Ultra-Short Fixed Downside Variance
| SWSFX Fund | | | USD 10.31 -0.01 -0.1% |
Ultra-Short Fixed downside variance lookup summarizes this and related technical indicators for Ultra Short Fixed Income. Coverage depends on data availability and normalization;
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Ultra Short Fixed Income 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 |
Ultra-Short Fixed Downside Variance Peers Comparison
Ultra-Short Downside Variance Relative To Other Indicators
Ultra Short Fixed Income 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.
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