Dfa Short Term Government Fund Market Value
| DFFGX Fund | USD 10.00 0.01 0.10% |
| Symbol | Dfa |
Dfa Short 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dfa Short's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dfa Short.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in Dfa Short on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Short Term Government or generate 0.0% return on investment in Dfa Short over 90 days. Dfa Short is related to or competes with Elfun Diversified, Federated Hermes, American Funds, Stone Ridge, Tiaa Cref, and Wells Fargo. The fund seeks to maximize total returns from a universe of obligations of the U.S More
Dfa Short Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dfa Short's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Dfa Short Term Government upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (2.31) | |||
| Maximum Drawdown | 0.101 | |||
| Potential Upside | 0.1007 |
Dfa Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Short's standard deviation. In reality, there are many statistical measures that can use Dfa Short historical prices to predict the future Dfa Short's volatility.| Risk Adjusted Performance | 0.1288 | |||
| Jensen Alpha | 0.0051 | |||
| Total Risk Alpha | 0.0014 | |||
| Treynor Ratio | 0.4974 |
Dfa Short Term Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Short Term secures Sharpe Ratio (or Efficiency) of 0.44, which denotes the fund had a 0.44 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Dfa Short Term Government, which you can use to evaluate the volatility of the entity. Please confirm Dfa Short's Mean Deviation of 0.0272, coefficient of variation of 229.9, and Standard Deviation of 0.0373 to check if the risk estimate we provide is consistent with the expected return of 0.0162%. The fund shows a Beta (market volatility) of 0.0125, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Short is expected to be smaller as well.
Auto-correlation | 0.96 |
Excellent predictability
Dfa Short Term Government has excellent predictability. Overlapping area represents the amount of predictability between Dfa Short time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dfa Short Term price movement. The serial correlation of 0.96 indicates that 96.0% of current Dfa Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dfa Short Term lagged returns against current returns
Autocorrelation, which is Dfa Short mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Dfa Short's mutual fund expected returns. We can calculate the autocorrelation of Dfa Short returns to help us make a trade decision. For example, suppose you find that Dfa Short has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Dfa Short regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Dfa Short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Short mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dfa Short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Short Lagged Returns
When evaluating Dfa Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Short mutual fund have on its future price. Dfa Short autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Dfa Short autocorrelation shows the relationship between Dfa Short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Short Term Government.
Regressed Prices |
| Timeline |
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Other Information on Investing in Dfa Mutual Fund
Dfa Short financial ratios help investors to determine whether Dfa Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dfa with respect to the benefits of owning Dfa Short security.
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