IShares SAMPP Downside Variance
| IJK ETF | | | USD 112.72 0.73 0.65% |
Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target. Below is IShares SAMPP's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
A Downside Variance of 1.85 for IShares SAMPP signals moderate price variability. This places IShares SAMPP within the typical volatility range for ETF.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 1.85 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Downside Variance Peers Comparison
The peer group averages 1.26 for Downside Variance, with IShares SAMPP at 1.85 falling above that level. Readings span 0.796 (iShares Global Infrastructure) to 1.97 (iShares MSCI EAFE). IShares SAMPP has exhibited greater price dispersion than the peer average over the measured period.
Downside Variance Relative To Other Indicators
The chart below plots Downside Variance against Maximum Drawdown for IShares SAMPP and its peers. Each point represents one equity — position along the horizontal axis shows Downside Variance 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 Variance ratio for IShares SAMPP sits near
3.52 , with Downside Variance at
1.85 and Maximum Drawdown at
6.51 . This indicates Maximum Drawdown is significantly higher than Downside Variance for IShares SAMPP.
Methodology, Assumptions & Data Sources
IShares SAMPP has a current Downside Variance reading of 1.85. The Downside Variance for IShares SAMPP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. 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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