Dfa Five Risk Adjusted Performance

DFGBX Fund  USD 10.16  0.01  0.1%   
Dfa Five risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Dfa Five Year Global or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Dfa Five Year Global has current Risk Adjusted Performance of 0.1767.

RAP

 = 

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

RFR

 = 
0.1767
ER[a] = Expected return on investing in Dfa Five
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Dfa Five Risk Adjusted Performance Peers Comparison

Dfa Risk Adjusted Performance Relative To Other Indicators

Dfa Five Year Global is rated # 2 fund in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about  0.56  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Risk Adjusted Performance to Maximum Drawdown for Dfa Five Year Global is roughly  1.77 
Compare Dfa Five to Peers

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