VANGUARD INTERNATIONAL Downside Deviation
| VIAAX Fund | | | USD 45.61 0.67 1.49% |
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 VANGUARD INTERNATIONAL's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 1.18, VANGUARD INTERNATIONAL's Downside Deviation indicates moderate price variability. This places VANGUARD INTERNATIONAL within the typical volatility range for Mutual Fund Funds.
Downside Deviation | = | SQRT(DV) |
| = | 1.18 | |
Downside Deviation Peers Comparison
The peer group averages 1.16 for Downside Deviation, with VANGUARD INTERNATIONAL at 1.18 falling above that level. Readings span 0.7016 (Vanguard Mega Cap) to 1.75 (Vanguard Energy Index). VANGUARD INTERNATIONAL has exhibited greater 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 Vanguard International 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.
VANGUARD INTERNATIONAL's Maximum Drawdown of
4.99 runs about
4.24 times its Downside Deviation of
1.18 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for VANGUARD INTERNATIONAL.
Methodology, Assumptions & Data Sources
VANGUARD INTERNATIONAL has a current Downside Deviation reading of 1.18. The Downside Deviation for VANGUARD INTERNATIONAL is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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