UTILITIES PORTFOLIO Downside Variance
| FSUTX Fund | | | USD 139.23 1.31 0.95% |
This dataset for Utilities Portfolio Utilities reflects inputs used in the Downside Variance calculation. This dataset is part of a broader indicator framework including
Equity Screeners. Diversification context is available through
Investing Opportunities. Diversification context helps frame allocation across holdings. Utilities Portfolio Utilities can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Utilities Portfolio Utilities's mutual fund valuation — related indicators include
signals in population.
Utilities Portfolio Utilities has current Downside Variance of 1.94. 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) |
| = | 1.94 | |
| 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
Utilities Portfolio Utilities is rated
second in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
3.91 of Maximum Drawdown per Downside Variance. At
3.91 , Utilities Portfolio Utilities'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.
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