INVESCO DIVIDEND Downside Variance
| FSIUX Fund | | | USD 26.60 -0.23 -0.86% |
Observed values used in the Downside Variance indicator for Invesco Dividend Income are included in this dataset. For broader technical screening across instruments, see
Equity Screeners.
Investing Opportunities provides context for diversified portfolio design. Portfolio balance depends on how holdings are weighted relative to each other. Portfolio analysis tools can evaluate how Invesco Dividend Income fits within a broader allocation. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence Invesco Dividend Income's mutual fund valuation — related indicators include
signals in manufacturing.
Invesco Dividend Income has current Downside Variance of 0.5446. 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) |
| = | 0.5446 | |
| 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
Invesco Dividend Income is rated
fourth in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.85 of Maximum Drawdown per Downside Variance. At
5.85 , Invesco Dividend Income's Maximum Drawdown-to-Downside Variance multiple reflects the spread between these metrics
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 INVESCO DIVIDEND to Peers
Other Technical Indicators