SMALL COMPANY Downside Variance
| ASQIX Fund | | | USD 17.46 -0.34 -1.91% |
Observed values used in the Downside Variance indicator for Small Pany Fund are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Comparable indicator datasets are structured within
Equity Screeners. For portfolio construction context, review
Trending Equities. Diversification context helps frame allocation across holdings. The allocation includes a position in Small Pany Fund. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. 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.
Small Pany Fund 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 |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
Small Pany Fund is rated
below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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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