IShares IBonds Downside Deviation
| IBTO Etf | | | 24.24 -0.20 -0.82% |
Technical inputs supporting the Downside Deviation indicator for iShares iBonds Dec are shown here. Availability can differ across markets, exchanges, and instruments. Use
Risk vs Return Analysis to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. The allocation shows a weighting toward iShares iBonds Dec. The position is captured in the allocation summary. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
iShares iBonds Dec has current Downside Deviation of 0. 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 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
iShares iBonds Dec is rated
below average in downside deviation against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
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 IShares IBonds to Peers
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