SMALL COMPANY Downside Deviation
| FOSCX Fund | | | USD 32.72 0.10 0.31% |
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 SMALL COMPANY's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 1.21, SMALL COMPANY's Downside Deviation indicates moderate price variability. This places SMALL COMPANY within the typical volatility range for Mutual Fund Funds.
Downside Deviation | = | SQRT(DV) |
| = | 1.21 | |
Downside Deviation Peers Comparison
The peer group averages 1.14 for Downside Deviation, with SMALL COMPANY at 1.21 falling above that level. Readings span 0.8941 (Wilmington Large Cap Strategy) to 1.36 (Columbia Global Dividend). SMALL COMPANY 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 Small Pany 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.
SMALL COMPANY's Maximum Drawdown of
4.60 runs about
3.81 times its Downside Deviation of
1.21 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for SMALL COMPANY.
Methodology, Assumptions & Data Sources
SMALL COMPANY has a current Downside Deviation reading of 1.21. Downside Deviation for SMALL COMPANY is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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