WASATCH MICRO Downside Deviation
| WAMVX Fund | | | USD 4.62 0.11 2.44% |
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 WASATCH MICRO's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
WASATCH MICRO carries a Downside Deviation of 1.38, consistent with moderate price variability. This places WASATCH MICRO within the typical volatility range for Mutual Fund Funds.
Downside Deviation | = | SQRT(DV) |
| = | 1.38 | |
Downside Deviation Peers Comparison
Among sector peers, WASATCH MICRO's Downside Deviation of 1.38 is above the 1.16 group average. The range runs from 0.8734 (Northern Large Cap) to 1.46 (Aberdeen Small Cap). WASATCH MICRO 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 Wasatch Micro 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.
WASATCH MICRO's Maximum Drawdown of
5.77 runs about
4.18 times its Downside Deviation of
1.38 . This indicates Maximum Drawdown is significantly higher than Downside Deviation for WASATCH MICRO.
Methodology, Assumptions & Data Sources
The current Downside Deviation for WASATCH MICRO is 1.38. WASATCH MICRO'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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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