Dfa Commodity Risk Adjusted Performance

DCMSX Fund  USD 4.62  0.01  0.22%   
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Dfa Commodity Strategy has current Risk Adjusted Performance of 0.1332.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1332
ER[a] = Expected return on investing in Dfa Commodity
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Dfa Commodity Risk Adjusted Performance Peers Comparison

Dfa Risk Adjusted Performance Relative To Other Indicators

Dfa Commodity Strategy is rated # 2 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  15.64  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dfa Commodity Strategy is roughly  15.64 
Compare Dfa Commodity to Peers

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