SCHWAB TARGET Downside Variance
| SWYLX Fund | | | USD 13.73 -0.04 -0.29% |
Technical inputs supporting the Downside Variance indicator for Schwab Target 2020 are shown here. The information is based on observed market data across timeframes. Use
World Market Map to better understand diversified portfolio construction. Allocation decisions are shaped by the composition and weighting of holdings. Adding Schwab Target 2020 to a portfolio enables side-by-side comparison with other holdings. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Schwab Target 2020's mutual fund valuation — related indicators include
signals in board of governors.
Schwab Target 2020 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
Schwab Target 2020 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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