Us Vector Correlations

Mutual Funds . USA . 
Fund . Us Vector Equity
DFVEX Fund  USD 32.52  0.22  0.68%   
The current 90-days correlation between Us Vector Equity and World Core Equity is 0.78 (i.e., Poor diversification). The correlation of Us Vector 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 Vector Correlation With Market

Almost no diversification

The correlation between Us Vector Equity and DJI is 0.98 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Vector Equity 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 Vector Equity. 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 housing.

Moving together with DFVEX Mutual Fund

  0.94DIHRX Intal High RelativePairCorr
  0.95DILRX Dfa InternationalPairCorr
  0.96DISVX Dfa International SmallPairCorr
  0.96DISMX Dfa InternationalPairCorr
  0.94DMNBX Dfa Mn MunicipalPairCorr
  0.91DMREX Dfa Municipal RealPairCorr
  0.94DNYMX Dfa Ny MunicipalPairCorr
  0.9DOGMX Dfa Oregon MunicipalPairCorr
  0.96DREIX World Core EquityPairCorr
  0.99DRIIX Dimensional 2045 TargetPairCorr
  0.96DRIHX Dimensional 2040 TargetPairCorr
  0.93DRIGX Dimensional 2035 TargetPairCorr
  0.91DRIWX Dimensional 2030 TargetPairCorr
  0.91DRIRX Dimensional 2020 TargetPairCorr
  0.9DRIQX Dimensional 2015 TargetPairCorr
  0.99DRILX Dimensional 2060 TargetPairCorr
  0.99DRIKX Dimensional 2055 TargetPairCorr
  0.99DRIJX Dimensional 2050 TargetPairCorr
  0.89DAADX Dfa Emerging MarketsPairCorr
  0.98DAABX Dfa SustainabilityPairCorr
  0.96DSCLX Dfa International SocialPairCorr
  0.97DSCGX Dfa SmallPairCorr
  0.63DSFIX Dfa Social FixedPairCorr
  0.98DSHGX Dfa Selectively HedgedPairCorr
  0.9DSSMX Dfa Selective StatePairCorr
  0.61DTCPX Dfa Targeted CreditPairCorr
  0.99DTDRX Dimensional 2065 TargetPairCorr
  0.9DCARX Dfa California MunicipalPairCorr
  0.89DCIBX Dfa Ca IntPairCorr
  0.82DCMSX Dfa Commodity StrategyPairCorr
  0.96DURPX Us High RelativePairCorr
  0.93DUSQX Us Lg CapPairCorr
  0.86DUSLX Dfa LargePairCorr
  0.88DEMSX Emerging Markets SmallPairCorr
  0.89DEMGX Emerging Markets TargetedPairCorr
  0.89DESIX Emerging Markets SusPairCorr
  0.95DFARX Dimensional 2070 TargetPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between DFVEX Mutual Fund performing well and Us Vector 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 Vector'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  0.58  0.10  0.11  0.21  0.50 
(0.65)
 1.19 
(1.17)
 3.25 
DILRX  0.64  0.08  0.08  0.18  0.60 
(0.71)
 1.31 
(1.27)
 3.64 
DIPSX  0.13  0.00 (0.37) 0.31  0.08 
(0.17)
 0.27 
(0.27)
 0.63 
DISVX  0.67  0.28  0.33  0.44  0.26 
(0.82)
 1.75 
(1.05)
 7.06 
DISMX  0.61  0.11  0.10  0.24  0.62 
(0.68)
 1.41 
(1.17)
 3.57 
DMNBX  0.03  0.00  0.00  0.34  0.00 
 0.00 
 0.10 
 0.00 
 0.20 
DMREX  0.05  0.01 (0.56) 0.40  0.00 
(0.16)
 0.09 
(0.09)
 1.04 
DNYMX  0.03  0.00  0.00  1.65  0.00 
 0.00 
 0.10 
 0.00 
 0.10 
DOGMX  0.05  0.02  0.00  3.24  0.00 
 0.00 
 0.10 
 0.00 
 0.30 
DREIX  0.57  0.13  0.15  0.25  0.40 
(0.66)
 1.17 
(1.14)
 5.16 

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