INVESCO DIVIDEND Downside Deviation
| FSTUX Fund | | | USD 26.91 -0.03 -0.11% |
Observed values used in the Downside Deviation indicator for Invesco Dividend Income are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. Review
Investing Opportunities for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. A position in Invesco Dividend Income is indicated here. This is part of the broader portfolio composition. Position allocation is driven by the portfolio construction model. This content does not constitute investment advice or a recommendation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Invesco Dividend Income has current Downside Deviation of 0.7135. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 0.7135 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
Invesco Dividend Income ranks first in downside deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.51 of Maximum Drawdown per Downside Deviation. At
4.51 , Invesco Dividend Income's Maximum Drawdown-to-Downside Deviation multiple reflects the spread between these metrics
It is the square root of 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 most private investors.
Compare INVESCO DIVIDEND to Peers
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