| 0P00008W4N | | | EUR 32.94 0.00 0.00% |
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Amundi Actions Internationales has current Downside Variance of 0.492. 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) |
| = | 0.492 | |
| 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 |
Amundi Actions Downside Variance Peers Comparison
Amundi Downside Variance Relative To Other Indicators
Amundi Actions Internationales is rated
below average in downside variance among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
10.73 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Amundi Actions Internationales is roughly
10.73 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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