Blrc Sgy Downside Deviation
| MDMTX Fund | | | USD 10.39 0.02 0.19% |
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 Blrc Sgy's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 0.2828, Blrc Sgy exhibits low price variability in Downside Deviation. This places Blrc Sgy at the lower end of the volatility range for Mutual Fund Funds.
Downside Deviation | = | SQRT(DV) |
| = | 0.2828 | |
Downside Deviation Peers Comparison
Blrc Sgy falls below the 1.0 peer average for Downside Deviation. Transamerica Emerging Markets leads at 1.66 while Doubleline Emerging Markets registers the lowest at 0.1827. Blrc Sgy 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 Blrc Sgy 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.
Blrc Sgy's Maximum Drawdown of
0.97 runs about
3.41 times its Downside Deviation of
0.28 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for Blrc Sgy.
Methodology, Assumptions & Data Sources
Blrc Sgy has a current Downside Deviation reading of 0.2828. The Downside Deviation for Blrc Sgy 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. Blrc Sgy operates in the municipal bond funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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