SCIENCE TECHNOLOGY Downside Deviation
| USTCX Fund | | | USD 33.62 0.47 1.42% |
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 SCIENCE TECHNOLOGY's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 1.88, SCIENCE TECHNOLOGY's Downside Deviation indicates moderate price variability. This places SCIENCE TECHNOLOGY within the typical volatility range for Victory Capital Funds.
Downside Deviation | = | SQRT(DV) |
| = | 1.88 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Science Technology 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.
SCIENCE TECHNOLOGY's Maximum Drawdown of
7.34 runs about
3.91 times its Downside Deviation of
1.88 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for SCIENCE TECHNOLOGY.
Methodology, Assumptions & Data Sources
SCIENCE TECHNOLOGY has a current Downside Deviation reading of 1.88. This Downside Deviation reading for SCIENCE TECHNOLOGY results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. SCIENCE TECHNOLOGY operates in the technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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