Us Lg Correlations

Mutual Funds . USA . 
Fund . Us Lg Cap
DUSQX Fund  USD 34.52  0.02  0.06%   
The current 90-days correlation between Us Lg Cap and Dfa International Value is 0.5 (i.e., Very weak diversification). The correlation of Us Lg 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.

Us Lg Correlation With Market

Almost no diversification

The correlation between Us Lg Cap and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Lg Cap 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 Us Lg Cap. 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 producer price index.

Moving together with DUSQX Mutual Fund

  0.95DIHRX Intal High RelativePairCorr
  0.94DILRX Dfa InternationalPairCorr
  0.66DIPSX Dfa Inflation ProtectedPairCorr
  0.97DISVX Dfa International SmallPairCorr
  0.97DISMX Dfa InternationalPairCorr
  0.96DMNBX Dfa Mn MunicipalPairCorr
  0.96DNYMX Dfa Ny MunicipalPairCorr
  0.93DOGMX Dfa Oregon MunicipalPairCorr
  0.69DREIX World Core EquityPairCorr
  1.0DRIIX Dimensional 2045 TargetPairCorr
  1.0DRIHX Dimensional 2040 TargetPairCorr
  0.98DRIGX Dimensional 2035 TargetPairCorr
  0.97DRIWX Dimensional 2030 TargetPairCorr
  0.94DRIUX Dimensional 2025 TargetPairCorr
  0.96DRIRX Dimensional 2020 TargetPairCorr
  0.96DRIQX Dimensional 2015 TargetPairCorr
  1.0DRILX Dimensional 2060 TargetPairCorr
  1.0DRIKX Dimensional 2055 TargetPairCorr
  1.0DRIJX Dimensional 2050 TargetPairCorr
  0.99DAADX Dfa Emerging MarketsPairCorr
  0.98DAABX Dfa SustainabilityPairCorr
  0.71DSCLX Dfa International SocialPairCorr
  0.98DSCGX Dfa SmallPairCorr
  0.73DSFIX Dfa Social FixedPairCorr
  1.0DSHGX Dfa Selectively HedgedPairCorr
  0.93DSSMX Dfa Selective StatePairCorr
  0.95DTCPX Dfa Targeted CreditPairCorr
  0.69DTDRX Dimensional 2065 TargetPairCorr
  0.8DCIBX Dfa Ca IntPairCorr
  0.76DURPX Us High RelativePairCorr
  1.0DUSLX Dfa LargePairCorr
  0.98DEMSX Emerging Markets SmallPairCorr
  0.97DEMGX Emerging Markets TargetedPairCorr
  0.99DESIX Emerging Markets SusPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between DUSQX Mutual Fund performing well and Us Lg 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 Us Lg'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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