Dfa Ca Int Tr Fund Volatility
| DCIBX Fund | USD 10.42 -0.04 -0.38% |
Dfa Ca Int Tr currently reflects relatively low price volatility over the last 3 months. Its Sharpe ratio is 0.0537, which points to risk-adjusted returns over the last 3 months. The current setup includes 26 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.0537
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| Negative Returns | DCIBX |
Dfa Ca Int Tr (DCIBX) recorded a Market Risk Adjusted Performance of -0.1%, a Risk of 0.12, and a Risk Adjusted Performance of -0.01%. Dfa Ca is currently trading at approximately 4% of its recent trend range according to monthly moving averages. In portfolio analysis, diversification may alter its risk-adjusted contribution.
Key indicators related to Dfa Ca's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Dfa Ca measures the dispersion of its mutual fund returns around their average. Higher volatility implies greater uncertainty about Dfa Ca's future price, while lower volatility suggests more predictable price behavior.
Dfa |
Volatility Strategy
Market variability in Dfa Ca Int Tr affects how it contributes to portfolio dispersion. Observed price cycles may shift risk-adjusted exposure. Current statistical measures show total volatility near 0.12% with a beta coefficient of 0.0216, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0537, evaluates return per unit of total risk. An alpha value of -5.24E-4 reflects performance relative to systematic market exposure. Expected return estimates near 0.0063% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to Dfa Ca's market risk premium analysis include:
Beta 0.0216 | Alpha -0.0005 | Risk 0.12 | Sharpe Ratio 0.0537 | Expected Return 0.0063 |
Moving together with Dfa Mutual Fund
| 0.93 | DIHRX | Intal High Relative | PairCorr |
| 0.84 | DILRX | Dfa International | PairCorr |
| 0.86 | DIPSX | Dfa Inflation Protected | PairCorr |
| 0.93 | DISVX | Dfa International Small | PairCorr |
| 0.8 | DISMX | Dfa International | PairCorr |
| 0.88 | DNYMX | Dfa Ny Municipal | PairCorr |
| 0.99 | DOGMX | Dfa Oregon Municipal | PairCorr |
| 0.8 | DRIIX | Dimensional 2045 Target | PairCorr |
| 0.83 | DRIHX | Dimensional 2040 Target | PairCorr |
| 0.84 | DRIGX | Dimensional 2035 Target | PairCorr |
| 0.87 | DRIWX | Dimensional 2030 Target | PairCorr |
| 0.91 | DRIUX | Dimensional 2025 Target | PairCorr |
| 0.92 | DRIRX | Dimensional 2020 Target | PairCorr |
| 0.78 | DRILX | Dimensional 2060 Target | PairCorr |
| 0.79 | DRIJX | Dimensional 2050 Target | PairCorr |
| 0.97 | DAADX | Dfa Emerging Markets | PairCorr |
| 0.72 | DAABX | Dfa Sustainability | PairCorr |
| 0.72 | DRXIX | Dfa Ltip Portfolio | PairCorr |
| 0.9 | DSCLX | Dfa International Social | PairCorr |
| 0.91 | DSHGX | Dfa Selectively Hedged | PairCorr |
| 1.0 | DSSMX | Dfa Selective State | PairCorr |
| 0.95 | DTCPX | Dfa Targeted Credit | PairCorr |
| 0.78 | DTDRX | Dimensional 2065 Target | PairCorr |
| 0.62 | DURPX | Us High Relative | PairCorr |
Sensitivity To Market
Beta analysis for Dfa Ca Int Tr evaluates how its price movements correlate with the broader market. Beta is calculated as the slope of the regression between asset returns and benchmark returns. With a beta of 0.0216, Dfa Ca reflects measurable exposure to systematic risk. Observed total volatility stands near 0.12%.Recent trading in Dfa Ca Int Tr shows a measurable level of volatility. Downside deviation is near 0.24% and semi-deviation is near 0.07%, which emphasize downside-focused movement. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze Dfa Ca Int Demand TrendCheck current 90 days Dfa Ca correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Dfa quantifies daily price dispersion around the mean over your chosen time horizon. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 0.12 |
Understanding the asymmetry between upside and downside risk is critical for investors in Dfa Ca. Upside risk is captured by Dfa Ca's standard deviation, while downside risk is measured by semi-deviation or downside deviation of Dfa Ca's daily returns. Dfa Ca Int Tr (DCIBX) recorded a Downside Deviation of 0.24, a Downside Variance of 0.06, and a Maximum Drawdown of 0.66.
