Dfa Sustainability Core Fund Market Value
| DFSIX Fund | USD 52.98 0.38 0.72% |
| Symbol | Dfa |
Dfa Us '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 Us' 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 Us.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Dfa Us on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Sustainability Core or generate 0.0% return on investment in Dfa Us over 90 days. Dfa Us is related to or competes with Intal High, Dfa International, Dfa Inflation, Dfa International, Dfa International, Dfa Mn, and Dfa Municipal. The Portfolio purchases a broad and diverse group of securities of U.S More
Dfa Us 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 Us' 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 Sustainability Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8487 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.38 |
Dfa Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Us' standard deviation. In reality, there are many statistical measures that can use Dfa Us historical prices to predict the future Dfa Us' volatility.| Risk Adjusted Performance | 0.0582 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0555 |
Dfa Us February 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0582 | |||
| Market Risk Adjusted Performance | 0.0655 | |||
| Mean Deviation | 0.5987 | |||
| Semi Deviation | 0.7521 | |||
| Downside Deviation | 0.8487 | |||
| Coefficient Of Variation | 1316.68 | |||
| Standard Deviation | 0.7887 | |||
| Variance | 0.6221 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0555 | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.38 | |||
| Downside Variance | 0.7203 | |||
| Semi Variance | 0.5657 | |||
| Expected Short fall | (0.61) | |||
| Skewness | (0.25) | |||
| Kurtosis | 0.8213 |
Dfa Sustainability Core Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Sustainability Core secures Sharpe Ratio (or Efficiency) of 0.061, which denotes the fund had a 0.061 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dfa Sustainability Core, which you can use to evaluate the volatility of the entity. Please confirm Dfa Us' Downside Deviation of 0.8487, semi deviation of 0.7521, and Mean Deviation of 0.5987 to check if the risk estimate we provide is consistent with the expected return of 0.0436%. The fund shows a Beta (market volatility) of 0.9, which means possible diversification benefits within a given portfolio. Dfa Us returns are very sensitive to returns on the market. As the market goes up or down, Dfa Us is expected to follow.
Auto-correlation | -0.3 |
Weak reverse predictability
Dfa Sustainability Core has weak reverse predictability. Overlapping area represents the amount of predictability between Dfa Us time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 Sustainability Core price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Dfa Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
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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 Us 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 Us security.
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