IShares 0 Downside Variance
| STIP Etf | | | USD 103.03 -0.10 -0.1% |
Technical inputs supporting the Downside Variance indicator for iShares 0 5 Year are shown here. Availability can differ across markets, exchanges, and instruments. Use
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iShares 0 5 Year has current Downside Variance of 0.0073. 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) |
| = | 0.0073 | |
| 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 0 5 Year is ranked
fifth for downside variance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
53.01 against Downside Variance. Maximum Drawdown runs about
53.01 times Downside Variance for iShares 0 5 Year
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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