Dfa Targeted Correlations

DTCPX Fund

USD 9.69 0.01 0.10%

The current 90-days correlation between Dfa Targeted Credit and Qs Large Cap is 0.05 (i.e., Significant diversification). The correlation of Dfa Targeted 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 Targeted Correlation With Market

Modest diversification

The correlation between Dfa Targeted Credit and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Targeted Credit 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 Targeted Credit. 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 persons.

Moving together with Dfa Mutual Fund

0.66	DCMSX	Dfa Commodity Strategy	Pair Corr
0.62	DEMSX	Emerging Markets Small	Pair Corr
0.62	DESIX	Emerging Markets Sus	Pair Corr

Related Correlations Analysis

	VAAGX	DOXGX	LAAFX	JDVNX	LGPIX	GMLVX	DLCIX	LMUSX
VAAGX		0.94	0.88	0.97	0.67	0.82	0.87	0.96	VAAGX
DOXGX	0.94		0.92	0.95	0.69	0.77	0.85	0.96	DOXGX
LAAFX	0.88	0.92		0.9	0.64	0.74	0.79	0.89	LAAFX
JDVNX	0.97	0.95	0.9		0.68	0.89	0.91	0.93	JDVNX
LGPIX	0.67	0.69	0.64	0.68		0.64	0.65	0.72	LGPIX
GMLVX	0.82	0.77	0.74	0.89	0.64		0.88	0.74	GMLVX
DLCIX	0.87	0.85	0.79	0.91	0.65	0.88		0.81	DLCIX
LMUSX	0.96	0.96	0.89	0.93	0.72	0.74	0.81		LMUSX
	VAAGX	DOXGX	LAAFX	JDVNX	LGPIX	GMLVX	DLCIX	LMUSX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Targeted 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 Targeted'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
VAAGX	0.80	0.17	0.21	0.22	0.54	(1.07)	1.73	(1.44)	11.75
DOXGX	0.58	0.03	0.03	0.07	0.62	(0.60)	1.26	(0.98)	3.64
LAAFX	0.60	0.19	0.25	0.90	0.34	(0.75)	1.10	(0.99)	7.55
JDVNX	0.71	0.18	0.19	0.22	0.56	(0.81)	1.47	(1.28)	8.49
LGPIX	0.73	0.00	(0.04)	(0.03)	1.13	(0.64)	1.22	(1.78)	5.36
GMLVX	0.67	0.13	0.16	0.28	0.51	(0.85)	1.47	(1.07)	4.36
DLCIX	0.90	0.30	0.31	0.71	0.40	(1.07)	1.17	(1.22)	23.01
LMUSX	0.62	0.03	0.02	0.09	0.77	(0.62)	1.14	(1.35)	4.94

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Dfa Targeted Correlations

Dfa Targeted Correlation With Market

Modest diversification

Moving together with Dfa Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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