RBC Quant Downside Variance
| RCD Etf | | | CAD 38.43 0.61 1.61% |
Technical inputs supporting the Downside Variance indicator for RBC Quant Canadian are shown here. Coverage differences may occur across instruments and market segments.
Your Equity Center frames the approach to diversified portfolio design. This information is provided for contextual purposes. RBC Quant Canadian can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence RBC Quant Canadian's etf valuation — related indicators include
signals in inflation.
RBC Quant Canadian 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
RBC Quant Canadian 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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