Dimensional Etf Trust Etf Performance
| DFVX Etf | 68.56 0.16 0.23% |
The etf shows a Beta (market volatility) of 0.87, which means possible diversification benefits within a given portfolio. Dimensional ETF returns are very sensitive to returns on the market. As the market goes up or down, Dimensional ETF is expected to follow.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional ETF Trust are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of fairly fragile basic indicators, Dimensional ETF may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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Dimensional |
Dimensional ETF Relative Risk vs. Return Landscape
If you would invest 6,365 in Dimensional ETF Trust on August 29, 2024 and sell it today you would earn a total of 491.00 from holding Dimensional ETF Trust or generate 7.71% return on investment over 90 days. Dimensional ETF Trust is currently generating 0.1188% in daily expected returns and assumes 0.7294% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Dimensional, and 98% 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 ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Dimensional ETF Trust, and traders can use it to determine the average amount a Dimensional ETF'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 = 0.1629
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| Cash | DFVX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Dimensional ETF is performing at about 12% 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 ETF by adding it to a well-diversified portfolio.
About Dimensional ETF Performance
Evaluating Dimensional ETF's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dimensional ETF 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 Dimensional ETF 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.
Dimensional ETF is entity of United States. It is traded as Etf on NYSE ARCA exchange.