IShares MSCI Downside Variance
| SCWS Etf | | | CHF 6.78 -0.07 -1.02% |
Technical inputs supporting the Downside Variance indicator for iShares MSCI World are shown here. Values are derived from historical price and volume observations. Use
World Market Map to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. All figures are based on reported data and are informational in nature. A position in iShares MSCI World appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. This view summarizes available data without implying outcomes. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares MSCI World 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
iShares MSCI World is rated
below average for downside variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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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