Dimensional Equity Risk Adjusted Performance
DFUS Etf | USD 57.62 0.13 0.23% |
Dimensional |
| = | 0.0782 |
ER[a] | = | Expected return on investing in Dimensional Equity |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Dimensional Equity Risk Adjusted Performance Peers Comparison
Dimensional Risk Adjusted Performance Relative To Other Indicators
Dimensional Equity ETF is rated # 3 ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 46.56 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dimensional Equity ETF is roughly 46.56
Risk Adjusted Performance |
Compare Dimensional Equity to Peers |
Thematic Opportunities
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Dimensional Equity Technical Signals
All Dimensional Equity Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0782 | |||
Market Risk Adjusted Performance | 0.0882 | |||
Mean Deviation | 0.5793 | |||
Semi Deviation | 0.5383 | |||
Downside Deviation | 0.7287 | |||
Coefficient Of Variation | 769.49 | |||
Standard Deviation | 0.7387 | |||
Variance | 0.5457 | |||
Information Ratio | (0) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0) | |||
Treynor Ratio | 0.0782 | |||
Maximum Drawdown | 3.64 | |||
Value At Risk | (1.22) | |||
Potential Upside | 1.18 | |||
Downside Variance | 0.531 | |||
Semi Variance | 0.2898 | |||
Expected Short fall | (0.62) | |||
Skewness | (0.04) | |||
Kurtosis | (0.05) |