Innovator SAMPP Downside Variance
| PDEC Etf | | | USD 42.70 -0.11 -0.26% |
The Downside Variance calculation for Innovator SAMPP draws on price and volume history. Each data point is derived from standardized price and volume feeds.
Your Equity Center provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. A position in Innovator SAMPP 500 appears within the mix. The position is captured in the allocation summary. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as various price indices.
Innovator SAMPP 500 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
Innovator SAMPP 500 is rated
below average for downside variance among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs .
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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