Listed Funds Downside Deviation
| FEBZ ETF | | | USD 39.90 0.26 0.66% |
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 Listed Funds's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 0.7182, Listed Funds's Downside Deviation indicates low price variability. This places Listed Funds at the lower end of the volatility range for ETF.
Downside Deviation | = | SQRT(DV) |
| = | 0.7182 | |
Downside Deviation Peers Comparison
Relative to peers, Listed Funds's Downside Deviation is below the group average of 0.86. Peer readings range from 0.6944 (Redwood Investment Management) to 1.18 (YieldMax Nasdaq 100), reflecting moderate dispersion across the sector. Listed Funds 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 Listed Funds 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.
Listed Funds's Maximum Drawdown of
2.97 runs about
4.14 times its Downside Deviation of
0.72 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for Listed Funds.
Methodology, Assumptions & Data Sources
Listed Funds' Downside Deviation currently stands at 0.7182. This Downside Deviation reading for Listed Funds results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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