ARIEL INTERNATIONAL Downside Deviation
| AINTX Fund | | | USD 17.56 0.20 1.15% |
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is ARIEL INTERNATIONAL's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
ARIEL INTERNATIONAL registers a Downside Deviation of 1.36, reflecting moderate price variability. This places ARIEL INTERNATIONAL within the typical volatility range for Mutual Fund Funds.
Downside Deviation | = | SQRT(DV) |
| = | 1.36 | |
Downside Deviation Peers Comparison
Among sector peers, ARIEL INTERNATIONAL's Downside Deviation of 1.36 is above the 1.26 group average. The range runs from 0.9323 (Hennessy Nerstone Growth) to 1.64 (Royce Smaller Companies Growth). ARIEL INTERNATIONAL has exhibited greater price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Ariel International and its peers. Each point represents one equity — position along the horizontal axis shows Downside Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
ARIEL INTERNATIONAL's Maximum Drawdown of
5.80 runs about
4.27 times its Downside Deviation of
1.36 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for ARIEL INTERNATIONAL.
Methodology, Assumptions & Data Sources
ARIEL INTERNATIONAL has a current Downside Deviation reading of 1.36. Downside Deviation for ARIEL INTERNATIONAL is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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