HARTFORD SCHRODERS Downside Variance
| HOOSX Fund | | | USD 28.86 0.29 1.02% |
The Downside Variance calculation for HARTFORD SCHRODERS draws on price and volume history. Related screening structures are referenced through
Equity Screeners. Use
Risk vs Return Analysis to explore diversified allocation structure. The dataset reflects available inputs without directional implication. Hartford Schroders Small can be included in a portfolio to evaluate diversification impact. All values are presented as reference data. Broader economic conditions can influence Hartford Schroders Small's mutual fund valuation — related indicators include
signals in main economic indicators.
Hartford Schroders Small has current Downside Variance of 1.54. 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) |
| = | 1.54 | |
| 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
Hartford Schroders Small is rated
fourth in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
3.63 of Maximum Drawdown per Downside Variance. At
3.63 , Hartford Schroders Small'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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