CATALYST MLP Downside Variance
| MLXIX Fund | | | USD 32.95 0.66 2.04% |
The Downside Variance signal for Catalyst Mlp Infrastructure reflects patterns observed in trading data. The
Equity Screeners module supports multi-indicator technical analysis. Diversification context is available through
Correlation Analysis. Allocation context can improve visibility into portfolio balance. Catalyst Mlp Infrastructure can be added to a watchlist or portfolio for position tracking. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence Catalyst Mlp Infrastructure's mutual fund valuation — related indicators include
signals in gross domestic product.
Catalyst Mlp Infrastructure has current Downside Variance of 0.9484. 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) |
| = | 0.9484 | |
| 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
Catalyst Mlp Infrastructure ranks first in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.53 of Maximum Drawdown per Downside Variance. At
5.53 , Catalyst Mlp Infrastructure'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.
Compare CATALYST MLP to Peers
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