UBS ETF Downside Variance
| WRDUSW Etf | | | USD 31.09 0.19 0.61% |
The Downside Variance indicator for UBS ETF plc is derived from observed market data. For broader technical screening across instruments, see
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UBS ETF plc has current Downside Variance of 17.22. 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) |
| = | 17.22 | |
| 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 |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
UBS ETF plc ranks first in downside variance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
3.07 of Maximum Drawdown per Downside Variance. At
3.07 , UBS ETF plc'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.
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