Gladstone Investment Downside Deviation
| GAIN Stock | | | USD 16.76 0.15 0.90% |
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 Gladstone Investment's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
The current Downside Deviation of 1.23 places Gladstone Investment at moderate price variability. This places Gladstone Investment within the typical volatility range for Asset Management & Custody Banks.
Downside Deviation | = | SQRT(DV) |
| = | 1.23 | |
Downside Deviation Peers Comparison
The peer group averages 1.29 for Downside Deviation, with Gladstone Investment at 1.23 falling below that level. Readings span 0.973 (General American Investors) to 1.67 (MSCome Fund). Gladstone Investment 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 Gladstone Investment 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.
Gladstone Investment shows nearly
4.76 of Maximum Drawdown per unit of Downside Deviation (
1.23 versus
5.85 ). This indicates Maximum Drawdown is significantly higher than Downside Deviation for Gladstone Investment.
Methodology, Assumptions & Data Sources
Gladstone Investment's Downside Deviation currently stands at 1.23. Downside Deviation for Gladstone Investment is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Gladstone Investment operates in the financial services 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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