IVY ENERGY Downside Variance
| IVEIX Fund | | | USD 12.71 -0.07 -0.55% |
The Downside Variance technical lookup provides context for Ivy Energy Fund and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Risk vs Return Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Ivy Energy Fund within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Ivy Energy Fund has current Downside Variance of 0.9312. 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) |
| = | 0.9312 | |
| 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 |
IVY ENERGY Downside Variance Peers Comparison
IVY Downside Variance Relative To Other Indicators
Ivy Energy Fund is rated
fifth in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.77 of Maximum Drawdown per Downside Variance. At
4.77 , Ivy Energy Fund'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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