Dimensional 2040 Risk Adjusted Performance

DRIHX Fund

USD 16.30 0.05 0.31%

Dimensional 2040 risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Dimensional 2040 Target or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Dimensional 2040 Target has current Risk Adjusted Performance of 0.0516.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0516

ER[a]	=	Expected return on investing in Dimensional 2040
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Dimensional 2040 Risk Adjusted Performance Peers Comparison

Dimensional Risk Adjusted Performance Relative To Other Indicators

Dimensional 2040 Target is rated # 2 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 45.66 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dimensional 2040 Target is roughly 45.66

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Dimensional 2040 Technical Signals

All Dimensional 2040 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	0.0516
	Market Risk Adjusted Performance	0.0645
	Mean Deviation	0.4005
	Semi Deviation	0.4657
	Downside Deviation	0.5509
	Coefficient Of Variation	1357.22
	Standard Deviation	0.5159
	Variance	0.2661
	Information Ratio	(0.18)
	Jensen Alpha	(0.03)
	Total Risk Alpha	(0.05)
	Sortino Ratio	(0.17)
	Treynor Ratio	0.0545
	Maximum Drawdown	2.36
	Value At Risk	(0.85)
	Potential Upside	0.8658
	Downside Variance	0.3035
	Semi Variance	0.2168
	Expected Short fall	(0.44)
	Skewness	(0.14)
	Kurtosis	0.1335

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