Vanguard FTSE Downside Variance
| VPL Etf | | | USD 97.63 -0.25 -0.26% |
This technical indicator view for Downside Variance organizes signals for Vanguard FTSE Pacific and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Vanguard FTSE has a market cap of 1.21 B, operating margin of 96.76%, ROE of 32.61%. See
World Market Map for portfolio-level analysis. This suggests a position in Vanguard FTSE Pacific across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Vanguard FTSE Pacific has current Downside Variance of 2.56. 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) |
| = | 2.56 | |
| 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 |
Vanguard FTSE Downside Variance Peers Comparison
Vanguard Downside Variance Relative To Other Indicators
Vanguard FTSE Pacific sits atop the peer group for downside variance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group where Maximum Drawdown runs almost
2.96 per Downside Variance. Vanguard FTSE Pacific's Maximum Drawdown registers at
2.96 relative to Downside Variance
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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