Alpha Blue Downside Variance
| ABCS Etf | | | 29.57 -0.49 -1.63% |
Alpha Blue downside variance lookup summarizes this and related technical indicators for Alpha Blue Capital. Some instruments may have limited coverage due to data differences;
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Alpha Blue Capital has current Downside Variance of 0. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Alpha Blue Downside Variance Peers Comparison
Alpha Downside Variance Relative To Other Indicators
Alpha Blue Capital is rated
below average. in downside variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs .
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
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