Dfa Short Correlations

DFEQX Fund

USD 10.52 0.01 0.1%

The current 90-days correlation between Dfa Short Term and Brandes Emerging Markets is -0.05 (i.e., Good 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 Term Extended and DJI is -0.15 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Short Term Extended 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 Term Extended. 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 Dfa Mutual Fund

0.77	VFSUX	Vanguard Short Term	Pair Corr
0.92	VFSIX	Vanguard Short Term	Pair Corr
0.86	VFSTX	Vanguard Short Term	Pair Corr
0.82	VBITX	Vanguard Short Term	Pair Corr
0.76	VBISX	Vanguard Short Term	Pair Corr
0.84	LALDX	Lord Abbett Short	Pair Corr
0.95	VSCSX	Vanguard Short Term	Pair Corr
0.84	LDLAX	Lord Abbett Short	Pair Corr
0.92	LDLRX	Lord Abbett Short	Pair Corr
0.76	PMPIX	Precious Metals Ultr Steady Growth	Pair Corr
0.76	PMPSX	Precious Metals Ultr Steady Growth	Pair Corr
0.72	FGPMX	Franklin Gold And Steady Growth	Pair Corr
0.65	FKRCX	Franklin Gold Precious Steady Growth	Pair Corr
0.88	MAUKX	Pioneer Multi Asset	Pair Corr
0.62	JPM	JPMorgan Chase Sell-off Trend	Pair Corr
0.69	CVX	Chevron Corp Earnings Call This Week	Pair Corr
0.64	CAT	Caterpillar	Pair Corr

Moving against Dfa Mutual Fund

0.62	MCD	McDonalds	Pair Corr
0.51	TRV	The Travelers Companies	Pair Corr
0.37	VZ	Verizon Communications Aggressive Push	Pair Corr
0.36	WMT	Walmart	Pair Corr

Related Correlations Analysis

	BEMIX	SEDAX	SFGIX	REMVX	ZEMIX	EMSLX	FEMDX	JOEAX
BEMIX		0.96	0.99	1.0	0.99	0.98	0.98	0.98	BEMIX
SEDAX	0.96		0.96	0.96	0.95	0.94	0.98	0.94	SEDAX
SFGIX	0.99	0.96		0.99	0.99	0.97	0.97	0.97	SFGIX
REMVX	1.0	0.96	0.99		1.0	0.98	0.98	0.98	REMVX
ZEMIX	0.99	0.95	0.99	1.0		0.98	0.97	0.98	ZEMIX
EMSLX	0.98	0.94	0.97	0.98	0.98		0.95	0.98	EMSLX
FEMDX	0.98	0.98	0.97	0.98	0.97	0.95		0.95	FEMDX
JOEAX	0.98	0.94	0.97	0.98	0.98	0.98	0.95		JOEAX
	BEMIX	SEDAX	SFGIX	REMVX	ZEMIX	EMSLX	FEMDX	JOEAX

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
BEMIX	0.48	0.32	0.12	(3.91)	0.00	(0.65)	1.55	(0.81)	3.22
SEDAX	0.18	0.07	(0.61)	0.88	0.00	(0.27)	0.45	(0.33)	1.25
SFGIX	0.40	0.22	(0.01)	76.65	0.15	(0.50)	1.14	(0.69)	3.31
REMVX	0.58	0.33	0.14	(6.69)	0.00	(0.85)	1.76	(0.87)	4.92
ZEMIX	0.56	0.29	0.08	(6.32)	0.00	(0.74)	1.86	(0.99)	3.78
EMSLX	0.67	0.18	0.07	0.63	0.22	(0.85)	1.78	(0.90)	4.39
FEMDX	0.17	0.10	(0.73)	(3.67)	0.00	(0.25)	0.52	(0.17)	1.13
JOEAX	0.47	0.19	0.05	0.86	0.00	(0.60)	1.57	(0.82)	3.07

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