NATIXIS US Downside Deviation
| NEFSX Fund | | | USD 44.49 0.01 0.02% |
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 US's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
NATIXIS US registers a Downside Deviation of 0, reflecting low price variability. This places NATIXIS US at the lower end of the volatility range for Natixis 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 Equity 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 US to PeersMethodology, Assumptions & Data Sources
NATIXIS US's Downside Deviation currently stands at 0. NATIXIS US's Downside Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. NATIXIS US operates in the large blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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