Dimensional 2045 Target Fund Volatility
| DRIIX Fund | USD 20.60 -0.32 -1.53% |
Recent trading patterns suggest Dimensional 2045 Target maintains relatively low price volatility over the last 3 months. Its Sharpe ratio is -0.0537, showing negative reward per unit of risk over the last 3 months. The current setup includes 21 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0537
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DRIIX |
Dimensional 2045 Target (DRIIX) recorded a Market Risk Adjusted Performance of -0.04%, a Risk of 0.60, and a Risk Adjusted Performance of -0.03%. Moving average data indicates Dimensional 2045 is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to Dimensional 2045's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Dimensional 2045 draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of Dimensional 2045's risk profile.
Dimensional |
Volatility Strategy
Observed trading dispersion in Dimensional 2045 Target can affect long-term allocation structure. Current statistical measures show total volatility near 0.6% with a beta coefficient of 0.64, 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 0.0317 reflects performance relative to systematic market exposure. Expected return estimates near -0.0323% 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 Dimensional 2045's market risk premium analysis include:
Beta 0.64 | Alpha 0.0317 | Risk 0.6 | Sharpe Ratio -0.05 | Expected Return -0.03 |
Moving together with Dimensional Mutual Fund
| 0.95 | DIHRX | Intal High Relative | PairCorr |
| 0.98 | DILRX | Dfa International | PairCorr |
| 0.93 | DISVX | Dfa International Small | PairCorr |
| 0.97 | DISMX | Dfa International | PairCorr |
| 0.8 | DOGMX | Dfa Oregon Municipal | PairCorr |
| 0.99 | DRIHX | Dimensional 2040 Target | PairCorr |
| 0.97 | DRIGX | Dimensional 2035 Target | PairCorr |
| 0.94 | DRIWX | Dimensional 2030 Target | PairCorr |
| 0.91 | DRIUX | Dimensional 2025 Target | PairCorr |
| 0.91 | DRIRX | Dimensional 2020 Target | PairCorr |
| 1.0 | DRILX | Dimensional 2060 Target | PairCorr |
| 1.0 | DRIJX | Dimensional 2050 Target | PairCorr |
| 0.81 | DAADX | Dfa Emerging Markets | PairCorr |
| 0.9 | DAABX | Dfa Sustainability | PairCorr |
| 0.69 | DRXIX | Dfa Ltip Portfolio | PairCorr |
| 0.96 | DSCLX | Dfa International Social | PairCorr |
| 0.86 | DSCGX | Dfa Small | PairCorr |
| 0.97 | DSHGX | Dfa Selectively Hedged | PairCorr |
| 0.78 | DSSMX | Dfa Selective State | PairCorr |
| 0.9 | DTCPX | Dfa Targeted Credit | PairCorr |
| 1.0 | DTDRX | Dimensional 2065 Target | PairCorr |
| 0.8 | DCIBX | Dfa Ca Int | PairCorr |
| 0.92 | DURPX | Us High Relative | PairCorr |
| 0.83 | DUSQX | Us Lg Cap | PairCorr |
Sensitivity To Market
Dimensional 2045 systematic risk exposure is reflected in a beta value of 0.64. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.6%.Over the current lookback period, Dimensional 2045 Target shows a minimal volatility profile, using downside deviation (0.0%) as a primary reference. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze Dimensional 2045 Target Demand TrendCheck current 90 days Dimensional 2045 correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for Dimensional expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.6 |
For Dimensional 2045 investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in Dimensional 2045's daily returns. Dimensional 2045 Target (DRIIX) recorded a Maximum Drawdown of 2.88.
Mutual Fund Volatility Analysis
Volatility describes the degree to which Dimensional 2045 mutual fund price fluctuates in either direction. Highly volatile mutual funds like Dimensional 2045 can offer significant profit opportunities, but also come with heightened risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Dimensional 2045 Target 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 Dimensional 2045 has a beta of 0.6435 suggesting as returns on the market go up, Dimensional 2045's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Dimensional 2045 Target is expected to be smaller as well.Systematic risk links Dimensional 2045 to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Dimensional 2045 Target (DRIIX) recorded a Mean Deviation of 0.46 and a Standard Deviation of 0.60.
