IShares Global Downside Variance
| IGIL Etf | | | USD 166.00 -0.30 -0.18% |
The Downside Variance technical lookup provides context for iShares Global Inflation and related instruments. Availability can vary by instrument;
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Risk vs Return Analysis provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. This reflects a position in iShares Global Inflation inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
iShares Global Inflation has current Downside Variance of 0.1492. 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) |
| = | 0.1492 | |
| 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 |
IShares Global Downside Variance Peers Comparison
IShares Downside Variance Relative To Other Indicators
iShares Global Inflation falls in the
fifth position for downside variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
12.63 ratio of Maximum Drawdown to Downside Variance. iShares Global Inflation's Maximum Drawdown exceeds Downside Variance by a factor of
12.63 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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