Dfa Short Term Extended Fund Volatility
| DFEQX Fund | USD 10.43 -0.02 -0.19% |
Dfa Short Term Extended is still showing relatively low price volatility over the last 3 months. Dfa Short Term Extended continues to report a Sharpe ratio of 0.0965, suggesting stable risk compensation over the last 3 months. This risk assessment is based on 26 technical indicators.
Sharpe Ratio = 0.0965
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Dfa Short Term Extended reported a Market Risk Adjusted Performance of -0.1%, a Risk of 0.06, and a Risk Adjusted Performance of -0.04%. Moving average positioning places DFA Short-Term near 7% of its observed range. Portfolio construction factors determine risk-adjusted behavior.
Key indicators related to DFA Short-Term's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility estimation for DFA Short-Term uses multiple methodologies, including close-to-close standard deviation, Parkinson's high-low estimator, and GARCH models that account for DFA Short-Term's volatility clustering properties.
DFA |
Volatility Strategy
Observed variability in Dfa Short Term Extended can adjust allocation weight over time. Current statistical measures show total volatility near 0.0645% with a beta coefficient of 0.027, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0965, evaluates return per unit of total risk. An alpha value of -0.001503 reflects performance relative to systematic market exposure. Expected return estimates near 0.0062% 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 Short-Term's market risk premium analysis include:
Beta 0.027 | Alpha -0.0015 | Risk 0.0645 | Sharpe Ratio 0.0965 | Expected Return 0.0062 |
Moving together with DFA Mutual Fund
| 0.89 | DIHRX | Intal High Relative | PairCorr |
| 0.79 | DILRX | Dfa International | PairCorr |
| 0.89 | DIPSX | Dfa Inflation Protected | PairCorr |
| 0.91 | DISVX | Dfa International Small | PairCorr |
| 0.75 | DISMX | Dfa International | PairCorr |
| 0.96 | DAADX | Dfa Emerging Markets | PairCorr |
| 0.65 | DAABX | Dfa Sustainability | PairCorr |
| 0.68 | DRXIX | Dfa Ltip Portfolio | PairCorr |
| 0.87 | DSCLX | Dfa International Social | PairCorr |
| 0.94 | DWUSX | Dfa World Ex | PairCorr |
| 0.83 | DFFGX | Dfa Short Term | PairCorr |
| 0.95 | DFEMX | Emerging Markets | PairCorr |
| 0.92 | DFIEX | International E Equity | PairCorr |
| 0.94 | DFLVX | Us Large Cap | PairCorr |
| 0.72 | DFSTX | Us Small Cap | PairCorr |
| 0.68 | DFVEX | Us Vector Equity | PairCorr |
| 0.64 | DFUKX | United Kingdom Small | PairCorr |
| 0.95 | DFWVX | World Ex Val | PairCorr |
| 0.8 | DGEIX | Global Equity Portfolio | PairCorr |
| 0.95 | TDIFX | Dimensional Retirement | PairCorr |
| 0.86 | VBIRX | Vanguard Short Term | PairCorr |
| 0.86 | VFSUX | Vanguard Short Term | PairCorr |
| 0.88 | VFSIX | Vanguard Short Term | PairCorr |
| 0.88 | VFSTX | Vanguard Short Term | PairCorr |
Sensitivity To Market
Beta for Dfa Short Term Extended equals 0.027, representing sensitivity to systematic market factors. This metric derives from regression modeling of returns. Historical volatility is around 0.0645%.Based on recent history, Dfa Short Term Extended shows a return pattern with measurable dispersion. Semi-deviation is approximately 0.0%. Fund volatility reflects the combined movement of its underlying holdings and the fund’s asset mix.
3 Months Beta |Analyze Dfa Short Term Demand TrendCheck current 90 days DFA Short-Term correlation with market (Dow Jones Industrial)Downside Risk
For investors in DFA, standard deviation measures how widely daily prices vary around the mean over a chosen time horizon. High standard deviation indicates high volatility; low values indicate stability.
Standard Deviation | 0.0645 |
The risk profile of DFA Short-Term has two components: upside risk and downside risk. Upside risk - measured by standard deviation - includes both positive and negative price movements. Downside risk - measured by semi-deviation of DFA Short-Term's returns - captures only losses. Dfa Short Term Extended reported a Downside Deviation of 0.11, a Downside Variance of 0.01, and a Maximum Drawdown of 0.19.
