us Targeted Correlations

Us Targeted Correlation With Market

Almost no diversification

Moving together with DFFVX Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

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