IShares SAMPP Downside Variance
| XSMC Etf | | | CAD 33.77 0.74 2.24% |
The Downside Variance indicator for IShares SAMPP is constructed from normalized market data. Related indicator context is organized within
Equity Screeners.
Your Current Watchlist provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. iShares SAMPP Small Cap can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence iShares SAMPP Small Cap's etf valuation — related indicators include
signals in inflation.
iShares SAMPP Small Cap has current Downside Variance of 1.53. 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) |
| = | 1.53 | |
| 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
iShares SAMPP Small Cap takes the leading position in downside variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
3.54 in Maximum Drawdown for each unit of Downside Variance. The spread between Maximum Drawdown and Downside Variance for iShares SAMPP Small Cap sits at
3.54 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 IShares SAMPP to Peers
Other Technical Indicators