IShares MSCI Downside Variance
| WINS Etf | | | 7.81 -0.12 -1.51% |
The Downside Variance lookup presents technical context for iShares MSCI World and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Your Current Watchlist provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in iShares MSCI World within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares MSCI World has current Downside Variance of 1.22. 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) |
| = | 1.22 | |
| 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 |
IShares MSCI Downside Variance Peers Comparison
IShares Downside Variance Relative To Other Indicators
iShares MSCI World is evaluated as
second in Downside Variance in downside variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
4.16 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for iShares MSCI World is roughly
4.16 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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