ARS Focused Downside Deviation
| AFOS Etf | | | 36.80 -0.78 -2.08% |
This technical indicator view for Downside Deviation organizes signals for ARS Focused Opportunity and comparable instruments. Data availability can vary by region and feed;
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ARS Focused Opportunity has current Downside Deviation of 1.46. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 1.46 | |
ARS Focused Downside Deviation Peers Comparison
ARS Downside Deviation Relative To Other Indicators
ARS Focused Opportunity maintains a
second standing in downside deviation across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
4.71 of Maximum Drawdown per Downside Deviation. For ARS Focused Opportunity, Maximum Drawdown stands at
4.71 times Downside Deviation
It is the square root of 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 most private investors.
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