Multi Asset Downside Variance
| RAZCX Fund | | | USD 11.45 -0.15 -1.29% |
The Downside Variance indicator for Multi Asset Growth Strategy is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners.
Your Equity Center provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. The holding in Multi Asset Growth Strategy represents an allocation. This is situated within the portfolio mix. 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 discontinued.
Multi Asset Growth Strategy has current Downside Variance of 0.4124. 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) |
| = | 0.4124 | |
| 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
Multi Asset Growth Strategy is rated
second in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.40 of Maximum Drawdown per Downside Variance. At
6.40 , Multi Asset Growth Strategy's Maximum Drawdown-to-Downside Variance multiple reflects the spread between these metrics
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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