Columbia Select Downside Variance
| CSVZX Fund | | | USD 41.89 0.46 1.11% |
This module presents the Downside Variance indicator for Columbia Select Large Cap using available market inputs. The underlying data comes from exchange-reported trading records.
Trending Equities frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Portfolio tools allow users to monitor Columbia Select Large Cap alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence Columbia Select Large Cap's mutual fund valuation — related indicators include
signals in nation.
Columbia Select Large Cap has current Downside Variance of 0.7226. 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) |
| = | 0.7226 | |
| 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
Columbia Select Large Cap is rated
fifth in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.50 of Maximum Drawdown per Downside Variance. At
5.50 , Columbia Select Large Cap'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.
Compare Columbia Select to Peers
Other Technical Indicators