Dimensional Global Core Etf Performance
| DFGP Etf | 53.14 0.10 0.19% |
The etf shows a Beta (market volatility) of 0.072, which means not very significant fluctuations relative to the market. As returns on the market increase, Dimensional Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional Global is expected to be smaller as well.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional Global Core are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable technical and fundamental indicators, Dimensional Global is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
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Dimensional Global Relative Risk vs. Return Landscape
If you would invest 5,273 in Dimensional Global Core on November 2, 2024 and sell it today you would earn a total of 41.00 from holding Dimensional Global Core or generate 0.78% return on investment over 90 days. Dimensional Global Core is currently generating 0.0133% in daily expected returns and assumes 0.289% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than Dimensional, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Dimensional Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Dimensional Global Core, and traders can use it to determine the average amount a Dimensional Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0461
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Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Dimensional Global is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dimensional Global by adding it to a well-diversified portfolio.
About Dimensional Global Performance
Assessing Dimensional Global's fundamental ratios provides investors with valuable insights into Dimensional Global's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Dimensional Global is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.