| IWL Etf | | | USD 146.00 1.50 1.04% |
IShares Russell downside-variance technical analysis lookup allows you to check this and other technical indicators for iShares Russell Top 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
Equity Screeners to view more equity screening tools
iShares Russell Top has current Downside Variance of 0.8856. 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) |
| = | 0.8856 | |
| 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 |
IShares Russell Downside Variance Peers Comparison
IShares Downside Variance Relative To Other Indicators
iShares Russell Top is considered the top ETF in downside variance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
6.34 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for iShares Russell Top is roughly
6.34 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.