IVY SCIENCE Downside Variance
| ISTIX Fund | | | USD 81.08 -3.81 -4.49% |
The Downside Variance signal for Ivy Science And reflects patterns observed in trading data. Availability can differ across markets, exchanges, and instruments.
Risk vs Return Analysis frames the approach to diversified portfolio design. The information is presented without directional commentary. Adding Ivy Science And to a portfolio enables side-by-side comparison with other holdings. All values are based on available data and provided as reference information. Broader economic conditions can influence Ivy Science And's mutual fund valuation — related indicators include
signals in gross domestic product.
Ivy Science And 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
Ivy Science And is rated
below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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.
Compare IVY SCIENCE to Peers
Other Technical Indicators