Sherborne Investors Downside Deviation

SIGC Stock   47.90  0.40  0.84%   
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Sherborne Investors Guernsey has current Downside Deviation of 0. 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.

Downside Deviation

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SQRT(DV)

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0
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Sherborne Investors Downside Deviation Peers Comparison

Sherborne Downside Deviation Relative To Other Indicators

Sherborne Investors Guernsey is rated below average in downside deviation category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
It is the square root of 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 most private investors.
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