IShares Core Downside Variance
| XDIV Etf | | | CAD 38.90 0.40 1.04% |
Reference data associated with the Downside Variance technical indicator for iShares Core MSCI. Indicator inputs depend on available historical price observations.
iShares Core MSCI has current Downside Variance of 0.4879. 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) |
| = | 0.4879 | |
| 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 Core Downside Variance Peers Comparison
IShares Downside Variance Relative To Other Indicators
iShares Core MSCI is rated
below average in downside variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
6.04 in Maximum Drawdown for each unit of 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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