DFA Dimensional US Large Cap Value ETF (DFLV)

29.99 +0.38 (+1.28%) USD  |  NYSEARCA  |  Dec 20, 16:00
30.01 +0.02 (+0.07%) Pre-Market: 20:00
More

DFLV Alpha (vs YCharts Benchmark) (Since Inception)

Alpha (vs YCharts Benchmark) (Since Inception) Chart

View Alpha (vs YCharts Benchmark) (Since Inception) for DFLV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Alpha (vs YCharts Benchmark) (Since Inception) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Alpha Definition

View Alpha Definition
Start Trial

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.

Read full definition.

Alpha (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years

View Alpha (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks

View Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks
Start Trial
iShares Russell Top 200 Value ETF Upgrade
WisdomTree US LargeCap Dividend Fund Upgrade
iShares Russell 1000 Value ETF Upgrade
iShares Core S&P US Value ETF Upgrade
iShares Morningstar Value ETF Upgrade

Alpha (vs YCharts Benchmark) (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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