Dfa Intl Correlations
The correlation of Dfa Intl 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 |
Moving together with Dfa Mutual Fund
Related Correlations Analysis
| 0.93 | 0.96 | 0.98 | 0.95 | 0.9 | CCD | ||
| 0.93 | 0.9 | 0.92 | 0.92 | 0.93 | MCFCX | ||
| 0.96 | 0.9 | 0.95 | 0.99 | 0.89 | PRCCX | ||
| 0.98 | 0.92 | 0.95 | 0.95 | 0.87 | HRCSX | ||
| 0.95 | 0.92 | 0.99 | 0.95 | 0.9 | CONOX | ||
| 0.9 | 0.93 | 0.89 | 0.87 | 0.9 | FSAWX | ||
Risk-Adjusted Indicators
There is a big difference between Dfa Mutual Fund performing well and Dfa Intl 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 Intl'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CCD | 0.80 | 0.01 | 0.00 | 0.09 | 0.91 | 1.73 | 5.33 | |||
| MCFCX | 0.24 | 0.03 | (0.09) | 0.16 | 0.12 | 0.61 | 1.33 | |||
| PRCCX | 0.84 | 0.02 | 0.01 | 0.11 | 0.95 | 1.67 | 6.61 | |||
| HRCSX | 0.77 | (0.03) | (0.06) | 0.03 | 0.98 | 1.68 | 4.04 | |||
| CONOX | 0.84 | 0.05 | 0.03 | 0.14 | 0.89 | 1.72 | 7.40 | |||
| FSAWX | 0.11 | 0.02 | (0.26) | 0.52 | 0.00 | 0.19 | 0.75 |