Rockefeller Opportunistic Downside Deviation
| RMOP ETF | | | 25.18 -0.05 -0.20% |
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 Rockefeller Opportunistic's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 0.3261, Rockefeller Opportunistic exhibits low price variability in Downside Deviation. This places Rockefeller Opportunistic at the lower end of the volatility range for ETF.
Downside Deviation | = | SQRT(DV) |
| = | 0.3261 | |
Downside Deviation Peers Comparison
Among sector peers, Rockefeller Opportunistic's Downside Deviation of 0.3261 is below the 0.59 group average. The range runs from 0.1065 (3EDGE Dynamic Fixed) to 1.93 (American Beacon Select). Rockefeller Opportunistic 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 Rockefeller Opportunistic 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.
Rockefeller Opportunistic's Downside Deviation reads
0.33 while Maximum Drawdown reads
1.33 , a
4.08 ratio between the two. This indicates Maximum Drawdown is significantly higher than Downside Deviation for Rockefeller Opportunistic.
Methodology, Assumptions & Data Sources
The current Downside Deviation for Rockefeller Opportunistic is 0.3261. Rockefeller Opportunistic'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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