Dfa Ltip Correlations

DRXIX Fund

USD 5.31 0.10 1.92%

The current 90-days correlation between Dfa Ltip Portfolio and Cornerstone Moderately Aggressive is 0.37 (i.e., Weak diversification). The correlation of Dfa Ltip 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 Ltip Correlation With Market

Modest diversification

The correlation between Dfa Ltip Portfolio and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Ltip Portfolio 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 Ltip Portfolio. 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

0.72

DFAPX

Dfa Investment Grade

Pair Corr

Moving against Dfa Mutual Fund

0.79	DFGBX	Dfa Five Year	Pair Corr
0.78	DFIHX	Dfa One Year	Pair Corr
0.7	DFEQX	Dfa Short Term	Pair Corr
0.53	DISMX	Dfa International	Pair Corr
0.49	DISVX	Dfa International Small	Pair Corr
0.46	DSCLX	Dfa International Social	Pair Corr
0.42	DILRX	Dfa International	Pair Corr
0.41	DAADX	Dfa Emerging Markets	Pair Corr
0.41	DFIEX	International E Equity	Pair Corr
0.36	DFALX	Large Cap International	Pair Corr
0.34	DIHRX	Intal High Relative	Pair Corr
0.73	DFSHX	Dfa Selectively Hedged	Pair Corr
0.49	DFISX	International Small Pany	Pair Corr
0.48	DFUKX	United Kingdom Small	Pair Corr
0.46	RSNYX	Victory Global Natural	Pair Corr
0.44	DFVQX	Dfa International Vector	Pair Corr
0.42	DFJSX	Japanese Small Pany	Pair Corr

Related Correlations Analysis

	USCRX	TCTZX	TSIMX	FHRVX	TWSMX	SAWMX	JLMOX	TSMTX
USCRX		0.92	0.99	0.9	1.0	0.98	0.99	0.99	USCRX
TCTZX	0.92		0.92	0.99	0.93	0.93	0.93	0.92	TCTZX
TSIMX	0.99	0.92		0.9	1.0	0.99	0.99	1.0	TSIMX
FHRVX	0.9	0.99	0.9		0.9	0.91	0.92	0.9	FHRVX
TWSMX	1.0	0.93	1.0	0.9		0.98	0.99	1.0	TWSMX
SAWMX	0.98	0.93	0.99	0.91	0.98		0.99	0.99	SAWMX
JLMOX	0.99	0.93	0.99	0.92	0.99	0.99		0.99	JLMOX
TSMTX	0.99	0.92	1.0	0.9	1.0	0.99	0.99		TSMTX
	USCRX	TCTZX	TSIMX	FHRVX	TWSMX	SAWMX	JLMOX	TSMTX

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Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Ltip 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 Ltip'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
USCRX	0.63	0.05	0.06	0.07	0.95	(0.66)	1.22	(1.37)	6.49
TCTZX	0.48	0.02	0.05	(0.50)	0.68	(0.50)	0.95	(1.13)	4.57
TSIMX	0.65	0.04	0.04	0.05	1.02	(0.63)	1.31	(1.61)	6.24
FHRVX	0.39	0.01	0.05	(0.30)	0.61	(0.37)	0.77	(1.00)	3.86
TWSMX	0.70	0.05	0.05	0.06	1.05	(0.73)	1.28	(1.39)	6.85
SAWMX	0.57	0.04	0.05	0.06	0.95	(0.59)	1.08	(1.03)	4.92
JLMOX	0.47	0.02	0.04	0.03	0.73	(0.47)	0.91	(1.24)	4.52
TSMTX	0.64	0.04	0.04	0.05	1.04	(0.61)	1.29	(1.55)	6.31

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