| SRUIX Fund | | | USD 15.36 0.09 0.59% |
Spectrum Fund downside-variance technical analysis lookup allows you to check this and other technical indicators for Spectrum Fund Institutional or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Spectrum Fund Institutional has current Downside Variance of 0.5581. 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) |
| = | 0.5581 | |
| 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 |
Spectrum Fund Downside Variance Peers Comparison
Spectrum Downside Variance Relative To Other Indicators
Spectrum Fund Institutional is rated
below average in downside variance among similar funds. It is rated
second largest fund in maximum drawdown among similar funds reporting about
6.83 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Spectrum Fund Institutional is roughly
6.83 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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