IShares Real Downside Deviation
| IYR ETF | | | USD 103.28 1.34 1.31% |
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 IShares Real's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
IShares Real registers a Downside Deviation of 1.01, reflecting moderate price variability. This places IShares Real within the typical volatility range for ETF.
Downside Deviation | = | SQRT(DV) |
| = | 1.01 | |
Downside Deviation Peers Comparison
IShares Real falls below the 1.03 peer average for Downside Deviation. iShares Morningstar Mid Cap leads at 1.25 while Principal Mega Cap ETF registers the lowest at 0.815. IShares Real 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 IShares Real 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.
IShares Real's Downside Deviation reads
1.01 while Maximum Drawdown reads
4.72 , a
4.65 ratio between the two. This indicates Maximum Drawdown is significantly higher than Downside Deviation for IShares Real.
Methodology, Assumptions & Data Sources
The current Downside Deviation for IShares Real is 1.01. The Downside Deviation for IShares Real applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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