| MSTVX Fund | | | USD 10.68 0.02 0.19% |
Morningstar Alternatives downside-variance technical analysis lookup allows you to check this and other technical indicators for Morningstar Alternatives 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
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Morningstar Alternatives has current Downside Variance of 0.0223. 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) |
| = | 0.0223 | |
| 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 |
Morningstar Alternatives Downside Variance Peers Comparison
Morningstar Downside Variance Relative To Other Indicators
Morningstar Alternatives is rated
below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
21.13 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Morningstar Alternatives is roughly
21.13 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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