Dfa Commodity Strategy Fund Manager Performance Evaluation
| DCMSX Fund | USD 5.22 0.19 3.51% |
The fund shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Commodity is expected to be smaller as well.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Dfa Commodity Strategy are ranked lower than 15 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Dfa Commodity showed solid returns over the last few months and may actually be approaching a breakup point.
...moreDfa |
Dfa Commodity Relative Risk vs. Return Landscape
If you would invest 459.00 in Dfa Commodity Strategy on November 2, 2025 and sell it today you would earn a total of 63.00 from holding Dfa Commodity Strategy or generate 13.73% return on investment over 90 days. Dfa Commodity Strategy is currently producing 0.217% returns and takes up 1.1021% volatility of returns over 90 trading days. Put another way, 9% of traded mutual funds are less volatile than Dfa, and 96% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Dfa Commodity Current Valuation
Undervalued
Today
Please note that Dfa Commodity's price fluctuation is not too volatile at this time. At this time, the entity appears to be undervalued. Dfa Commodity Strategy shows a prevailing Real Value of $5.62 per share. The current price of the fund is $5.22. We determine the value of Dfa Commodity Strategy from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Since Dfa Commodity is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa Commodity's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 5.22 | Real 5.62 | Hype 5.22 | Naive 5.38 |
The intrinsic value of Dfa Commodity's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Dfa Commodity's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Dfa Commodity Strategy helps investors to forecast how Dfa mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Dfa Commodity more accurately as focusing exclusively on Dfa Commodity's fundamentals will not take into account other important factors: Dfa Commodity Target Price Odds to finish over Current Price
The tendency of Dfa Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 5.22 | 90 days | 5.22 | near 1 |
Based on a normal probability distribution, the odds of Dfa Commodity to move above the current price in 90 days from now is near 1 (This Dfa Commodity Strategy probability density function shows the probability of Dfa Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Dfa Commodity has a beta of 0.32 suggesting as returns on the market go up, Dfa Commodity average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Dfa Commodity Strategy will be expected to be much smaller as well. Additionally Dfa Commodity Strategy has an alpha of 0.2374, implying that it can generate a 0.24 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Dfa Commodity Price Density |
| Price |
Predictive Modules for Dfa Commodity
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Dfa Commodity Strategy. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Commodity's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dfa Commodity Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Dfa Commodity is not an exception. The market had few large corrections towards the Dfa Commodity's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Dfa Commodity Strategy, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Dfa Commodity within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.24 | |
β | Beta against Dow Jones | 0.32 | |
σ | Overall volatility | 0.20 | |
Ir | Information ratio | 0.21 |
Dfa Commodity Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Dfa Commodity for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Dfa Commodity Strategy can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains about 12.84% of its assets under management (AUM) in cash |
Dfa Commodity Fundamentals Growth
Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa Commodity, and Dfa Commodity fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Dfa Mutual Fund performance.
| Total Asset | 1.42 B | |||
About Dfa Commodity Performance
Evaluating Dfa Commodity's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dfa Commodity has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Dfa Commodity has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The Portfolio seeks to achieve its investment objective by generally investing in a universe of allowable commodity-linked derivative instruments and fixed income investment opportunities. It may invest up to 25 percent of its total assets in Dimensional Cayman Commodity Fund I Ltd.Things to note about Dfa Commodity Strategy performance evaluation
Checking the ongoing alerts about Dfa Commodity for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa Commodity Strategy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains about 12.84% of its assets under management (AUM) in cash |
- Analyzing Dfa Commodity's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Dfa Commodity's stock is overvalued or undervalued compared to its peers.
- Examining Dfa Commodity's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Dfa Commodity's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa Commodity's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Dfa Commodity's mutual fund. These opinions can provide insight into Dfa Commodity's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Dfa Mutual Fund
Dfa Commodity 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 Commodity security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| CEOs Directory Screen CEOs from public companies around the world | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments |