MediPress Health Downside Deviation vs. Information Ratio

MPRS Stock   81.40  0.80  0.97%   
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MediPress Health Limited Partnership has current Downside Deviation of 3.3. 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

=

SQRT(DV)

 = 
3.3
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

MediPress Health Downside Deviation Peers Comparison

MediPress Downside Deviation Relative To Other Indicators

MediPress Health Limited Partnership is regarded third in downside deviation category among its peers. It is currently under evaluation in information ratio 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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