Dfa Short Correlations

Mutual Funds . USA . 
Fund . Dfa Short Duration Real
DFAIX Fund  USD 10.84  0.01  0.09%   
The current 90-days correlation between Dfa Short Duration and Intal High Relative is 0.11 (i.e., Average diversification). The correlation of Dfa Short 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 Short Correlation With Market

Good diversification

The correlation between Dfa Short Duration Real and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Short Duration Real 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 Short Duration Real. 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 gross domestic product.

Moving together with Dfa Mutual Fund

  0.84DIHRX Intal High RelativePairCorr
  0.82DILRX Dfa InternationalPairCorr
  0.82DIPSX Dfa Inflation ProtectedPairCorr
  0.92DISVX Dfa International SmallPairCorr
  0.9DISMX Dfa InternationalPairCorr
  0.97DMNBX Dfa Mn MunicipalPairCorr
  0.98DMREX Dfa Municipal RealPairCorr
  0.96DNYMX Dfa Ny MunicipalPairCorr
  0.91DOGMX Dfa Oregon MunicipalPairCorr
  0.91DREIX World Core EquityPairCorr
  0.91DRIIX Dimensional 2045 TargetPairCorr
  0.91DRIHX Dimensional 2040 TargetPairCorr
  0.92DRIGX Dimensional 2035 TargetPairCorr
  0.92DRIWX Dimensional 2030 TargetPairCorr
  0.93DRIUX Dimensional 2025 TargetPairCorr
  0.94DRIRX Dimensional 2020 TargetPairCorr
  0.96DRIQX Dimensional 2015 TargetPairCorr
  0.91DRILX Dimensional 2060 TargetPairCorr
  0.91DRIKX Dimensional 2055 TargetPairCorr
  0.91DRIJX Dimensional 2050 TargetPairCorr
  0.92DAADX Dfa Emerging MarketsPairCorr
  0.88DAABX Dfa SustainabilityPairCorr
  0.9DSCLX Dfa International SocialPairCorr
  0.83DSCGX Dfa SmallPairCorr
  0.8DSFIX Dfa Social FixedPairCorr
  0.91DSHGX Dfa Selectively HedgedPairCorr
  0.89DSSMX Dfa Selective StatePairCorr
  0.97DTCPX Dfa Targeted CreditPairCorr
  0.91DTDRX Dimensional 2065 TargetPairCorr
  0.98DCARX Dfa California MunicipalPairCorr
  0.9DCIBX Dfa Ca IntPairCorr
  0.64DCMSX Dfa Commodity StrategyPairCorr
  0.89DURPX Us High RelativePairCorr
  0.91DUSQX Us Lg CapPairCorr
  0.88DUSLX Dfa LargePairCorr
  0.92DEMSX Emerging Markets SmallPairCorr
  0.93DEMGX Emerging Markets TargetedPairCorr
  0.91DESIX Emerging Markets SusPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Short 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 Short'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.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
DIHRX  0.51  0.10  0.02  0.41  0.39 
(0.59)
 1.24 
(1.03)
 2.73 
DILRX  0.53  0.10  0.03  0.40  0.42 
(0.56)
 1.30 
(1.06)
 3.22 
DIPSX  0.22  0.02 (0.32) 0.78  0.23 
(0.23)
 0.37 
(0.54)
 1.28 
DISVX  0.48  0.21  0.17  1.36  0.00 
(0.58)
 1.10 
(0.93)
 2.73 
DISMX  0.50  0.21  0.18  1.01  0.00 
(0.61)
 1.22 
(0.78)
 3.09 
DMNBX  0.04  0.01  0.00  2.16  0.00 
 0.00 
 0.10 
 0.00 
 0.21 
DMREX  0.05  0.01 (1.03)(1.12) 0.00 
(0.10)
 0.09 
(0.09)
 0.37 
DNYMX  0.04  0.01  0.00 (5.81) 0.00 
 0.00 
 0.10 
 0.00 
 0.20 
DOGMX  0.08  0.01 (0.79) 1.06  0.00 
(0.12)
 0.21 
(0.10)
 0.42 
DREIX  0.51  0.13  0.13  0.32  0.31 
(0.60)
 1.63 
(1.23)
 3.66 

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