|Horizon||30 Days Login to change|
Dimensional World Market Sensitivity
Dimensional World Technical Analysis
Dimensional World Projected Return Density Against MarketAssuming 30 trading days horizon, Dimensional World has beta of 0.0262 . This indicates as returns on market go up, Dimensional World average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Dimensional World Allocation 4 will be expected to be much smaller as well. Moreover, Dimensional World Allocation 4 has an alpha of 0.173 implying that it can potentially generate 0.173% excess return over DOW after adjusting for the inherited market risk (beta).
Dimensional World Return VolatilityDimensional World Allocation 4 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1996% risk (volatility on return distribution) over the 30 days horizon.