Dimensional International Risk Adjusted Performance
DFIV Etf | USD 44.32 0.02 0.05% |
Dimensional | Build AI portfolio with Dimensional Etf |
| = | 0.233 |
ER[a] | = | Expected return on investing in Dimensional International |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Dimensional International Risk Adjusted Performance Peers Comparison
Dimensional Risk Adjusted Performance Relative To Other Indicators
Dimensional International Value is rated # 3 ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 15.03 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dimensional International Value is roughly 15.03
Risk Adjusted Performance |
Compare Dimensional International to Peers |
Thematic Opportunities
Explore Investment Opportunities
Dimensional International Technical Signals
All Dimensional International Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.233 | |||
Market Risk Adjusted Performance | 0.4221 | |||
Mean Deviation | 0.5343 | |||
Semi Deviation | 0.2176 | |||
Downside Deviation | 0.6933 | |||
Coefficient Of Variation | 331.52 | |||
Standard Deviation | 0.7029 | |||
Variance | 0.494 | |||
Information Ratio | 0.0037 | |||
Jensen Alpha | 0.1042 | |||
Total Risk Alpha | 0.0213 | |||
Sortino Ratio | 0.0037 | |||
Treynor Ratio | 0.4121 | |||
Maximum Drawdown | 3.5 | |||
Value At Risk | (0.96) | |||
Potential Upside | 1.12 | |||
Downside Variance | 0.4807 | |||
Semi Variance | 0.0473 | |||
Expected Short fall | (0.57) | |||
Skewness | 0.3948 | |||
Kurtosis | 1.61 |