Calvert Emerging Downside Variance
| CEMAX Fund | | | USD 11.73 -0.07 -0.59% |
This technical indicator view for Downside Variance organizes signals for Calvert Emerging Markets and comparable instruments. Some instruments may have limited coverage due to data differences;
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Calvert Emerging Markets has current Downside Variance of 2.63. 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) |
| = | 2.63 | |
| 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 |
Calvert Emerging Downside Variance Peers Comparison
Calvert Downside Variance Relative To Other Indicators
Calvert Emerging Markets ranks first in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.02 of Maximum Drawdown per Downside Variance. At
6.02 , Calvert Emerging Markets'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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