IShares International Downside Variance
| IFGL Etf | | | USD 22.32 -0.81 -3.50% |
Observed values used in the Downside Variance indicator for iShares International Developed are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Diversification context is available through
Risk vs Return Analysis. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. A position in iShares International Developed is indicated here. It is reflected in the overall portfolio structure. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in census.
iShares International Developed 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
iShares International Developed is rated
below average for downside variance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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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