JPMorgan International Downside Variance
| JPIB ETF | | | USD 48.08 -0.01 -0.02% |
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 JPMorgan International's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
JPMorgan International carries a Downside Variance of 0, consistent with low price variability. This places JPMorgan International at the lower end of the volatility range for ETF.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 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 JPMorgan International 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.
Compare JPMorgan International to PeersMethodology, Assumptions & Data Sources
JPMorgan International's Downside Variance currently stands at 0. This Downside Variance reading for JPMorgan International results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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