Accelerate Absolute Downside Variance
| HDGE ETF | | | CAD 27.45 -0.27 -0.97% |
The Downside Variance indicator for Accelerate Absolute Return is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners. Review
Risk vs Return Analysis to understand diversified portfolio construction. All values are presented as reference data. Tracking Accelerate Absolute Return in a portfolio provides context for performance attribution. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Accelerate Absolute Return's ETF valuation — related indicators include
signals in state.
Accelerate Absolute Return 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
Accelerate Absolute Return is rated
below average in downside variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
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 Accelerate Absolute to Peers
Other Technical Indicators