ARTISAN INTERNATIONAL Downside Variance
| ARTIX Fund | | | USD 31.31 -0.80 -2.49% |
The Downside Variance indicator for ARTISAN INTERNATIONAL is constructed from normalized market data. All inputs reflect available trading data across supported markets. Use
Trending Equities to explore diversified allocation structure. Understanding allocation structure supports portfolio context. A position in Artisan International Fund is indicated here. It is reflected in the overall portfolio structure. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Artisan International Fund has current Downside Variance of 0.9874. 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) |
| = | 0.9874 | |
| 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
Artisan International Fund is rated
fourth in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
3.93 of Maximum Drawdown per Downside Variance. At
3.93 , Artisan International Fund'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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