Dimensional Retirement Correlations

TDIFX Fund

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The current 90-days correlation between Dimensional Retirement and Intal High Relative is 0.69 (i.e., Poor diversification). The correlation of Dimensional Retirement 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 Retirement Correlation With Market

Poor diversification

The correlation between Dimensional Retirement Income and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Retirement Income and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Dimensional Retirement Income. 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 price.

Moving together with Dimensional Mutual Fund

0.71	DIHRX	Intal High Relative	Pair Corr
0.97	DIPSX	Dfa Inflation Protected	Pair Corr
0.96	DISVX	Dfa International Small	Pair Corr
0.95	DISMX	Dfa International	Pair Corr
0.97	DMNBX	Dfa Mn Municipal	Pair Corr
0.97	DMREX	Dfa Municipal Real	Pair Corr
0.97	DNYMX	Dfa Ny Municipal	Pair Corr
0.92	DOGMX	Dfa Oregon Municipal	Pair Corr
0.98	DREIX	World Core Equity	Pair Corr
0.98	DRIIX	Dimensional 2045 Target	Pair Corr
0.99	DRIHX	Dimensional 2040 Target	Pair Corr
0.99	DRIGX	Dimensional 2035 Target	Pair Corr
0.99	DRIWX	Dimensional 2030 Target	Pair Corr
0.99	DRIUX	Dimensional 2025 Target	Pair Corr
1.0	DRIRX	Dimensional 2020 Target	Pair Corr
1.0	DRIQX	Dimensional 2015 Target	Pair Corr
0.98	DRILX	Dimensional 2060 Target	Pair Corr
0.98	DRIKX	Dimensional 2055 Target	Pair Corr
0.98	DRIJX	Dimensional 2050 Target	Pair Corr
0.88	DAADX	Dfa Emerging Markets	Pair Corr
0.9	DAABX	Dfa Sustainability	Pair Corr
0.94	DSCLX	Dfa International Social	Pair Corr
0.93	DSCGX	Dfa Small	Pair Corr
0.92	DSFIX	Dfa Social Fixed	Pair Corr
0.98	DSHGX	Dfa Selectively Hedged	Pair Corr
0.92	DSSMX	Dfa Selective State	Pair Corr
0.98	DTCPX	Dfa Targeted Credit	Pair Corr
0.96	DCARX	Dfa California Municipal	Pair Corr
0.94	DURPX	Us High Relative	Pair Corr
0.98	DUSQX	Us Lg Cap	Pair Corr
0.97	DUSLX	Dfa Large	Pair Corr
0.94	DEMSX	Emerging Markets Small	Pair Corr
0.95	DEMGX	Emerging Markets Targeted	Pair Corr
0.96	DESIX	Emerging Markets Sus	Pair Corr
0.93	DFAPX	Dfa Investment Grade	Pair Corr
0.89	DFALX	Large Cap International	Pair Corr
0.98	DFAIX	Dfa Short Duration	Pair Corr

Related Correlations Analysis

	DIHRX	DIPSX	DISVX	DMNBX	DMREX	DNYMX	DOGMX	DREIX	DRIIX	DRIHX
DIHRX		0.61	0.83	0.64	0.63	0.63	0.64	0.79	0.77	0.75	DIHRX
DIPSX	0.61		0.91	0.92	0.93	0.93	0.91	0.91	0.91	0.93	DIPSX
DISVX	0.83	0.91		0.94	0.93	0.93	0.91	0.97	0.96	0.95	DISVX
DMNBX	0.64	0.92	0.94		0.97	0.99	0.92	0.95	0.96	0.96	DMNBX
DMREX	0.63	0.93	0.93	0.97		0.98	0.9	0.94	0.95	0.94	DMREX
DNYMX	0.63	0.93	0.93	0.99	0.98		0.94	0.95	0.96	0.96	DNYMX
DOGMX	0.64	0.91	0.91	0.92	0.9	0.94		0.89	0.89	0.91	DOGMX
DREIX	0.79	0.91	0.97	0.95	0.94	0.95	0.89		1.0	0.99	DREIX
DRIIX	0.77	0.91	0.96	0.96	0.95	0.96	0.89	1.0		1.0	DRIIX
DRIHX	0.75	0.93	0.95	0.96	0.94	0.96	0.91	0.99	1.0		DRIHX
	DIHRX	DIPSX	DISVX	DMNBX	DMREX	DNYMX	DOGMX	DREIX	DRIIX	DRIHX

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Risk-Adjusted Indicators

There is a big difference between Dimensional Mutual Fund performing well and Dimensional Retirement 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 Dimensional Retirement'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
DIHRX	0.56	(0.03)	(0.06)	0.07	0.75	(0.55)	1.21	(1.18)	3.58
DIPSX	0.19	0.04	(0.31)	1.01	0.00	(0.23)	0.46	(0.27)	0.91
DISVX	0.54	0.09	0.07	0.24	0.45	(0.62)	1.41	(1.07)	3.26
DMNBX	0.03	0.01	0.00	(1.36)	0.00	0.00	0.10	0.00	0.20
DMREX	0.05	0.01	(0.83)	(0.42)	0.00	(0.09)	0.09	(0.09)	0.19
DNYMX	0.03	0.00	0.00	(1.52)	0.00	0.00	0.10	0.00	0.10
DOGMX	0.06	0.00	(0.93)	0.78	0.00	(0.11)	0.10	(0.10)	0.31
DREIX	0.45	0.04	0.05	0.16	0.32	(0.52)	1.21	(0.89)	2.34
DRIIX	0.35	0.04	(0.01)	0.16	0.16	(0.43)	0.95	(0.67)	1.89
DRIHX	0.33	0.03	(0.04)	0.16	0.18	(0.37)	0.74	(0.60)	1.77

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Dimensional Retirement Correlations

Dimensional Retirement Correlation With Market

Poor diversification

Moving together with Dimensional Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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