Predicted Return Density |
| Returns |
What Drives Dimensional 2045's Price Volatility?
Several factors can influence Dimensional 2045's market volatility:Industry Dynamics
Sector-level events can directly affect Dimensional 2045's price stability. Regulatory changes, supply disruptions, or shifts in demand within Dimensional 2045'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 Dimensional 2045.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Dimensional 2045's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Dimensional 2045. During periods of economic expansion, Dimensional 2045's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Dimensional 2045's Company-Specific Factors
Volatility can also stem from events unique to Dimensional 2045. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Dimensional 2045's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Dimensional 2045's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Dimensional 2045 is -1862.14. The daily returns are distributed with a variance of 0.36 and standard deviation of 0.6. The mean deviation of Dimensional 2045 Target is currently at 0.45. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | 0.64 | |
σ | Overall volatility | 0.60 | |
Ir | Information ratio | 0.11 |
Mutual Fund Return Volatility
Dimensional 2045 historical daily return volatility represents how much of Dimensional 2045 fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.6013% volatility on return distribution over a 90-day investment horizon. By contrast, 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
There is a big difference between Dimensional Mutual Fund performing well and Dimensional 2045 Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare Dimensional 2045'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DRIHX | 0.42 | 0.02 | 0.00 | -0.06 | 0.00 | 0.64 | 2.51 | |||
| DRIJX | 0.53 | 0.04 | 0.00 | -0.05 | 0.00 | 0.70 | 3.42 | |||
| MFM | 0.52 | -0.02 | 0.00 | 0.20 | 0.00 | 0.94 | 3.36 | |||
| ETORX | 0.10 | 0.00 | 0.27 | -0.11 | 0.13 | 0.25 | 0.87 | |||
| DRILX | 0.57 | 0.04 | 0.00 | -0.05 | 0.00 | 0.74 | 3.57 | |||
| HEIFX | 0.39 | 0.02 | 0.00 | -0.05 | 0.00 | 0.81 | 2.09 | |||
| PFCOX | 0.13 | 0.00 | 0.00 | -0.07 | 0.00 | 0.20 | 0.91 | |||
| MAIPX | 0.20 | 0.00 | 0.00 | -0.11 | 0.00 | 0.36 | 1.46 | |||
| DIVPX | 0.20 | 0.00 | 0.00 | -0.12 | 0.00 | 0.34 | 1.37 | |||
| ETX | 0.43 | 0.01 | 0.15 | -0.01 | 0.60 | 0.71 | 4.06 |
Risk Metrics, Assumptions & Methodology
Volatility for Dimensional 2045 reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for Dimensional 2045 Target 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:
Michael Smolkin - Member of Macroaxis Board of DirectorsDimensional 2045 Investment Opportunity
Dow Jones Industrial is about 1.37 times more volatile than Dimensional 2045 Target based on recent return behavior. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Dimensional 2045 Target 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 most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Dimensional 2045 to be traded at $19.98 in 90 days.Poor diversification
Across the chosen horizon, DRIIX and DJI show a correlation of 0.76 and fall into the Poor 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.
Dimensional 2045 Additional Risk Indicators
Risk analysis around Dimensional 2045 Target becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.04 | |||
| Mean Deviation | 0.4605 | |||
| Coefficient Of Variation | -2,788 | |||
| Standard Deviation | 0.6013 | |||
| Variance | 0.3616 | |||
| Information Ratio | 0.111 |
Dimensional 2045 Suggested Diversification Pairs
A pair strategy built around Dimensional 2045 Target 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.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Dimensional 2045 as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Dimensional 2045's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Dimensional 2045's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Dimensional 2045 Target.