Dimensional Fund Advisors

Investing is science, not art

https://us.dimensional.com

Capital Advisors has benefited from more than 20 years of working with Dimensional, which has allowed it to offer its institutional clients a consulting model based on a rigorous scientific approach.

Dimensional was founded in the United States in 1981 and currently manages assets of over US$ 600 billion. Its strategies are built on a solid scientific basis and allow access to practically all the assets that are publicly traded globally.

Our clients have access to the best and most updated investment practices available all around the world.

Dimensional is not offered through open platforms. Their clients are only institutional or investment advisers certified by the company.

This ensures that the strategies will be administered efficiently and in accordance with the parameters established by the academics who designed them.

Backed by financial science

Advances in modern finance

1952

The first step: diversification and Portfolio Theory

Harry Markowitz discovers that diversification reduces risks and that it is possible to build optimal portfolios that maximize returns for a given standard deviation.

Harry Markowitz. Nobel Prize in Economics 1990.

1964

Single-sector model: Capital Asset Pricing Model

William Sharpe determined through the CAPM model that the expected return of a stock is proportional to its market beta.

William Sharpe. Nobel Prize in Economics 1990.

1966

It should be difficult to beat the market: efficient markets hypothesis

The efficient markets hypothesis developed by Eugene Fama changes the course of modern finance. This states that the price of an asset reflects all the information available. There should be no profit if you bet against the market.

Eugene Fama. Nobel Prize in Economics 2013.

1968

Asset managers don't beat the market

Michael Jensen found that active managers do not beat the market, stating that if it is not possible to beat the market, then it pays to be passive.

Michael Jensen.

1971

If you can't beat the market, you better join it

The first passive fund indexed to the S&P 500 was developed.

Jhon McQuown.

David Booth.

1972

Better understanding what risk is: Options Pricing Model

The development of the option pricing model allowed new ways of segmenting, quantifying and managing risk. The model also aided in the development of the alternative asset market.

Fisher Black.

Myron Scholes. Nobel Prize in Economics 1997

Robert Merton. Nobel Prize in Economics 1997

1981

The Big Boys: The Small Cap Effect

Dimensional pioneered small cap strategies with the launch of the first investment strategy in small companies, with high diversification and efficiency.

Rolf Banz.

David Booth.

Rex Sinquefield.

1992

Multifactorial model: the value effect

Eugene Fama and Kenneth French developed the three-factor model, which identifies the market, size, and relative price (value) as the main determinants of stock performance.

Eugene Fama. Premio Nobel de Economía 2013.

Kenneth French.

2012

Improving the model: the profitability effect

Robert Novy-Marx manages to identify Profitability as a new dimension of return, which can be implemented in the stock market.

Kenneth French. Nobel Prize in Economics 2013

Robert Novy Marx.

Eugene Fama.

Present

Dimensional

Dimensional's research and investment team is constantly working from an academic perspective, but what really sets them apart is the way they interpret, test, and implement these academic discoveries in each of their strategies.

We believe in the power of the market

The market has rewarded long-term investors

Performance of US $ 1 invested

Dimensional Fund Advisors

Backed by financial science

We believe in the power of the market

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