Innovator SAMPP Downside Variance
| EPRF Etf | | | USD 16.94 0.09 0.53% |
This dataset for Innovator SAMPP Investment reflects inputs used in the Downside Variance calculation. All values reflect available price and volume data across reporting intervals.
Investing Opportunities provides a view into diversified allocation design. Diversification analysis considers the interaction of positions within a portfolio. Including Innovator SAMPP Investment in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Innovator SAMPP Investment's etf valuation — related indicators include
signals in real.
Innovator SAMPP Investment has current Downside Variance of 0. 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 | |
| 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
Innovator SAMPP Investment is rated
below average in downside variance relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs .
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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