|Time Horizon||30 Days Login to change|
Dimensional Emerg Mkt Relative Risk vs. Return LandscapeIf you would invest 1,834 in Dimensional Emerg Mkt Targeted Val B on June 18, 2018 and sell it today you would lose (147.00) from holding Dimensional Emerg Mkt Targeted Val B or give up 8.02% of portfolio value over 30 days. Dimensional Emerg Mkt Targeted Val B is generating negative expected returns and assumes 1.7323% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than Dimensional Emerg Mkt Targeted Val B and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Dimensional Emerg Current Valuation
Dimensional Emerg Market Risk Analysis
Sharpe Ratio = -0.5921