Dimensional Global Risk Adjusted Performance
DFGH Etf | 36.09 0.05 0.14% |
Dimensional |
| = | 0.0869 |
ER[a] | = | Expected return on investing in Dimensional Global |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Dimensional Global Risk Adjusted Performance Peers Comparison
Dimensional Risk Adjusted Performance Relative To Other Indicators
Dimensional Global Core is rated below average in risk adjusted performance as compared to similar ETFs. It is rated # 2 ETF in maximum drawdown as compared to similar ETFs reporting about 54.36 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dimensional Global Core is roughly 54.36
Risk Adjusted Performance |
Compare Dimensional Global to Peers |
Thematic Opportunities
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Dimensional Global Technical Signals
All Dimensional Global Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0869 | |||
Market Risk Adjusted Performance | (3.71) | |||
Mean Deviation | 0.5647 | |||
Semi Deviation | 0.7154 | |||
Downside Deviation | 0.8027 | |||
Coefficient Of Variation | 953.9 | |||
Standard Deviation | 0.7806 | |||
Variance | 0.6094 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | 0.0736 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | (3.72) | |||
Maximum Drawdown | 4.72 | |||
Value At Risk | (0.91) | |||
Potential Upside | 1.34 | |||
Downside Variance | 0.6444 | |||
Semi Variance | 0.5118 | |||
Expected Short fall | (0.63) | |||
Skewness | (0.57) | |||
Kurtosis | 2.6 |