Asset Allocation Downside Variance
| VCAAX Fund | | | USD 11.61 -0.10 -0.85% |
Asset Allocation downside variance lookup summarizes this and related technical indicators for Asset Allocation Fund. Coverage varies by data normalization and availability; see
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Asset Allocation Fund 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 |
Asset Allocation Downside Variance Peers Comparison
Asset Downside Variance Relative To Other Indicators
Asset Allocation Fund 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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