Barings Active Downside Deviation
| BXDCX Fund | | | USD 9.36 0.01 0.11% |
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 Barings Active's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 0.1491, Barings Active's Downside Deviation indicates low price variability. This places Barings Active at the lower end of the volatility range for Mutual Fund Funds.
Downside Deviation | = | SQRT(DV) |
| = | 0.1491 | |
Downside Deviation Peers Comparison
The peer group averages 0.31 for Downside Deviation, with Barings Active at 0.1491 falling below that level. Readings span 0.0266 (Candriam Bonds Credit) to 0.756 (Voya Corporate Leaders). Barings Active has exhibited less 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 Barings Active 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.
Barings Active's Maximum Drawdown of
0.54 runs about
3.60 times its Downside Deviation of
0.15 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for Barings Active.
Methodology, Assumptions & Data Sources
Barings Active has a current Downside Deviation reading of 0.1491. Barings Active's Downside Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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