IA Clarington Downside Variance
| ISIF Etf | | | CAD 12.75 -0.12 -0.93% |
This dataset for IA Clarington Strategic reflects inputs used in the Downside Variance calculation. Extended technical indicator views are accessible through
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Risk vs Return Analysis for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. IA Clarington Strategic can be included in a portfolio to evaluate diversification impact. The dataset reflects available inputs without directional implication. Broader economic conditions can influence IA Clarington Strategic's etf valuation — related indicators include
signals in inflation.
IA Clarington Strategic 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
IA Clarington Strategic 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.
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