Dimensional U.S. Small Companies Fund EUR Accumulation
Ticker
IE0032768974.IR
ISIN
IE0032768974
Price
EUR 60.62
Change Today
+0.70 / 1.168 %
Price 1 year ago
59.53 / 1.831 %
Morningstar
3
52 Week Low
58.61
52 Week High
61.21
200 Day Moving Average 60.13
60.13
50-day Moving Average
60.13
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.33 |
| Sortino Ratio | 0.29 |
| Maximum Drawdown | -22.32% |
| Maximum Drawdown Date | 2025-04-08 |
| Calmar Ratio | -0.38 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | -2.57 |
| Return | 1.75 |
| Volatility | 24.108% |
| Alpha | +6.20 |
| Beta | +0.94 |
| R Squared | +96.26 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.664% |
| Average Annual Volatility | 4.857% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 0.09 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2026-02-12 |
| Calmar Ratio | -11.44 |
Company information
Summary
The objective of this fund is to achieve long-term total return. The investment policy of this fund is to purchase securities of U.S.-traded companies which the Investment Manager deems to eligible small companies. Companies are considered small primarily based on market capitalization. Generally, the fund intends to purchase a broad and diverse group of common stocks of small companies traded on a principal U.S. exchange or on the over-the-counter market.
Market
IE
Category
US Small-Cap Equity
Expense Ratio
-
Fund family
-
Morningstar
3
Yield
-
Exchange
ISE
| Sector | Weight |
|---|---|
| Financial services | 21.03% |
| Industrials | 18.32% |
| Consumer cyclical | 15.94% |
| Technology | 14.41% |
| Healthcare | 8.31% |
| Basic materials | 6.42% |
| Consumer defensive | 4.91% |
| Energy | 4.49% |
| Utilities | 3.76% |
| Communication services | 1.69% |
| Realestate | 0.72% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AMED | Amedisys Inc | 0.45% |
| AJRD | Aerojet Rocketdyne Holdings Inc | 0.38% |
| IDTI | Integrated Device Technology Inc | 0.34% |
| ALE | ALLETE Inc | 0.3% |
| NSP | Insperity Inc | 0.28% |
| DECK | Deckers Outdoor Corp | 0.27% |
| AIN | Albany International Corp | 0.26% |
| CIEN | Ciena Corp | 0.25% |
| ATI | Allegheny Technologies Inc | 0.24% |
| OLN | Olin Corp | 0.24% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| IHI | iShares U.S. Medical Devices ETF | US4642888105 | PCX | 0.39% | 5 | -2.28 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| SCHD | Schwab U.S. Dividend Equity ETF | US8085247976 | PCX | 0.06% | 5 | +7.37 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend. - Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend. - Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction. - Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend. - Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce. - Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk. - Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.