Dfa Selectively Correlations

DFSHX Fund

USD 9.51 0.01 0.11%

The current 90-days correlation between Dfa Selectively Hedged and Artisan High Income is -0.07 (i.e., Good diversification). The correlation of Dfa Selectively 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.

Dfa Selectively Correlation With Market

Good diversification

The correlation between Dfa Selectively Hedged and DJI is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Selectively Hedged and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dfa Selectively Hedged. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in census.

Moving together with Dfa Mutual Fund

0.7	FGBRX	Templeton Global Bond	Pair Corr
0.73	FBNRX	Templeton Global Bond	Pair Corr
0.62	CCWFX	Capital World Bond	Pair Corr
0.62	RCWEX	Capital World Bond	Pair Corr
0.64	RCWGX	Capital World Bond	Pair Corr
0.64	RCWFX	Capital World Bond	Pair Corr
0.94	SMPSX	Semiconductor Ultrasector	Pair Corr
0.94	SMPIX	Semiconductor Ultrasector	Pair Corr
0.9	RSNRX	Victory Global Natural	Pair Corr
0.9	RSNYX	Victory Global Natural	Pair Corr
0.9	RGNCX	Victory Global Natural	Pair Corr
0.89	UPDDX	Upright Growth Income	Pair Corr
0.72	HD	Home Depot	Pair Corr
0.63	JPM	JPMorgan Chase	Pair Corr
0.64	BA	Boeing	Pair Corr
0.7	CAT	Caterpillar	Pair Corr
0.78	JNJ	Johnson Johnson	Pair Corr
0.71	GE	GE Aerospace	Pair Corr

Moving against Dfa Mutual Fund

0.7	IBM	International Business	Pair Corr
0.4	KO	Coca Cola	Pair Corr
0.36	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	ARTFX	MSTBX	RSDIX	ANBIX	TTRBX	SCCIX	PRVHX
ARTFX		0.71	0.97	0.94	0.97	0.64	0.95	ARTFX
MSTBX	0.71		0.74	0.81	0.73	0.97	0.77	MSTBX
RSDIX	0.97	0.74		0.94	0.99	0.7	0.95	RSDIX
ANBIX	0.94	0.81	0.94		0.95	0.75	0.98	ANBIX
TTRBX	0.97	0.73	0.99	0.95		0.69	0.97	TTRBX
SCCIX	0.64	0.97	0.7	0.75	0.69		0.71	SCCIX
PRVHX	0.95	0.77	0.95	0.98	0.97	0.71		PRVHX
	ARTFX	MSTBX	RSDIX	ANBIX	TTRBX	SCCIX	PRVHX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Selectively Mutual Fund 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 Dfa Selectively'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
ARTFX	0.11	0.02	(0.62)	0.37	0.00	(0.21)	0.33	(0.11)	0.89
MSTBX	0.10	0.02	(0.68)	(0.56)	0.00	(0.15)	0.21	(0.10)	0.71
RSDIX	0.09	0.02	(0.80)	1.54	0.00	(0.17)	0.41	(0.10)	0.62
ANBIX	0.13	0.03	(0.45)	2.59	0.00	(0.18)	0.29	(0.19)	0.67
TTRBX	0.14	0.03	(0.43)	0.80	0.00	(0.21)	0.41	(0.20)	0.81
SCCIX	0.23	0.04	(0.26)	(2.83)	0.07	(0.29)	0.46	(0.28)	1.42
PRVHX	0.07	0.03	(1.09)	0.77	0.00	(0.10)	0.20	(0.09)	0.46

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