| SMGAX Fund | | | USD 12.80 0.04 0.31% |
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Saat Servative Strategy has current Downside Variance of 0.0983. 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.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0.0983 | |
| 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 |
Saat Conservative Downside Variance Peers Comparison
Saat Downside Variance Relative To Other Indicators
Saat Servative Strategy is rated
below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
13.85 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Saat Servative Strategy is roughly
13.85 Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
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