Dimensional ETF Downside Variance
| DFAR Etf | | | USD 24.43 0.01 0.04% |
Dimensional ETF downside variance lookup summarizes this and related technical indicators for Dimensional ETF Trust. Coverage varies by data normalization and availability; see
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Dimensional ETF Trust has current Downside Variance of 0.8027. 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) |
| = | 0.8027 | |
| 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 |
Dimensional ETF Downside Variance Peers Comparison
Dimensional Downside Variance Relative To Other Indicators
Dimensional ETF Trust is ranked
fourth for downside variance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
4.02 against Downside Variance. Maximum Drawdown runs about
4.02 times Downside Variance for Dimensional ETF Trust
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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