Dimensional ETF Market Risk Adjusted Performance
| DFIS Etf | | | USD 32.42 -1.00 -2.99% |
The Market Risk Adjusted Performance indicator for Dimensional ETF is constructed from normalized market data. The
Equity Screeners module supports multi-indicator technical analysis. Review
Investing Opportunities for context on portfolio diversification. The diversification view provides additional analytical depth. A position in Dimensional ETF Trust appears within the mix. The allocation reflects this within the position set. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Dimensional ETF Trust has current Market Risk Adjusted Performance of 0.0012.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0012 | |
| 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 maintains a
third standing in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
4,252 of Maximum Drawdown per Market Risk Adjusted Performance.
Other Technical Indicators