Dimensional Marketwide Market Risk Adjusted Performance
| DFUV Etf | | | USD 48.27 0.02 0.04% |
This module presents the Market Risk Adjusted Performance indicator for Dimensional Marketwide Value using available market inputs. The indicator computation uses normalized market activity data. For portfolio construction context, review
Investing Opportunities. Clearer exposure analysis supports long-term portfolio balance. This reflects a position in Dimensional Marketwide Value. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Dimensional Marketwide Value has current Market Risk Adjusted Performance of 0.0732.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0732 | |
| ER[a] | = | Expected return on investing in Dimensional Marketwide |
| 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 Marketwide Value falls in the
third position for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
52.26 ratio of Maximum Drawdown to Market Risk Adjusted Performance. Dimensional Marketwide Value's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
52.26 Other Technical Indicators