MULTI-ASSET GROWTH Downside Deviation
| RAZAX Fund | | | USD 11.70 -0.16 -1.35% |
The Downside Deviation indicator for Multi Asset Growth Strategy is derived from observed market data. Broader indicator relationships are reflected within
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Your Equity Center to explore diversified allocation structure. The construction of a diversified portfolio involves managing position exposure. This includes a position in Multi Asset Growth Strategy. The allocation reflects this within the position set. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Multi Asset Growth Strategy has current Downside Deviation of 0. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 0 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
Multi Asset Growth Strategy is rated
below average in downside deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
It is the square root of 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 most private investors.
Compare MULTI-ASSET GROWTH to Peers
Other Technical Indicators