Us Small Correlations

Mutual Funds . USA . 
Fund . Us Small Cap
DFSVX Fund  USD 57.08  0.77  1.33%   
The current 90-days correlation between Us Small Cap and World Core Equity is 0.58 (i.e., Very weak diversification). The correlation of Us Small 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 Small Correlation With Market

Very poor diversification

The correlation between Us Small Cap and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Small 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 Small 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 persons.

Moving together with DFSVX Mutual Fund

  0.95DIHRX Intal High RelativePairCorr
  0.93DILRX Dfa InternationalPairCorr
  0.67DIPSX Dfa Inflation ProtectedPairCorr
  0.95DISVX Dfa International SmallPairCorr
  0.93DISMX Dfa InternationalPairCorr
  0.95DMNBX Dfa Mn MunicipalPairCorr
  0.85DMREX Dfa Municipal RealPairCorr
  0.94DNYMX Dfa Ny MunicipalPairCorr
  0.95DOGMX Dfa Oregon MunicipalPairCorr
  0.91DREIX World Core EquityPairCorr
  0.93DRIIX Dimensional 2045 TargetPairCorr
  0.91DRIHX Dimensional 2040 TargetPairCorr
  0.86DRIGX Dimensional 2035 TargetPairCorr
  0.85DRIWX Dimensional 2030 TargetPairCorr
  0.88DRIUX Dimensional 2025 TargetPairCorr
  0.85DRIRX Dimensional 2020 TargetPairCorr
  0.93DRILX Dimensional 2060 TargetPairCorr
  0.93DRIKX Dimensional 2055 TargetPairCorr
  0.93DRIJX Dimensional 2050 TargetPairCorr
  0.96DSCLX Dfa International SocialPairCorr
  0.92DSCGX Dfa SmallPairCorr
  0.7DSFIX Dfa Social FixedPairCorr
  0.95DSHGX Dfa Selectively HedgedPairCorr
  0.95DSSMX Dfa Selective StatePairCorr
  0.94DTCPX Dfa Targeted CreditPairCorr
  0.93DTDRX Dimensional 2065 TargetPairCorr
  0.85DCARX Dfa California MunicipalPairCorr
  0.94DCIBX Dfa Ca IntPairCorr
  0.87DCMSX Dfa Commodity StrategyPairCorr
  0.9DURPX Us High RelativePairCorr
  0.75DUSQX Us Lg CapPairCorr
  0.72DUSLX Dfa LargePairCorr
  0.94DEMSX Emerging Markets SmallPairCorr
  0.94DEMGX Emerging Markets TargetedPairCorr
  0.94DESIX Emerging Markets SusPairCorr
  0.94DFARX Dimensional 2070 TargetPairCorr
  0.7DFAPX Dfa Investment GradePairCorr
  0.96DFALX Large Cap InternationalPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between DFSVX Mutual Fund performing well and Us Small 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 Small'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
DIHRX  0.52  0.15  0.19  0.35  0.23 
(0.61)
 1.16 
(0.85)
 3.25 
DILRX  0.57  0.14  0.16  0.30  0.41 
(0.68)
 1.31 
(1.03)
 3.64 
DIPSX  0.14  0.01 (0.38) 1.62  0.02 
(0.17)
 0.27 
(0.27)
 0.63 
DISVX  0.60  0.33  0.42  0.61  0.00 
(0.78)
 1.62 
(0.71)
 7.06 
DISMX  0.55  0.16  0.16  0.37  0.46 
(0.65)
 1.29 
(0.99)
 3.42 
DMNBX  0.03  0.00  0.00  0.36  0.00 
 0.00 
 0.10 
 0.00 
 0.30 
DMREX  0.06  0.01 (0.64) 0.47  0.00 
(0.15)
 0.09 
(0.09)
 1.04 
DNYMX  0.03  0.00  0.00  0.00  0.00 
 0.00 
 0.10 
 0.00 
 0.30 
DOGMX  0.05  0.02  0.00  1.56  0.00 
 0.00 
 0.10 
(0.10)
 0.30 
DREIX  0.54  0.16  0.20  0.31  0.22 
(0.66)
 1.11 
(0.92)
 5.16 

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