| AFLT Etf | | | USD 127.40 0.03 0.02% |
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Amundi Index Solutions has current Downside Variance of 0.0103. 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) |
| = | 0.0103 | |
| 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 |
Amundi Index Downside Variance Peers Comparison
Amundi Downside Variance Relative To Other Indicators
Amundi Index Solutions is rated
below average in downside variance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
43.67 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Amundi Index Solutions is roughly
43.67 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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