Cardano Impact Downside Variance
| AVWA Fund | | | EUR 57.83 -0.72 -1.23% |
The Downside Variance lookup presents technical context for Cardano Impact Equity and related instruments. Coverage varies by data normalization and availability; see
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Trending Equities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Cardano Impact Equity within the portfolio mix. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as
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Cardano Impact Equity has current Downside Variance of 0.742. 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) |
| = | 0.742 | |
| 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 |
Cardano Impact Downside Variance Peers Comparison
Cardano Downside Variance Relative To Other Indicators
Cardano Impact Equity maintains a
second standing in downside variance among fund peers. It earns the top ranking in maximum drawdown among fund peers yielding
5.29 of Maximum Drawdown per Downside Variance. For Cardano Impact Equity, Maximum Drawdown stands at
5.29 times Downside Variance
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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