|Horizon||30 Days Login to change|
Dimensional World Market Sensitivity
|As returns on market increase, Dimensional World returns are expected to increase less than the market. However during bear market, the loss on holding Dimensional World will be expected to be smaller as well.One Month Beta |Analyze Dimensional World Demand TrendCheck current 30 days Dimensional World correlation with market (DOW)|
β = 0.1358
Dimensional World Technical Analysis
Dimensional World Projected Return Density Against MarketAssuming 30 trading days horizon, Dimensional World has beta of 0.1358 . 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 0.2147 implying that it can potentially generate 0.2147% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Dimensional World Return VolatilityDimensional World Allocation 4 accepts 0.316% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.