FRANKLIN CONVERTIBLE Downside Variance
| FISCX Fund | | | USD 23.18 -0.46 -1.95% |
The Downside Variance profile for Franklin Vertible Securities is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. For portfolio construction context, review
Investing Opportunities. Clearer exposure analysis supports long-term portfolio balance. Franklin Vertible Securities can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Franklin Vertible Securities's mutual fund valuation — related indicators include
signals in discontinued.
Franklin Vertible Securities 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
Franklin Vertible Securities is rated
below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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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