Vanguard Windsor Downside Variance
| VWNFX Fund | | | USD 46.74 0.24 0.52% |
The Downside Variance reading for Vanguard Windsor Ii is computed from historical trading observations. Values reflect historical observations within the available dataset. Diversification context is available through
World Market Map. Diversification context helps frame allocation across holdings. Portfolio analysis tools can evaluate how Vanguard Windsor Ii fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Vanguard Windsor Ii's mutual fund valuation — related indicators include
signals in price.
Vanguard Windsor Ii 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 Windsor Ii 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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