LSV GLOBAL Downside Variance
| LSVFX Fund | | | USD 11.48 0.02 0.17% |
Technical inputs supporting the Downside Variance indicator for Lsv Global Managed are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Cross-instrument Downside Variance comparisons are available via
Equity Screeners.
Correlation Analysis provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. The holding in Lsv Global Managed represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. All figures are presented for informational review and are not prescriptive. 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 price.
Lsv Global Managed has current Downside Variance of 0.3992. 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) |
| = | 0.3992 | |
| 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
Lsv Global Managed is rated
below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
22.66 of Maximum Drawdown per Downside Variance. At
22.66 , Lsv Global Managed'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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