Dfa Intermediate Correlations

DFTIX Fund

USD 10.19 0.01 0.1%

The current 90-days correlation between Dfa Intermediate Term and Sa Emerging Markets is 0.07 (i.e., Significant diversification). The correlation of Dfa Intermediate 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.

Dfa Intermediate Correlation With Market

Good diversification

The correlation between Dfa Intermediate Term and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Intermediate Term 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 Dfa Intermediate Term. 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 gross domestic product.

Moving together with Dfa Mutual Fund

0.7	VWITX	Vanguard Intermediate-ter	Pair Corr
0.69	VWIUX	Vanguard Intermediate-ter	Pair Corr
0.71	FLTMX	Fidelity Intermediate	Pair Corr
0.63	SMPSX	Semiconductor Ultrasector	Pair Corr
0.63	RSNRX	Victory Global Natural	Pair Corr
0.64	RSNYX	Victory Global Natural	Pair Corr
0.63	RGNCX	Victory Global Natural	Pair Corr

Moving against Dfa Mutual Fund

0.32

Procter Gamble

Pair Corr

Related Correlations Analysis

	SAEMX	DBELX	QTERX	ANGCX	FHKFX	XEMDX	REMVX
SAEMX		0.67	0.93	0.65	0.85	0.78	0.96	SAEMX
DBELX	0.67		0.52	0.87	0.31	0.82	0.68	DBELX
QTERX	0.93	0.52		0.53	0.94	0.64	0.95	QTERX
ANGCX	0.65	0.87	0.53		0.32	0.82	0.7	ANGCX
FHKFX	0.85	0.31	0.94	0.32		0.47	0.87	FHKFX
XEMDX	0.78	0.82	0.64	0.82	0.47		0.78	XEMDX
REMVX	0.96	0.68	0.95	0.7	0.87	0.78		REMVX
	SAEMX	DBELX	QTERX	ANGCX	FHKFX	XEMDX	REMVX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Intermediate 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 Dfa Intermediate'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
SAEMX	0.58	0.08	0.02	0.50	0.73	(0.64)	1.32	(1.30)	3.87
DBELX	0.20	0.02	(0.14)	(2.44)	0.26	(0.22)	0.42	(0.52)	1.56
QTERX	0.77	0.07	0.06	0.17	0.80	(0.93)	1.73	(1.19)	4.58
ANGCX	0.07	0.00	(0.58)	0.48	0.00	(0.16)	0.12	(0.12)	0.58
FHKFX	0.78	0.02	0.01	0.09	0.96	(0.85)	1.58	(1.32)	4.96
XEMDX	0.21	0.03	(0.15)	(0.78)	0.16	(0.27)	0.45	(0.45)	1.88
REMVX	0.68	0.10	0.08	0.21	0.69	(0.84)	1.47	(0.86)	4.38

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