NATIXIS OAKMARK Downside Deviation
| NEFOX Fund | | | USD 30.15 -0.09 -0.30% |
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 NATIXIS OAKMARK's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 0, NATIXIS OAKMARK exhibits low price variability in Downside Deviation. This places NATIXIS OAKMARK at the lower end of the volatility range for Mutual Fund Funds.
Downside Deviation | = | SQRT(DV) |
| = | 0 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Natixis Oakmark 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.
Compare NATIXIS OAKMARK to PeersMethodology, Assumptions & Data Sources
The current Downside Deviation for NATIXIS OAKMARK is 0. The Downside Deviation for NATIXIS OAKMARK is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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