BUFFALO LARGE Downside Deviation
| BUFEX Fund | | | USD 62.52 1.08 1.76% |
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 BUFFALO LARGE's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
BUFFALO LARGE registers a Downside Deviation of 1.13, reflecting moderate price variability. This places BUFFALO LARGE within the typical volatility range for Buffalo Funds.
Downside Deviation | = | SQRT(DV) |
| = | 1.13 | |
Downside Deviation Peers Comparison
Among sector peers, BUFFALO LARGE's Downside Deviation of 1.13 is above the 0.92 group average. The range runs from 0.1758 (Fidelity Limited Term) to 1.52 (Dunham International Stock). BUFFALO LARGE 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 Buffalo Large 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.
BUFFALO LARGE's Maximum Drawdown of
4.37 runs about
3.87 times its Downside Deviation of
1.13 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for BUFFALO LARGE.
Methodology, Assumptions & Data Sources
BUFFALO LARGE's Downside Deviation currently stands at 1.13. The Downside Deviation for BUFFALO LARGE 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. BUFFALO LARGE operates in the large growth 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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