Dimensional Retirement Total Risk Alpha
| TDIFX Fund | | | USD 12.02 -0.09 -0.74% |
Observed values used in the Total Risk Alpha indicator for Dimensional Retirement Income are included in this dataset. For broader technical screening across instruments, see
Equity Screeners.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. This captures an allocation to Dimensional Retirement Income. It is represented within the portfolio holdings. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in price.
Dimensional Retirement Income has current Total Risk Alpha of 0.017. 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] |
| = | 0.017 | |
| ER[a] | = | Expected return on investing in Dimensional Retirement |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Dimensional Retirement |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Dimensional Retirement Income is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
53.28 of Maximum Drawdown per Total Risk Alpha. At
53.28 , Dimensional Retirement Income's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Dimensional Retirement to Peers
Other Technical Indicators