Dimensional 2070 Target Fund Technical Analysis

At this stage we consider Dimensional Mutual Fund to be very steady. Dimensional 2070 Target secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Dimensional 2070 Target, which you can use to evaluate the volatility of the entity. Please confirm Dimensional 2070's Mean Deviation of 0.4819, coefficient of variation of 1010.36, and Downside Deviation of 0.7654 to check if the risk estimate we provide is consistent with the expected return of 0.0993%. The fund shows a Beta (market volatility) of 0.7, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dimensional 2070's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional 2070 is expected to be smaller as well.

The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Dimensional 2070 Target volatility. High ATR values indicate high volatility, and low values indicate low volatility.