Vanguard Small Downside Variance
| VB Etf | | | USD 257.24 -6.11 -2.32% |
The Downside Variance profile for Vanguard Small Cap Index is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. Vanguard Small has a market cap of 172.15 B. Portfolio-level context is available through
World Market Map. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. The holding in Vanguard Small Cap Index represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
Vanguard Small Cap Index 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
Vanguard Small Cap Index is rated
below average in downside variance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
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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