STOCKSPLUS TOTAL Downside Variance
| PTOAX Fund | | | USD 11.45 -0.06 -0.52% |
The Downside Variance reading for Stocksplus Total Return is computed from historical trading observations. Normalization methods and data feeds may affect reported values. Use
Your Equity Center to explore diversified allocation structure. The construction of a diversified portfolio involves managing position exposure. Stocksplus Total Return can be evaluated within a portfolio framework for weight and risk impact. All values are presented as reference data. Broader economic conditions can influence Stocksplus Total Return's mutual fund valuation — related indicators include
signals in nation.
Stocksplus Total Return 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
Stocksplus Total Return is rated
below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among 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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