Mutual Fund Volatility Analysis
Volatility is a statistical measure of the dispersion of Dfa Ca mutual fund returns over a given period of time. It is generally measured from either the standard deviation or variance between returns from that same mutual fund. In most cases, the higher the volatility, the riskier the mutual fund.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Dfa Ca Int Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon Dfa Ca has a beta of 0.0216 suggesting as returns on the market go up, Dfa Ca's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Dfa Ca Int Tr is expected to be smaller as well.Risk for Dfa Ca can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the mutual fund market cannot be eliminated. Historical beta and volatility measures provide context. Dfa Ca Int Tr (DCIBX) recorded a Downside Deviation of 0.24, a Mean Deviation of 0.07, and a Semi Deviation of 0.07.
Predicted Return Density |
| Returns |
What Drives Dfa Ca's Price Volatility?
Several factors can influence Dfa Ca's market volatility:Industry Dynamics
Sector-level events can directly affect Dfa Ca's price stability. Regulatory changes, supply disruptions, or shifts in demand within Dfa Ca's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Dfa Ca.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Dfa Ca's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Dfa Ca. During periods of economic expansion, Dfa Ca's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Dfa Ca's Company-Specific Factors
Volatility can also stem from events unique to Dfa Ca. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Dfa Ca's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Dfa Ca's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Dfa Ca is 1860.95. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.12. The mean deviation of Dfa Ca Int Tr is currently at 0.07. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0005 | |
β | Beta against Dow Jones | 0.02 | |
σ | Overall volatility | 0.12 | |
Ir | Information ratio | 0.84 |
Mutual Fund Return Volatility
Daily return volatility for Dfa Ca measures how far fund returns deviate from their average on a day-to-day basis. The fund shows 0.1168% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Strong stock returns do not always mean Dfa Ca Mutual Fund is outperforming its peers on a fundamental level. Risk-adjusted metrics allow investors to compare Dfa Ca's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PCTIX | 0.11 | 0.00 | 0.34 | -0.16 | 0.15 | 0.28 | 0.84 | |||
| PRNYX | 0.13 | 0.00 | 0.25 | -0.11 | 0.21 | 0.28 | 1.11 | |||
| MWHIX | 0.12 | 0.00 | 0.49 | -0.12 | 0.12 | 0.33 | 1.21 | |||
| GBAB | 0.46 | -0.04 | 0.00 | -0.25 | 0.00 | 0.94 | 3.01 | |||
| FOHTX | 0.11 | -0.01 | 0.00 | -0.33 | 0.00 | 0.19 | 0.93 | |||
| FLDFX | 0.44 | 0.06 | 0.15 | -0.01 | 0.56 | 0.80 | 2.83 | |||
| BFK | 0.32 | 0.03 | 0.26 | -4.39 | 0.38 | 0.80 | 2.23 | |||
| HULEX | 0.59 | 0.06 | 0.00 | -0.03 | 0.00 | 1.01 | 4.32 | |||
| TEPFX | 0.06 | 0.00 | 0.47 | -0.06 | 0.00 | 0.10 | 0.31 | |||
| IOBAX | 0.07 | 0.00 | 0.49 | -0.15 | 0.10 | 0.12 | 0.48 |
Risk Metrics, Assumptions & Methodology
Volatility for Dfa Ca reflects NAV dispersion and exposure stability across disclosure periods. More limited liquidity could contribute to wider spreads in certain market environments.
Data shown for Dfa Ca Int Tr is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorDfa Ca Investment Opportunity
Dfa Ca Int Tr currently shows materially lower return volatility than Dow Jones Industrial, with a relative multiple of about 6.83. Across the current 90-day horizon, that places the security below 1% of the broader equity and portfolio universe on a pure volatility basis.You can use Dfa Ca Int Tr to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is intended to separate routine noise from more speculative bursts in price action. a normal downward trend and little activity. Check odds of Dfa Ca to be traded at $10.32 in 90 days.Weak diversification
DCIBX currently posts a 0.31 correlation with DJI, indicating a Weak diversification relationship for the active sample. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Dfa Ca Additional Risk Indicators
A broader risk-indicator set for Dfa Ca Int Tr can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.11 | |||
| Mean Deviation | 0.0704 | |||
| Semi Deviation | 0.0669 | |||
| Downside Deviation | 0.2395 | |||
| Coefficient Of Variation | 1546.51 | |||
| Standard Deviation | 0.1137 |
Dfa Ca Suggested Diversification Pairs
A pair strategy built around Dfa Ca Int Tr is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
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Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Dfa Ca with another position. However, Dfa Ca's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Dfa Ca Int Tr.