Dimensional Small Correlations

DFAS Etf

USD 74.83 0.89 1.20%

The current 90-days correlation between Dimensional Small Cap and Dimensional Targeted Value is 0.96 (i.e., Almost no diversification). The correlation of Dimensional Small is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Dimensional Small Correlation With Market

Very poor diversification

The correlation between Dimensional Small Cap and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Small Cap and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Dimensional Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dimensional Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Dimensional Etf

0.91	VB	Vanguard Small Cap	Pair Corr
0.99	IJR	iShares Core SP	Pair Corr
0.96	IWM	iShares Russell 2000	Pair Corr
0.87	VRTIX	Vanguard Russell 2000	Pair Corr
0.96	VTWO	Vanguard Russell 2000	Pair Corr
0.94	FNDA	Schwab Fundamental Small	Pair Corr
0.99	SPSM	SPDR Portfolio SP	Pair Corr
0.99	VIOO	Vanguard SP Small	Pair Corr
0.98	PRFZ	Invesco FTSE RAFI	Pair Corr
0.65	FNGU	MicroSectors FANG Index Symbol Change	Pair Corr
0.63	DFEN	Direxion Daily Aerospace	Pair Corr
0.83	DGP	DB Gold Double	Pair Corr
0.84	AGQ	ProShares Ultra Silver Trending	Pair Corr
0.81	SMH	VanEck Semiconductor ETF	Pair Corr
0.61	MLPR	ETRACS Quarterly Pay	Pair Corr
0.9	JEPI	JPMorgan Equity Premium	Pair Corr
0.87	WMT	Walmart Common Stock Sell-off Trend	Pair Corr
0.64	DD	Dupont De Nemours	Pair Corr
0.76	MRK	Merck Company	Pair Corr
0.87	AA	Alcoa Corp Earnings Call This Week	Pair Corr
0.69	CAT	Caterpillar	Pair Corr
0.65	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.69	JNJ	Johnson Johnson Earnings Call This Week	Pair Corr

Moving against Dimensional Etf

0.65

Procter Gamble Earnings Call This Week

Pair Corr

Related Correlations Analysis

	DFAT	DFUV	DFAI	VPADX	DFIC	VPL	HDV	SCHE	NOBL	AVDV
DFAT		0.97	0.94	0.74	0.94	0.79	0.74	0.44	0.94	0.95	DFAT
DFUV	0.97		0.99	0.83	0.99	0.88	0.73	0.54	0.93	0.98	DFUV
DFAI	0.94	0.99		0.86	1.0	0.91	0.72	0.61	0.92	0.99	DFAI
VPADX	0.74	0.83	0.86		0.85	0.93	0.51	0.75	0.73	0.82	VPADX
DFIC	0.94	0.99	1.0	0.85		0.89	0.73	0.59	0.92	0.99	DFIC
VPL	0.79	0.88	0.91	0.93	0.89		0.55	0.84	0.77	0.87	VPL
HDV	0.74	0.73	0.72	0.51	0.73	0.55		0.34	0.9	0.75	HDV
SCHE	0.44	0.54	0.61	0.75	0.59	0.84	0.34		0.45	0.55	SCHE
NOBL	0.94	0.93	0.92	0.73	0.92	0.77	0.9	0.45		0.93	NOBL
AVDV	0.95	0.98	0.99	0.82	0.99	0.87	0.75	0.55	0.93		AVDV
	DFAT	DFUV	DFAI	VPADX	DFIC	VPL	HDV	SCHE	NOBL	AVDV

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Dimensional Small Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Small 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 Dimensional Small'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
DFAT	0.74	0.07	0.08	0.17	0.61	(0.82)	1.85	(1.18)	4.13
DFUV	0.61	0.05	0.06	0.17	0.48	(0.67)	1.36	(1.06)	2.87
DFAI	0.52	0.07	0.06	0.21	0.37	(0.59)	1.08	(1.02)	2.35
VPADX	0.71	0.11	0.01	0.95	0.92	(0.71)	1.68	(1.55)	3.66
DFIC	0.52	0.08	0.07	0.23	0.36	(0.58)	1.07	(1.07)	2.31
VPL	0.65	0.10	0.08	0.24	0.68	(0.70)	1.55	(1.41)	3.34
HDV	0.49	0.05	(0.04)	0.27	0.42	(0.55)	1.38	(0.82)	2.75
SCHE	0.61	0.05	0.01	0.19	0.50	(0.74)	1.53	(1.12)	4.19
NOBL	0.55	0.05	0.01	0.20	0.50	(0.60)	1.24	(0.91)	3.16
AVDV	0.58	0.12	0.11	0.30	0.44	(0.65)	1.31	(1.17)	2.95

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