DIMENSIONAL US SMALL CAP VALUE ETF
Free full Seasonality data:
DFSV vs SPY 1 Year Daily ReturnsDFSV has a beta of 1.03. In the past year, DFSV has been more volatile than the S&P500.
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DFSV Historical BetaSince 2024-09-19, the beta for DFSV changed by -0.06 and had an average of 1.03.
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DFSV Sharpe RatioDFSV has a 1 year sharpe of -0.02 which is -0.36 compared to the S&P500.
Display:
1y
Timeframe:
1y
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DFSV Daily P/L Normal DistributionDFSV has a P/L mean of 0.02% and a std dev of 1.59%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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DFSV 1 Year DrawdownDFSV had a max drawdown of 28.52% in the previous year.
1y
DFSV Yearly Drawdown Duration