Dfa Investment Correlations

Mutual Funds USA . 
Fund . Dfa Investment Dimensions
DFABX Fund  USD 10.00  0.01  0.10%   
The current 90-days correlation between Dfa Investment Dimensions and Rbc Emerging Markets is -0.11 (i.e., Good diversification). The correlation of Dfa Investment 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 Investment Correlation With Market

Modest diversification

The correlation between Dfa Investment Dimensions and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Investment Dimensions 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 Investment Dimensions. 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 bureau of labor statistics.

Moving together with Dfa Mutual Fund

  0.94DILRX Dfa InternationalPairCorr
  0.64DIPSX Dfa Inflation ProtectedPairCorr
  0.98DISMX Dfa InternationalPairCorr
  0.99DMNBX Dfa Mn MunicipalPairCorr
  0.93DMREX Dfa Municipal RealPairCorr
  0.99DNYMX Dfa Ny MunicipalPairCorr
  0.87DREIX World Core EquityPairCorr
  0.97DRIIX Dimensional 2045 TargetPairCorr
  0.86DRIHX Dimensional 2040 TargetPairCorr
  0.96DRIGX Dimensional 2035 TargetPairCorr
  0.95DRIWX Dimensional 2030 TargetPairCorr
  0.93DRIUX Dimensional 2025 TargetPairCorr
  0.95DRIRX Dimensional 2020 TargetPairCorr
  0.84DRIQX Dimensional 2015 TargetPairCorr
  0.87DRILX Dimensional 2060 TargetPairCorr
  0.97DRIKX Dimensional 2055 TargetPairCorr
  0.97DRIJX Dimensional 2050 TargetPairCorr
  0.98DAADX Dfa Emerging MarketsPairCorr
  0.82DAABX Dfa SustainabilityPairCorr
  0.84DSCLX Dfa International SocialPairCorr
  0.82DSCGX Dfa SmallPairCorr
  0.66DSFIX Dfa Social FixedPairCorr
  0.87DSHGX Dfa Selectively HedgedPairCorr
  0.62DSSMX Dfa Selective StatePairCorr
  0.98DTCPX Dfa Targeted CreditPairCorr
  0.97DTDRX Dimensional 2065 TargetPairCorr
  0.73DCARX Dfa California MunicipalPairCorr
  0.96DCIBX Dfa Ca IntPairCorr
  0.87DURPX Us High RelativePairCorr
  0.88DUSQX Us Lg CapPairCorr
  0.98DEMGX Emerging Markets TargetedPairCorr
  0.97DESIX Emerging Markets SusPairCorr
  0.96DFALX Large Cap InternationalPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Investment 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 Investment'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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