VANGUARD SHORT-TERM Downside Variance
| VTSPX Fund | | | USD 25.04 -0.04 -0.16% |
The Downside Variance signal for Vanguard Short Term Inflation Protected reflects patterns observed in trading data. Availability can differ across markets, exchanges, and instruments. Review
World Market Map for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. This includes a position in Vanguard Short Term Inflation Protected. The allocation reflects this within the position set. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
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Vanguard Short Term Inflation Protected has current Downside Variance of 0.0083. 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) |
| = | 0.0083 | |
| 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 Short Term Inflation Protected is rated
fifth in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
43.25 of Maximum Drawdown per Downside Variance. At
43.25 , Vanguard Short Term Inflation Protected's Maximum Drawdown-to-Downside Variance multiple reflects the spread between these metrics
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.
Compare VANGUARD SHORT-TERM to Peers
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