Dfa Us Correlations

DFUEX Fund

USD 34.11 0.30 0.89%

The current 90-days correlation between Dfa Social Core and T Rowe Price is 0.45 (i.e., Very weak diversification). The correlation of Dfa Us 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 Us Correlation With Market

Almost no diversification

The correlation between Dfa Social Core and DJI is 0.96 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Social Core 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 Social Core. 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 Dfa Mutual Fund

0.9	DIHRX	Intal High Relative	Pair Corr
0.91	DILRX	Dfa International	Pair Corr
0.88	DISVX	Dfa International Small	Pair Corr
0.91	DISMX	Dfa International	Pair Corr
0.81	DMNBX	Dfa Mn Municipal	Pair Corr
0.9	DREIX	World Core Equity	Pair Corr
0.96	DRIIX	Dimensional 2045 Target	Pair Corr
0.86	DRIWX	Dimensional 2030 Target	Pair Corr
0.84	DRIRX	Dimensional 2020 Target	Pair Corr
0.83	DRIQX	Dimensional 2015 Target	Pair Corr
0.97	DRILX	Dimensional 2060 Target	Pair Corr
0.97	DRIKX	Dimensional 2055 Target	Pair Corr
0.96	DRIJX	Dimensional 2050 Target	Pair Corr
0.92	DAABX	Dfa Sustainability	Pair Corr
0.91	DSCLX	Dfa International Social	Pair Corr
0.95	DSCGX	Dfa Small	Pair Corr
0.74	DCIBX	Dfa Ca Int	Pair Corr
0.66	DCMSX	Dfa Commodity Strategy	Pair Corr
0.95	DURPX	Us High Relative	Pair Corr
0.98	DUSQX	Us Lg Cap	Pair Corr
0.74	DUSLX	Dfa Large	Pair Corr
0.73	DEMSX	Emerging Markets Small	Pair Corr
0.77	DESIX	Emerging Markets Sus	Pair Corr
0.79	DFCMX	Dfa Calfrna Shrt	Pair Corr
0.78	DFCEX	Emerging Markets E	Pair Corr
0.87	DWUSX	Dfa World Ex	Pair Corr
0.76	DFFGX	Dfa Short Term	Pair Corr
0.77	DFEVX	Emerging Markets Value	Pair Corr
0.79	DFESX	Dfa Emerging Markets	Pair Corr
0.78	DFEQX	Dfa Short Term	Pair Corr
0.99	DFEOX	Us E Equity	Pair Corr
0.8	DFELX	Enhanced Large Pany	Pair Corr
0.79	DFEMX	Emerging Markets Por	Pair Corr
0.64	DFGEX	Dfa Global Real	Pair Corr
0.72	DFGBX	Dfa Five Year	Pair Corr

Moving against Dfa Mutual Fund

0.41

DRXIX

Dfa Ltip Portfolio

Pair Corr

Related Correlations Analysis

	CABIX	CNGLX	MGKAX	LGOCX	DSDYX	APDPX	RPGIX
CABIX		0.96	0.93	0.76	0.31	0.91	0.96	CABIX
CNGLX	0.96		0.95	0.69	0.36	0.84	0.95	CNGLX
MGKAX	0.93	0.95		0.61	0.28	0.86	0.99	MGKAX
LGOCX	0.76	0.69	0.61		0.36	0.7	0.66	LGOCX
DSDYX	0.31	0.36	0.28	0.36		0.15	0.27	DSDYX
APDPX	0.91	0.84	0.86	0.7	0.15		0.89	APDPX
RPGIX	0.96	0.95	0.99	0.66	0.27	0.89		RPGIX
	CABIX	CNGLX	MGKAX	LGOCX	DSDYX	APDPX	RPGIX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Us 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 Us' 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
CABIX	0.44	0.06	0.08	0.12	0.40	(0.49)	0.83	(0.89)	5.52
CNGLX	0.56	0.02	0.01	0.06	0.68	(0.61)	0.96	(1.19)	5.46
MGKAX	1.32	0.35	0.26	0.57	0.92	(1.63)	1.80	(2.23)	27.44
LGOCX	0.24	0.01	(0.06)	0.11	0.22	(0.29)	0.47	(0.47)	1.17
DSDYX	0.10	(0.02)	0.00	(0.18)	0.00	0.00	0.20	(0.20)	0.59
APDPX	0.10	0.06	0.11	(7.67)	0.00	(0.15)	0.27	(0.18)	0.73
RPGIX	0.99	0.32	0.29	0.42	0.62	(1.22)	1.94	(1.83)	10.59

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