DFA Commodity Market Risk Adjusted Performance
| DCMSX Fund | | | USD 5.76 0.07 1.23% |
Historical market data for Dfa Commodity Strategy forms the basis of the Market Risk Adjusted Performance indicator shown here. The indicator computation uses normalized market activity data.
Investing Opportunities provides a view into diversified allocation design. All metrics are derived from available inputs and shown for reference. Portfolio analysis tools can evaluate how Dfa Commodity Strategy fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence Dfa Commodity Strategy's mutual fund valuation — related indicators include
signals in main economic indicators.
Dfa Commodity Strategy has current Market Risk Adjusted Performance of
-1.06.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.06 | |
| ER[a] | = | Expected return on investing in DFA Commodity |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Dfa Commodity Strategy is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators