Dynamic Active Competition
| DXZ Etf | CAD 12.39 -0.01 -0.08% |
Market Correlation for Dynamic Active Details
Very poor diversification
Dynamic Active currently posts a 0.81 correlation with Dow Jones, indicating a Very poor diversification relationship for the active sample. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
Moving together with Dynamic Etf
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dynamic Active's price to converge to an average value over time is called mean reversion.
Dynamic Active Competition Correlation Matrix
Studying peer correlation around Dynamic Active Mid Cap gives investors a cleaner read on how much independent price behavior still exists across the competitive set. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.
High positive correlations
| High negative correlations
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Dynamic Active Competition Risk-Adjusted Indicators
There is a big difference between Dynamic Etf performing well and Dynamic Active ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Dynamic Active's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.51 | -0.02 | 0.00 | -0.12 | 0.00 | 2.33 | 14.24 | |||
| MSFT | 1.27 | -0.27 | 0.00 | -0.62 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.51 | -0.09 | 0.00 | -0.26 | 0.00 | 3.18 | 11.09 | |||
| F | 1.34 | -0.13 | 0.00 | -0.21 | 0.00 | 3.61 | 10.01 | |||
| T | 1.12 | 0.23 | 0.24 | -1.20 | 1.13 | 3.87 | 8.53 | |||
| A | 1.22 | -0.25 | 0.00 | -0.35 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.83 | -0.47 | 0.00 | 6.83 | 0.00 | 3.41 | 9.78 | |||
| JPM | 1.10 | -0.19 | 0.00 | 2.15 | 0.00 | 2.02 | 8.17 | |||
| MRK | 1.13 | 0.26 | 0.22 | 0.43 | 1.20 | 2.54 | 7.29 | |||
| XOM | 1.31 | 0.48 | 0.36 | 8.37 | 1.14 | 2.90 | 6.83 |
Dynamic Active Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Dynamic Active Competition Peer Performance Charts
How to Analyze Dynamic Active Against Peers
Dynamic Active's peer analysis compares Dynamic Active with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Dynamic Active trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Dynamic Active leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Dynamic Active's free cash flow conversion rate exceeds the peer group norm, a sign that reported profits are backed by real cash. Relative comparison helps show where Dynamic Active is stronger or weaker against peers.
Unless otherwise specified, data for Dynamic Active Mid Cap is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.