A value representing the potential loss that may arise from risk as measured against a minimum acceptable return. Downside deviation aims to isolate the negative portion of volatility.
Related information about downside deviation:
- Downside Deviation Definition | Investopedia
A measure of downside risk that focuses on returns that fall below a minimum threshold or minimum acceptable return (MAR). It is used in the calculation of a risk ...
- Downside Deviation as a Risk Measure
Learn about downside deviation as a risk measure, and download Excel spreadsheet to calculate downside deviation in VBA and a matrix formula.
- Downside Deviation Definition | PerTrac > PerTrac
The definition and formula for calculating Downside Deviation are provided in this section of Investment Statistics: A Reference Guide from PerTrac.
- How to Calculate Downside Deviation | eHow.com
How to Calculate Downside Deviation. Investors are constantly searching for a better way to measure and quantify risk. Subsequently, portfolio managers are ...
- Downside Deviation | Zephyr Associates
(MAR = const) Here, MAR stands for “minimal acceptable return.” To calculate this, we first determine the sum of the squared distances between the returns and ...
- Downside Deviation
Downside Deviation - Definition for Downside Deviation from Morningstar - The downside deviation is a value representing the potential loss that may arise from ...
- Isolating Downside Risk In Investment Analysis: Downside Deviation ...
Apr 19, 2012 ... However, two NOT so common risk metrics are often overlooked: Downside Deviation and Maximum Drawdown. These risk metrics isolate ...
- Calculating Sortino Ration (Downside Deviation)
Aug 26, 2008 ... I am trying to write a formula to calculate the Sortino Ratio defined as (Expected ( Observed) Return - Minimum Acceptable ...