IShares Russell Downside Variance
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 Russell's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
With Downside Variance at 0, IShares Russell shows low price variability. This places IShares Russell at the lower end of the volatility range for ETF.
| = | 0 |
| 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
Downside Variance Relative To Other Indicators
The chart below plots Downside Variance against Maximum Drawdown for IShares Russell 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.
Downside Variance |
Maximum Drawdown |
Methodology, Assumptions & Data Sources
IShares Russell has a current Downside Variance reading of 0. This Downside Variance reading for IShares Russell results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.