Dimensional Global Risk Adjusted Performance
DFGP Etf | 53.14 0.10 0.19% |
Dimensional |
| = | 0.0196 |
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 # 2 ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 70.26 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dimensional Global Core is roughly 70.26
Risk Adjusted Performance |
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Dimensional Global Technical Signals
All Dimensional Global Technical Indicators
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Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
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Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0196 | |||
Market Risk Adjusted Performance | 0.0561 | |||
Mean Deviation | 0.2103 | |||
Semi Deviation | 0.2335 | |||
Downside Deviation | 0.275 | |||
Coefficient Of Variation | 2169.5 | |||
Standard Deviation | 0.289 | |||
Variance | 0.0835 | |||
Information Ratio | (0.30) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.31) | |||
Treynor Ratio | 0.0461 | |||
Maximum Drawdown | 1.38 | |||
Value At Risk | (0.48) | |||
Potential Upside | 0.551 | |||
Downside Variance | 0.0756 | |||
Semi Variance | 0.0545 | |||
Expected Short fall | (0.24) | |||
Skewness | 0.3103 | |||
Kurtosis | 0.9641 |