Invesco BulletShares Downside Variance
| BSJS Etf | | | USD 21.71 -0.05 -0.23% |
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Invesco BulletShares 2028 has current Downside Variance of 0.0226. 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) |
| = | 0.0226 | |
| 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 |
Invesco BulletShares Downside Variance Peers Comparison
Invesco Downside Variance Relative To Other Indicators
Invesco BulletShares 2028 is rated
below average in downside variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
30.39 of Maximum Drawdown per Downside Variance. For Invesco BulletShares 2028, Maximum Drawdown stands at
30.39 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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