Dimensional ETF Total Risk Alpha
| DFLV Etf | | | 35.95 0.09 0.25% |
The Total Risk Alpha technical lookup provides context for Dimensional ETF Trust and related instruments. Coverage depends on data availability and normalization;
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Investing Opportunities provides context for diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This reflects a position in Dimensional ETF Trust in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Dimensional ETF Trust has current Total Risk Alpha of 0.1018. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.1018 | |
| ER[a] | = | Expected return on investing in Dimensional ETF |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Dimensional ETF |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Dimensional ETF Total Risk Alpha Peers Comparison
Dimensional Total Risk Alpha Relative To Other Indicators
Dimensional ETF Trust currently holds the
# 3 position in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
35.65 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Dimensional ETF Trust is roughly
35.65 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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