Dimensional ETF Market Risk Adjusted Performance
| DFAR Etf | USD 23.46 -0.79 -3.26% |
| = | 0.0553 |
| ER[a] | = | Expected return on investing in Dimensional ETF |
| 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
Dimensional ETF Trust is ranked third for market risk adjusted performance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly 58.40 against Market Risk Adjusted Performance. Maximum Drawdown runs about 58.40 times Market Risk Adjusted Performance for Dimensional ETF Trust
Market Risk Adjusted Performance |
Other Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0283 | |||
| Market Risk Adjusted Performance | 0.0553 | |||
| Mean Deviation | 0.6355 | |||
| Semi Deviation | 1.08 | |||
| Downside Deviation | 1.12 | |||
| Coefficient Of Variation | 2914.56 | |||
| Standard Deviation | 0.8683 | |||
| Variance | 0.7539 | |||
| Information Ratio | 0.1361 | |||
| Jensen Alpha | 0.0628 | |||
| Total Risk Alpha | 0.1262 | |||
| Sortino Ratio | 0.1056 | |||
| Treynor Ratio | 0.0453 | |||
| Maximum Drawdown | 3.23 | |||
| Value At Risk | -1.42 | |||
| Potential Upside | 1.41 | |||
| Downside Variance | 1.25 | |||
| Semi Variance | 1.17 | |||
| Expected Short fall | -0.54 | |||
| Skewness | -0.91 | |||
| Kurtosis | 2.12 |