Dimensional ETF Market Risk Adjusted Performance

DFAR Etf  USD 23.46  -0.79  -3.26%   
The Market Risk Adjusted Performance indicator for Dimensional ETF Trust is derived from observed market data. Broader indicator relationships are reflected within Equity Screeners. Use Investing Opportunities to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. This suggests a position in Dimensional ETF Trust. The position sits inside the allocation mix. 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.
Dimensional ETF Trust has current Market Risk Adjusted Performance of 0.0553.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
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
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