Mackenzie Large Downside Variance
| QAH Etf | | | CAD 215.21 -1.40 -0.65% |
Mackenzie Large downside variance lookup summarizes this and related technical indicators for Mackenzie Large Cap. Availability can vary by instrument;
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Mackenzie Large Cap 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 |
Mackenzie Large Downside Variance Peers Comparison
Mackenzie Downside Variance Relative To Other Indicators
Mackenzie Large Cap is rated
below average in downside variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar 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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