Mutual Fund Volatility Analysis
DFA Short-Term mutual fund price can fluctuate significantly over short periods, a phenomenon measured by volatility. When DFA Short-Term's volatility is high, investors demand a higher risk premium for holding the mutual fund.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Dfa Short Term 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 Short-Term has a beta of 0.027 suggesting as returns on the market go up, DFA Short-Term's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Dfa Short Term Extended is expected to be smaller as well.DFA Short-Term performance depends on overall mutual fund market direction and asset-level developments. Diversification reduces specific risk, while beta captures market sensitivity. Dfa Short Term Extended reported a Downside Deviation of 0.11, a Mean Deviation of 0.04, and a Standard Deviation of 0.06.
Predicted Return Density |
| Returns |
What Drives DFA Short-Term's Price Volatility?
Several factors can influence DFA Short-Term's market volatility:Industry Dynamics
Sector-level events can directly affect DFA Short-Term's price stability. Regulatory changes, supply disruptions, or shifts in demand within DFA Short-Term'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 Short-Term.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for DFA Short-Term's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward DFA Short-Term. During periods of economic expansion, DFA Short-Term's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.DFA Short-Term's Company-Specific Factors
Volatility can also stem from events unique to DFA Short-Term. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in DFA Short-Term's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on DFA Short-Term's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of DFA Short-Term is 1036.38. The daily returns are distributed with a variance of 0.0 and standard deviation of 0.06. The mean deviation of Dfa Short Term Extended is currently at 0.04. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0015 | |
β | Beta against Dow Jones | 0.03 | |
σ | Overall volatility | 0.06 | |
Ir | Information ratio | 1.51 |
Mutual Fund Return Volatility
Volatility for DFA Short-Term quantifies the day-to-day dispersion of fund returns around their historical average. The fund carries 0.0645% return volatility across the 90-day horizon. As a benchmark, 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
Risk-Adjusted Indicators
DFA Short-Term Mutual Fund may look attractive on headline returns alone, but deeper analysis often tells a different story. Risk-adjusted metrics allow investors to compare DFA Short-Term'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DILRX | 0.80 | 0.03 | 0.00 | -0.06 | 0.00 | 1.32 | 5.39 | |||
| DIPSX | 0.15 | 0.00 | 0.39 | -0.11 | 0.19 | 0.27 | 0.72 | |||
| DISVX | 0.77 | 0.09 | 0.09 | 0.01 | 1.25 | 1.60 | 5.67 | |||
| DISMX | 0.74 | 0.03 | 0.00 | -0.06 | 0.00 | 1.41 | 4.89 | |||
| DAADX | 0.88 | 0.21 | 0.15 | 0.17 | 1.37 | 1.80 | 7.45 | |||
| DAABX | 0.78 | 0.05 | 0.00 | -0.06 | 0.00 | 1.67 | 5.18 | |||
| DRXIX | 0.57 | -0.02 | 0.00 | -0.19 | 0.00 | 1.17 | 3.24 | |||
| DSCLX | 0.73 | 0.06 | 0.00 | -0.03 | 0.00 | 1.49 | 5.26 | |||
| DSCGX | 0.80 | 0.03 | 0.00 | -0.07 | 0.00 | 1.40 | 5.31 |
Risk Metrics, Assumptions & Methodology
Volatility for DFA Short-Term reflects NAV dispersion and exposure stability across disclosure periods. Volatility profile often differs across macro regimes.
Inputs for Dfa Short Term Extended come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorDFA Short-Term Investment Opportunity
Dow Jones Industrial is about 13.67 times more volatile than Dfa Short Term Extended based on recent return behavior. Across the current 90-day horizon, that places the security below 0% of the broader equity and portfolio universe on a pure volatility basis.You can use Dfa Short Term Extended to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It works best as a directional cue rather than as a standalone forecast. a normal downward trend and little activity. Check odds of DFA Short-Term to be traded at $10.33 in 90 days.Modest diversification
Across the chosen horizon, DFEQX and DJI show a correlation of 0.22 and fall into the Modest diversification bucket. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
DFA Short-Term Additional Risk Indicators
Secondary risk indicators for Dfa Short Term Extended can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | -0.14 | |||
| Mean Deviation | 0.0409 | |||
| Downside Deviation | 0.1148 | |||
| Coefficient Of Variation | 1069.61 | |||
| Standard Deviation | 0.0625 | |||
| Variance | 0.0039 |
DFA Short-Term Suggested Diversification Pairs
Pair trading with DFA Short-Term can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. DFA Short-Term's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing DFA Short-Term's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.