| FMOF11 Fund | | | BRL 50.99 0.00 0.00% |
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Fundos de Investimento has current Downside Variance of 29.92. 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) |
| = | 29.92 | |
| 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 |
Fundos De Downside Variance Peers Comparison
Fundos Downside Variance Relative To Other Indicators
Fundos de Investimento is rated
# 2 fund in downside variance among similar funds. It is one of the top funds in maximum drawdown among similar funds reporting about
0.67 of Maximum Drawdown per Downside Variance. The ratio of Downside Variance to Maximum Drawdown for Fundos de Investimento is roughly
1.49 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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