Monad Downside Variance
| MON Crypto | | | USD 0.02 -0.001 -4.46% |
Observed values used in the Downside Variance indicator for Monad are included in this dataset. The information is based on observed market data across timeframes. Monad has a market cap of 6.72 M. Review
Correlation Analysis for broader portfolio context. The allocation includes a position in Monad. The weighting is determined by the allocation framework in use. Also, note that the market value of any cryptocurrency could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Monad has current Downside Variance of 43.87. 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) |
| = | 43.87 | |
| 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
Monad cannot be rated in Downside Variance at this point. It cannot be rated in Maximum Drawdown at this point. with a Maximum Drawdown-to-Downside Variance ratio near
1.57 . The Maximum Drawdown to Downside Variance ratio for Monad comes in at
1.57 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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