Us Vector Equity Fund Volatility
| DFVEX Fund | USD 30.49 -0.41 -1.33% |
The current setup includes 21 technical indicators relevant to risk behavior. Us Vector Equity shows relatively low price volatility over the last 3 months. Us Vector Equity indicates a Sharpe ratio of -0.0336, reflecting negative risk-adjusted performance over the last 3 months.
Sharpe Ratio = -0.0336
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| Negative Returns | DFVEX |
Us Vector Equity reported a Market Risk Adjusted Performance of -0.02%, a Risk of 0.86, and a Risk Adjusted Performance of -0.02%. US VECTOR is currently underperforming relative to its full potential based on monthly moving average. Adding it to a well-diversified portfolio context can help capture more of its return potential.
Key indicators related to US VECTOR's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for US VECTOR measures the dispersion of its mutual fund returns around their average. High-volatility mutual funds offer greater return potential but require more active risk management.
DFVEX |
Volatility Strategy
Volatility in Us Vector Equity reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 0.86% with a beta coefficient of 0.94, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0336, evaluates return per unit of total risk. An alpha value of 0.0447 reflects performance relative to systematic market exposure. Expected return estimates near -0.0288% 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 US VECTOR's market risk premium analysis include:
Beta 0.94 | Alpha 0.0447 | Risk 0.86 | Sharpe Ratio -0.03 | Expected Return -0.03 |
Moving together with DFVEX Mutual Fund
| 0.77 | VMVAX | Vanguard Mid Cap | PairCorr |
| 0.79 | JVMAX | John Hancock Disciplined | PairCorr |
| 0.94 | JVMIX | John Hancock Disciplined | PairCorr |
| 0.77 | VMVIX | Vanguard Mid Cap | PairCorr |
| 0.89 | JMVZX | JPMorgan Mid Cap | PairCorr |
| 0.89 | JMVRX | JPMorgan Mid Cap | PairCorr |
| 0.89 | JMVQX | JPMorgan Mid Cap | PairCorr |
| 0.88 | JMVYX | JPMorgan Mid Cap | PairCorr |
| 0.87 | MVCAX | Mfs Mid Cap | PairCorr |
| 0.88 | MCBVX | Mfs Mid Cap | PairCorr |
| 0.68 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.76 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.76 | VITSX | Vanguard Total Stock | PairCorr |
| 0.66 | VFFSX | Vanguard 500 Index | PairCorr |
| 0.73 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.68 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.87 | VTSNX | Vanguard Total | PairCorr |
| 0.78 | VTISX | Vanguard Total | PairCorr |
| 0.87 | VTPSX | Vanguard Total | PairCorr |
| 0.72 | VINIX | Vanguard Institutional | PairCorr |
| 0.65 | MSDMX | Morgan Stanley | PairCorr |
| 0.68 | PG | Procter Gamble | PairCorr |
Sensitivity To Market
The beta coefficient of 0.94 for Us Vector Equity measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 0.86%.Us Vector Equity return patterns over the selected horizon reflect a minimal level of variability, based on dispersion and downside-focused statistics. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze Us Vector Equity Demand TrendCheck current 90 days US VECTOR correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of DFVEX quantifies daily price dispersion around the mean over your chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 0.86 |
Understanding the asymmetry between upside and downside risk is critical for investors in US VECTOR. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in US VECTOR's returns. Us Vector Equity reported a Maximum Drawdown of 3.93.
Mutual Fund Volatility Analysis
Volatility is a statistical measure of the dispersion of US VECTOR mutual fund returns over a given period of time. Volatility measures how much US VECTOR's mutual fund price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Us Vector Equity 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 US VECTOR has a beta of 0.9397 suggesting Us Vector Equity market returns are sensitive to returns on the market. As the market goes up or down, US VECTOR is expected to follow.US VECTOR carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Us Vector Equity reported a Mean Deviation of 0.64 and a Standard Deviation of 0.83.
Predicted Return Distribution |
| Density |
What Drives US VECTOR's Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Dimensional Fund Advisors sector can alter US VECTOR's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for US VECTOR.US VECTOR's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in US VECTOR's stock.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of US VECTOR is -2979.0. The daily returns are distributed with a variance of 0.74 and standard deviation of 0.86. The mean deviation of Us Vector Equity is currently at 0.67. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.94 | |
σ | Overall volatility | 0.86 | |
Ir | Information ratio | 0.06 |
Mutual Fund Return Volatility
Volatility for US VECTOR quantifies the day-to-day dispersion of fund returns around their historical average. The fund carries 0.859% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8534% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
Headline performance for DFVEX Mutual Fund may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VMVAX | 0.62 | 0.11 | 0.14 | 0.06 | 0.77 | 1.24 | 3.64 | |||
| JVMAX | 0.81 | 0.16 | 0.27 | -7.53 | 0.69 | 1.39 | 11.69 | |||
| JVMIX | 0.66 | 0.07 | 0.09 | 0.00 | 0.85 | 1.28 | 3.90 | |||
| VMVIX | 0.62 | 0.11 | 0.14 | 0.06 | 0.76 | 1.25 | 3.63 | |||
| JMVZX | 0.60 | 0.07 | 0.11 | 0.02 | 0.81 | 1.15 | 3.40 | |||
| JMVRX | 0.60 | 0.08 | 0.11 | 0.02 | 0.82 | 1.16 | 3.43 | |||
| JMVQX | 0.60 | 0.08 | 0.11 | 0.02 | 0.80 | 1.17 | 3.39 | |||
| JMVYX | 0.60 | 0.08 | 0.11 | 0.02 | 0.80 | 1.16 | 3.39 | |||
| MVCAX | 0.69 | 0.00 | 0.09 | -0.07 | 0.95 | 1.33 | 4.29 | |||
| MCBVX | 0.68 | 0.00 | 0.08 | -0.06 | 0.96 | 1.33 | 4.26 |
Risk Metrics, Assumptions & Methodology
Beta exposure for US VECTOR estimates how much of the fund's return variability is driven by market-wide forces versus allocation-specific effects. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure.
Unless otherwise specified, data for Us Vector Equity is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsUS VECTOR Investment Opportunity
Measured over the selected horizon, Us Vector Equity carries roughly 1.01 times the return volatility of Dow Jones Industrial. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use Us Vector Equity to protect the portfolio against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of US VECTOR to be traded at $29.58 in 90 days.Very poor diversification
The correlation between US VECTOR and Dow Jones is 0.87, which Macroaxis classifies as Very poor diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
US VECTOR Additional Risk Indicators
Secondary risk indicators for Us Vector Equity can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -0.02 | |||
| Mean Deviation | 0.6383 | |||
| Coefficient Of Variation | -4,798 | |||
| Standard Deviation | 0.8311 | |||
| Variance | 0.6907 | |||
| Information Ratio | 0.0593 |
US VECTOR Suggested Diversification Pairs
Using US VECTOR in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. 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. US VECTOR's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing US VECTOR's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.