Barings Active Downside Variance
| BXDCX Fund | | | USD 9.36 0.01 0.11% |
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 Barings Active's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
Barings Active's Downside Variance of 0.0222 reflects low price variability. This places Barings Active at the lower end of the volatility range for Mutual Fund Funds.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0.0222 | |
| 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
The peer group averages 0.16 for Downside Variance, with Barings Active at 0.0222 falling below that level. Readings span 7.0E-4 (Candriam Bonds Credit) to 0.5715 (Voya Corporate Leaders). Barings Active has exhibited less price dispersion than the peer average over the measured period.
Downside Variance Relative To Other Indicators
The chart below plots Downside Variance against Maximum Drawdown for Barings Active 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.
Barings Active's Maximum Drawdown of
0.54 runs about
24.18 times its Downside Variance of
0.02 . This indicates Maximum Drawdown substantially exceeds Downside Variance for Barings Active.
Methodology, Assumptions & Data Sources
The current Downside Variance for Barings Active is 0.0222. The Downside Variance for Barings Active is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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