GraniteShares Downside Deviation
| CRWL ETF | | | 32.86 2.54 8.38% |
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 GraniteShares's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
With Downside Deviation at 9.48, GraniteShares shows elevated price variability. This places GraniteShares toward the higher end of the volatility range for ETF.
Downside Deviation | = | SQRT(DV) |
| = | 9.48 | |
Downside Deviation Peers Comparison
The peer group averages 3.24 for Downside Deviation, with GraniteShares at 9.48 falling above that level. Readings span 0.2102 (Palmer Square CLO) to 9.27 (ProShares Ultra Solana). GraniteShares 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 GraniteShares 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.
The Maximum Drawdown-to-Downside Deviation ratio for GraniteShares sits near
3.08 , with Downside Deviation at
9.48 and Maximum Drawdown at
29.19 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for GraniteShares.
Methodology, Assumptions & Data Sources
GraniteShares' Downside Deviation currently stands at 9.48. GraniteShares' Downside Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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