Ab All Downside Variance
| AMTZX Fund | | | USD 10.91 0.03 0.28% |
The Downside Variance profile for Ab All Market is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners.
Trending Equities provides a view into diversified allocation design. This view summarizes available data without implying outcomes. Including Ab All Market in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Ab All Market's mutual fund valuation — related indicators include
signals in nation.
Ab All Market has current Downside Variance of 1.28. 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) |
| = | 1.28 | |
| 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 |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
Ab All Market ranks first in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
2.78 of Maximum Drawdown per Downside Variance. At
2.78 , Ab All Market's Maximum Drawdown-to-Downside Variance multiple reflects the spread between these metrics
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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