Middlefield Sustainable Downside Variance
| MINF Etf | | | 10.80 -0.17 -1.55% |
This technical indicator view for Downside Variance organizes signals for Middlefield Sustainable Infrastructure and comparable instruments. Data availability can vary by region and feed;
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Correlation Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in Middlefield Sustainable Infrastructure inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Middlefield Sustainable Infrastructure has current Downside Variance of 0.3529. 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) |
| = | 0.3529 | |
| 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 |
Middlefield Sustainable Downside Variance Peers Comparison
Middlefield Downside Variance Relative To Other Indicators
Middlefield Sustainable Infrastructure maintains a
fifth in Downside Variance in downside variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
7.70 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Middlefield Sustainable Infrastructure is roughly
7.70 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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