Dfa Diversified Fixed Fund Market Value
| DFXIX Fund | USD 9.44 0.01 0.11% |
| Symbol | Dfa |
Dfa Diversified '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 Diversified'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 Diversified.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Dfa Diversified on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Diversified Fixed or generate 0.0% return on investment in Dfa Diversified over 90 days. Dfa Diversified is related to or competes with Intal High, Dfa International, Dfa Inflation, Dfa International, Dfa International, Dfa Mn, and Dfa Municipal. As a non-fundamental policy, under normal circumstances, the fund will invest directly, or indirectly through its invest... More
Dfa Diversified 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 Diversified'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 Diversified Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1372 | |||
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 0.4287 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2146 |
Dfa Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Diversified's standard deviation. In reality, there are many statistical measures that can use Dfa Diversified historical prices to predict the future Dfa Diversified's volatility.| Risk Adjusted Performance | 0.0757 | |||
| Jensen Alpha | 0.0115 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | (2.13) |
Dfa Diversified February 23, 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 | 0.0757 | |||
| Market Risk Adjusted Performance | (2.12) | |||
| Mean Deviation | 0.1059 | |||
| Downside Deviation | 0.1372 | |||
| Coefficient Of Variation | 610.67 | |||
| Standard Deviation | 0.1288 | |||
| Variance | 0.0166 | |||
| Information Ratio | (0.46) | |||
| Jensen Alpha | 0.0115 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | (2.13) | |||
| Maximum Drawdown | 0.4287 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2146 | |||
| Downside Variance | 0.0188 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.15) | |||
| Skewness | 0.2049 | |||
| Kurtosis | (0.49) |
Dfa Diversified Fixed Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Diversified Fixed secures Sharpe Ratio (or Efficiency) of 0.0956, which denotes the fund had a 0.0956 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Diversified Fixed, which you can use to evaluate the volatility of the entity. Please confirm Dfa Diversified's Downside Deviation of 0.1372, coefficient of variation of 610.67, and Mean Deviation of 0.1059 to check if the risk estimate we provide is consistent with the expected return of 0.0125%. The fund shows a Beta (market volatility) of -0.0052, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Diversified are expected to decrease at a much lower rate. During the bear market, Dfa Diversified is likely to outperform the market.
Auto-correlation | 0.35 |
Below average predictability
Dfa Diversified Fixed has below average predictability. Overlapping area represents the amount of predictability between Dfa Diversified 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 Diversified Fixed price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Dfa Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 Diversified 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 Diversified security.
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