Dfa Inflation Correlations

DIPSX Fund

USD 11.12 0.01 0.09%

The current 90-days correlation between Dfa Inflation Protected and International E Equity is -0.07 (i.e., Good diversification). The correlation of Dfa Inflation 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 Inflation Correlation With Market

Average diversification

The correlation between Dfa Inflation Protected and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Inflation Protected 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 Inflation Protected. 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

0.65	DISVX	Dfa International Small	Pair Corr
0.75	DMREX	Dfa Municipal Real	Pair Corr
0.61	DOGMX	Dfa Oregon Municipal	Pair Corr
0.69	DRIHX	Dimensional 2040 Target	Pair Corr
0.8	DRIWX	Dimensional 2030 Target	Pair Corr
0.85	DRIUX	Dimensional 2025 Target	Pair Corr
0.83	DRIRX	Dimensional 2020 Target	Pair Corr
0.64	DRIKX	Dimensional 2055 Target	Pair Corr
0.65	DRIJX	Dimensional 2050 Target	Pair Corr
0.67	DRXIX	Dfa Ltip Portfolio	Pair Corr
0.64	DSCLX	Dfa International Social	Pair Corr
0.91	DSFIX	Dfa Social Fixed	Pair Corr
0.61	DSSMX	Dfa Selective State	Pair Corr
0.62	DCIBX	Dfa Ca Int	Pair Corr
0.65	DEMGX	Emerging Markets Targeted	Pair Corr

Related Correlations Analysis

	DFIEX	DFREX	DFCEX	DFGBX	DFQTX
DFIEX		0.45	0.97	0.79	0.96	DFIEX
DFREX	0.45		0.39	0.71	0.42	DFREX
DFCEX	0.97	0.39		0.75	0.98	DFCEX
DFGBX	0.79	0.71	0.75		0.75	DFGBX
DFQTX	0.96	0.42	0.98	0.75		DFQTX
	DFIEX	DFREX	DFCEX	DFGBX	DFQTX

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Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Inflation 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 Inflation'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
DFIEX	0.47	0.19	0.07	(2.68)	0.25	(0.50)	1.16	(1.08)	2.58
DFREX	0.59	0.01	(0.05)	0.15	0.84	(0.65)	1.65	(1.34)	4.39
DFCEX	0.46	0.27	0.20	(9.01)	0.00	(0.55)	1.37	(0.86)	3.88
DFGBX	0.03	0.00	0.00	0.00	0.00	0.00	0.10	0.00	0.10
DFQTX	0.62	0.31	0.26	(3.42)	0.06	(0.80)	1.91	(0.88)	5.23

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Dfa Inflation Correlations

Dfa Inflation Correlation With Market

Average diversification

Moving together with Dfa Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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