Dfa Investment Grade Fund Market Value
| DFAPX Fund | USD 10.34 0.02 0.19% |
| Symbol | Dfa |
Dfa Investment 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dfa Investment's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dfa Investment.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Dfa Investment on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Investment Grade or generate 0.0% return on investment in Dfa Investment over 90 days. Dfa Investment is related to or competes with Intal High, Dfa International, Dfa Inflation, Dfa International, Dfa International, Dfa Mn, and Dfa Municipal. The fund seeks to achieve its investment objective through exposure to a broad portfolio of investment grade debt securi... More
Dfa Investment Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dfa Investment's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Dfa Investment Grade upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2143 | |||
| Information Ratio | (0.52) | |||
| Maximum Drawdown | 0.6887 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.2956 |
Dfa Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Investment's standard deviation. In reality, there are many statistical measures that can use Dfa Investment historical prices to predict the future Dfa Investment's volatility.| Risk Adjusted Performance | 0.0875 | |||
| Jensen Alpha | 0.0164 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.44) | |||
| Treynor Ratio | 1.07 |
Dfa Investment February 27, 2026 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 | 0.0875 | |||
| Market Risk Adjusted Performance | 1.08 | |||
| Mean Deviation | 0.1403 | |||
| Downside Deviation | 0.2143 | |||
| Coefficient Of Variation | 634.7 | |||
| Standard Deviation | 0.1794 | |||
| Variance | 0.0322 | |||
| Information Ratio | (0.52) | |||
| Jensen Alpha | 0.0164 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.44) | |||
| Treynor Ratio | 1.07 | |||
| Maximum Drawdown | 0.6887 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.2956 | |||
| Downside Variance | 0.0459 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.20) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.0701 |
Dfa Investment Grade Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Investment Grade secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Investment Grade, which you can use to evaluate the volatility of the entity. Please confirm Dfa Investment's Downside Deviation of 0.2143, mean deviation of 0.1403, and Coefficient Of Variation of 634.7 to check if the risk estimate we provide is consistent with the expected return of 0.0213%. The fund shows a Beta (market volatility) of 0.017, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Investment is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
Dfa Investment Grade has good predictability. Overlapping area represents the amount of predictability between Dfa Investment time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dfa Investment Grade price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Dfa Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Dfa Mutual Fund
Dfa Investment financial ratios help investors to determine whether Dfa Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dfa with respect to the benefits of owning Dfa Investment security.
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