Dimensional Global ex US Core Fixed Income ETF (DFGX)

52.32 -0.08 (-0.14%) USD  |  NASDAQ  |  Dec 19, 16:00
52.32 0.00 (0.00%) After-Hours: 20:00
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DFGX Alpha (Since Inception)

Alpha (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

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Franklin International Aggregate Bond ETF Upgrade
SPDR Bloomberg International Treasury Bond ETF Upgrade
Dimensional Global Core Plus Fixed Income ETF Upgrade
Vanguard Total International Bond Index Fund ETF Upgrade
iShares Core International Aggregate Bond ETF Upgrade

Alpha (Since Inception) Related Metrics

Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade