Dfa Commodity Correlations

Mutual Funds . USA . 
Fund . Dfa Commodity Strategy
DCMSX Fund  USD 4.80  0.02  0.42%   
The current 90-days correlation between Dfa Commodity Strategy and Growth Allocation Fund is -0.18 (i.e., Good diversification). The correlation of Dfa Commodity is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Dfa Commodity Correlation With Market

Very good diversification

The correlation between Dfa Commodity Strategy and DJI is -0.26 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Commodity Strategy and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dfa Commodity Strategy. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in state.

Moving together with Dfa Mutual Fund

  0.64DISVX Dfa International SmallPairCorr
  0.62DISMX Dfa InternationalPairCorr
  0.68DMNBX Dfa Mn MunicipalPairCorr
  0.69DNYMX Dfa Ny MunicipalPairCorr
  0.63DAADX Dfa Emerging MarketsPairCorr
  0.68DTCPX Dfa Targeted CreditPairCorr
  0.64DEMSX Emerging Markets SmallPairCorr
  0.66DEMGX Emerging Markets TargetedPairCorr
  0.64DESIX Emerging Markets SusPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Commodity Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Dfa Commodity's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

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