CHARTWELL SMALL Downside Deviation
| CWSGX Fund | | | USD 23.75 -0.25 -1.04% |
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 CHARTWELL SMALL's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
CHARTWELL SMALL has a Downside Deviation of 1.91, indicating moderate price variability. This places CHARTWELL SMALL within the typical volatility range for Carillon Family of Funds.
Downside Deviation | = | SQRT(DV) |
| = | 1.91 | |
Downside Deviation Peers Comparison
CHARTWELL SMALL's Downside Deviation of 1.91 falls above the 0.7 peer average. Values range from 0.253 (Massmutual Premier High) to 1.41 (Cullen Emerging Markets), with wide dispersion across the group. CHARTWELL SMALL 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 Chartwell Small 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.
CHARTWELL SMALL's Maximum Drawdown of
7.90 runs about
4.14 times its Downside Deviation of
1.91 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for CHARTWELL SMALL.
Methodology, Assumptions & Data Sources
The current Downside Deviation for CHARTWELL SMALL is 1.91. CHARTWELL SMALL'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. CHARTWELL SMALL operates in the small growth sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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