IShares MSCI Downside Variance
| EXCH Etf | | | USD 7.46 -0.06 -0.80% |
The Downside Variance profile for iShares MSCI EM is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context. For portfolio construction context, review
Investing Opportunities. Allocation decisions are shaped by the composition and weighting of holdings. Tracking iShares MSCI EM in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence iShares MSCI EM's etf valuation — related indicators include
signals in inflation.
iShares MSCI EM has current Downside Variance of 2.93. 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) |
| = | 2.93 | |
| 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
iShares MSCI EM earns the top ranking in downside variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
2.78 of Maximum Drawdown per Downside Variance. For iShares MSCI EM, Maximum Drawdown stands at
2.78 times Downside Variance
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 IShares MSCI to Peers
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