BBH LIMITED Downside Variance
| BBBMX Fund | | | USD 10.47 -0.01 -0.1% |
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. Below is BBH LIMITED's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
The current Downside Variance of 0 places BBH LIMITED at low price variability. This places BBH LIMITED at the lower end of the volatility range for BBH Funds.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0 | |
| 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
The chart below plots Downside Variance against Maximum Drawdown for Bbh Limited and its peers. Each point represents one equity — position along the horizontal axis shows Downside Variance 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.
Compare BBH LIMITED to PeersMethodology, Assumptions & Data Sources
BBH LIMITED's Downside Variance currently stands at 0. The Downside Variance for BBH LIMITED is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. BBH LIMITED operates in the ultrashort bond sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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