IShares Core Downside Variance
| IUSB Etf | | | USD 46.18 -0.07 -0.15% |
The Downside Variance lookup presents technical context for iShares Core Total and related instruments. Coverage varies by data normalization and availability; see
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iShares Core Total has current Downside Variance of 0.0348. 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) |
| = | 0.0348 | |
| 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 Core Downside Variance Peers Comparison
IShares Downside Variance Relative To Other Indicators
iShares Core Total is rated
below average in downside variance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
24.73 of Maximum Drawdown per Downside Variance. At
24.73 , iShares Core Total's Maximum Drawdown-to-Downside Variance multiple reflects the spread between these metrics
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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