Downside deviation in mutual funds
WebApr 14, 2024 · Looking at the past 5 years, the fund's standard deviation is 21.91% compared to the category average of 15.77%. This makes the fund more volatile than its peers over the past half-decade. WebSo, in the case of mutual fund schemes, Standard Deviation captures the ups and downs of a fund’s returns and represents the volatility or riskiness of the fund as an annualized …
Downside deviation in mutual funds
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WebMar 26, 2024 · Downside deviation can help you calculate the downside risk on returns that fall below your minimum threshold. A stock with a high downside … WebApr 14, 2024 · The lower the standard deviation, the less volatility the fund experiences. ABCYX's standard deviation over the past three years is 17.29% compared to the category average of 17.94%. Looking...
WebSo while high returns during market bull runs is definitely an important criterion to consider, you should also check the downside protection provided by a Mutual Fund. A Mutual … Web2 hours ago · ACSTX holds a Zacks Mutual Fund Rank of 1 (Strong Buy), which is based on various forecasting factors like size, cost, and past performance. ... the fund's …
Web2 hours ago · When looking at a fund's performance, it is also important to note the standard deviation of the returns. The lower the standard deviation, the less volatility the fund experiences.... WebAug 6, 2024 · No consistent or statistically significant difference in total returns existed between ESG-focused and traditional mutual funds and ETFs. Sustainable funds may offer lower market risk. Sustainable funds experienced a 20% smaller downside deviation than traditional funds, a consistent and statistically significant finding.
WebApr 12, 2024 · Mutual Fund Report for ... the standard deviation of the fund is 35.37% compared to the category average of 16.62%. ... worse downside risk, and lower fees, …
WebDec 7, 2024 · The odds that returns land below zero but above the downside buffer, meaning shareholders would be fully protected from losses, are about 26%. In a minority … grand rapids michigan hotels with hot tubsWebNov 30, 2024 · Disadvantages include high expense ratios and sales charges, management abuses, tax inefficiency, and poor trade execution. Here's a more … grand rapids michigan hospital systemsWebApr 14, 2024 · Mutual Fund Report for ... The standard deviation of the fund over the past 5 years is 21.61% compared to the category average of 22.76%. ... average downside … grand rapids michigan home buildersWebJul 24, 2024 · Downside deviation is a measure of downside risk that focuses on returns that fall below a minimum threshold or minimum acceptable return (MAR). … grand rapids michigan hotels mapWeb1 day ago · The lower the standard deviation, the less volatility the fund experiences. Compared to the category average of 17.99%, the standard deviation of MIOPX over the past three years is 27.99%.... grand rapids michigan hotelWebThe lower the standard deviation, the less volatility the fund experiences. The standard deviation of ADJEX over the past three years is 22.68% compared to the category average of 25.68%. The... chinese new year inviteWebApr 14, 2024 · The lower the standard deviation, the less volatility the fund experiences. The standard deviation of ADJEX over the past three years is 22.68% compared to the category average of 25.68%. The... chinese new year is