VANGUARD CORE Downside Variance
| VCORX Fund | | | USD 9.01 0.04 0.45% |
The Downside Variance profile for Vanguard E Bond is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. Including Vanguard E Bond in a portfolio enables allocation and risk analysis. This information is provided for contextual purposes. Broader economic conditions can influence Vanguard E Bond's mutual fund valuation — related indicators include
signals in real.
Vanguard E Bond 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 E Bond 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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