IShares Dividend Downside Deviation
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IShares Dividend downside deviation lookup summarizes this and related technical indicators for iShares Dividend Growers. Some instruments may have limited coverage due to data differences;
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iShares Dividend Growers has current Downside Deviation of 0.964. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 0.964 | |
IShares Dividend Downside Deviation Peers Comparison
IShares Downside Deviation Relative To Other Indicators
iShares Dividend Growers lands at
#4 in downside deviation against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
6.36 in Maximum Drawdown for each unit of Downside Deviation. The spread between Maximum Drawdown and Downside Deviation for iShares Dividend Growers sits at
6.36 It is the square root of 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 most private investors.
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