Dfa Social Correlations

Mutual Funds . USA . 
Fund . Dfa Social Fixed
DSFIX Fund  USD 9.34  0.05  0.54%   
The current 90-days correlation between Dfa Social Fixed and Ab Bond Inflation is 0.25 (i.e., Modest diversification). The correlation of Dfa Social 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 Social Correlation With Market

Very good diversification

The correlation between Dfa Social Fixed and DJI is -0.29 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Social Fixed 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 Social Fixed. 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

  0.98DIPSX Dfa Inflation ProtectedPairCorr
  0.65DISMX Dfa InternationalPairCorr
  0.97DMNBX Dfa Mn MunicipalPairCorr
  0.88DMREX Dfa Municipal RealPairCorr
  0.97DNYMX Dfa Ny MunicipalPairCorr
  0.99DOGMX Dfa Oregon MunicipalPairCorr
  0.67DRIHX Dimensional 2040 TargetPairCorr
  0.81DRIGX Dimensional 2035 TargetPairCorr
  0.89DRIBX Dimensional 2010 TargetPairCorr
  0.88DRIWX Dimensional 2030 TargetPairCorr
  0.93DRIUX Dimensional 2025 TargetPairCorr
  0.92DRIRX Dimensional 2020 TargetPairCorr
  0.9DRIQX Dimensional 2015 TargetPairCorr
  0.95DRXIX Dfa Ltip PortfolioPairCorr
  0.97DSSMX Dfa Selective StatePairCorr
  0.88DCARX Dfa California MunicipalPairCorr
  0.98DCIBX Dfa Ca IntPairCorr
  0.64DURPX Us High RelativePairCorr
  0.97DWFIX Dfa World ExPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Social 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 Social'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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