Dfa Oregon Correlations
DOGMX Fund | USD 9.81 0.01 0.10% |
The current 90-days correlation between Dfa Oregon Municipal and Alphacentric Lifesci Healthcare is 0.11 (i.e., Average diversification). The correlation of Dfa Oregon 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 Oregon Correlation With Market
Average diversification
The correlation between Dfa Oregon Municipal and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Oregon Municipal and DJI in the same portfolio, assuming nothing else is changed.
Dfa |
Moving together with Dfa Mutual Fund
0.87 | DIPSX | Dfa Inflation Protected | PairCorr |
0.67 | DISMX | Dfa International | PairCorr |
0.61 | DRIBX | Dimensional 2010 Target | PairCorr |
0.73 | DRIWX | Dimensional 2030 Target | PairCorr |
0.79 | DRIUX | Dimensional 2025 Target | PairCorr |
0.77 | DRIRX | Dimensional 2020 Target | PairCorr |
0.71 | DRIQX | Dimensional 2015 Target | PairCorr |
0.78 | DRXIX | Dfa Ltip Portfolio | PairCorr |
0.66 | DSCLX | Dfa International Social | PairCorr |
0.8 | DSFIX | Dfa Social Fixed | PairCorr |
0.93 | DSSMX | Dfa Selective State | PairCorr |
0.95 | DCIBX | Dfa Ca Int | PairCorr |
0.73 | DWFIX | Dfa World Ex | PairCorr |
Moving against Dfa Mutual Fund
0.39 | DAABX | Dfa Sustainability | PairCorr |
0.38 | DUSQX | Us Lg Cap | PairCorr |
0.35 | DFAIX | Dfa Short Duration | PairCorr |
0.33 | DSCGX | Dfa Small | PairCorr |
Related Correlations Analysis
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Dfa Mutual Fund performing well and Dfa Oregon 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 Oregon'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
LYFAX | 0.65 | (0.08) | 0.00 | (19.18) | 0.00 | 1.22 | 3.82 | |||
BHCHX | 0.65 | (0.13) | 0.00 | (0.10) | 0.00 | 1.27 | 4.20 | |||
XXGRX | 0.60 | (0.14) | 0.00 | (2.69) | 0.00 | 0.95 | 3.30 | |||
GGHYX | 0.60 | (0.14) | 0.00 | (1.13) | 0.00 | 0.86 | 3.73 | |||
BGHDX | 0.80 | (0.16) | 0.00 | (1.94) | 0.00 | 1.34 | 6.08 | |||
PHLAX | 0.63 | (0.18) | 0.00 | (0.21) | 0.00 | 0.95 | 5.07 | |||
AHSCX | 0.55 | (0.09) | 0.00 | (0.10) | 0.00 | 0.77 | 4.55 |