Pcm Fund Downside Variance
| PCM Fund | | | USD 5.60 -0.01 -0.18% |
Technical inputs supporting the Downside Variance indicator for Pcm Fund are shown here. Coverage differences may occur across instruments and market segments. Pcm Fund has a market cap of 121.16 M, operating margin of 85.19%, current ratio of 0.07. Portfolio-level context is available through
Your Equity Center. Pcm Fund can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Pcm Fund's fund valuation — related indicators include
signals in discontinued.
Pcm Fund has current Downside Variance of 0. 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 | |
| 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
Pcm Fund is rated
below average in downside variance compared to similar funds. It is currently under evaluation in maximum drawdown compared to similar funds .
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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