Dimensional Core Equity Etf Performance
| DFAC Etf | USD 30.24 0.17 0.56% |
The etf shows a Beta (market volatility) of -0.0204, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dimensional Core are expected to decrease at a much lower rate. During the bear market, Dimensional Core is likely to outperform the market.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional Core Equity are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Dimensional Core is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
1 | Grupo Magna recibe reconocimiento de parte de Dongfeng DFAC | 02/01/2024 |
2 | Claris Advisors LLC MO Increases Position in Dimensional U.S. Core Equity 2 ETF | 02/05/2024 |
3 | Argent Trust Co Grows Stock Holdings in Dimensional U.S. Core Equity 2 ETF | 02/07/2024 |
4 | Kestra Advisory Services LLC Buys 366,314 Shares of Dimensional U.S. Core Equity 2 ETF | 02/15/2024 |
5 | LPL Financial LLC Sells 849,766 Shares of Dimensional U.S. Core Equity 2 ETF | 02/20/2024 |
6 | Active ETFs Assets Swelled in 2023 Inside Winners - Yahoo Finance | 02/22/2024 |
7 | Investment Report - Stock Traders Daily.com | 03/01/2024 |
8 | Creative Planning Has 29.23 Million Stock Position in Dimensional U.S. Core Equity 2 ETF | 03/11/2024 |
9 | Dimensional U.S. Core Equity 2 ETF Stock Holdings Cut by TIAA Trust National Association - Defense World | 04/04/2024 |
| In Threey Sharp Ratio | 0.45 |
Dimensional |
Dimensional Core Relative Risk vs. Return Landscape
If you would invest 2,934 in Dimensional Core Equity on January 20, 2024 and sell it today you would earn a total of 90.00 from holding Dimensional Core Equity or generate 3.07% return on investment over 90 days. Dimensional Core Equity is currently generating 0.0514% in daily expected returns and assumes 0.736% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Dimensional, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Dimensional Core Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Core's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Dimensional Core Equity, and traders can use it to determine the average amount a Dimensional Core's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0699
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | DFAC | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Dimensional Core is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dimensional Core by adding it to a well-diversified portfolio.
Dimensional Core Fundamentals Growth
Dimensional Etf prices reflect investors' perceptions of the future prospects and financial health of Dimensional Core, and Dimensional Core fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Dimensional Etf performance.
| Total Asset | 15.42 B | |||
About Dimensional Core Performance
To evaluate Dimensional Core Equity Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Dimensional Core generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Dimensional Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Dimensional Core Equity market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Dimensional's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The fund is designed to purchase a broad and diverse group of securities of U.S. companies. Dimensional is traded on NYSEARCA Exchange in the United States.| Latest headline from news.google.com: Dimensional U.S. Core Equity 2 ETF Stock Holdings Cut by TIAA Trust National Association - Defense World | |
| The fund retains 99.99% of its assets under management (AUM) in equities |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dimensional Core Equity. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Dimensional Core Equity information on this page should be used as a complementary analysis to other Dimensional Core's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
The market value of Dimensional Core Equity is measured differently than its book value, which is the value of Dimensional that is recorded on the company's balance sheet. Investors also form their own opinion of Dimensional Core's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Core's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Dimensional Core's market value can be influenced by many factors that don't directly affect Dimensional Core's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Dimensional Core's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional Core is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional Core's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.