Goldman Sachs Downside Variance
| GCSCX Fund | | | USD 20.67 -0.44 -2.08% |
Goldman Sachs downside variance lookup summarizes this and related technical indicators for Goldman Sachs Small. Some instruments may have limited coverage due to data differences;
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Goldman Sachs Small has current Downside Variance of 1.3. 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) |
| = | 1.3 | |
| 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 |
Goldman Sachs Downside Variance Peers Comparison
Goldman Downside Variance Relative To Other Indicators
Goldman Sachs Small is positioned as one of the top mutual funds in downside variance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
15.81 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Goldman Sachs Small is roughly
15.81 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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