REDWOOD MANAGED Downside Variance
| RWDIX Fund | | | USD 11.11 -0.03 -0.27% |
The Downside Variance indicator for REDWOOD MANAGED is constructed from normalized market data. Values reflect historical observations within the available dataset. The depth of trading history affects the precision of the indicator. The
Equity Screeners module supports multi-indicator technical analysis.
Your Equity Center frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Allocation structure reflects how positions are distributed across the portfolio. This information is provided for contextual purposes. This reflects a position in Redwood Managed Volatility. 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 gross domestic product.
Redwood Managed Volatility 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
Redwood Managed Volatility 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.
Compare REDWOOD MANAGED to Peers
Other Technical Indicators