Ab Global Downside Deviation

GCEAX Fund  USD 16.56  0.02  0.12%   
Ab Global downside-deviation technical analysis lookup allows you to check this and other technical indicators for Ab Global E or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Ab Global E has current Downside Deviation of 0.6598. 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)

 = 
0.6598
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Ab Global Downside Deviation Peers Comparison

GCEAX Downside Deviation Relative To Other Indicators

Ab Global E is rated # 4 fund in downside deviation among similar funds. It is rated # 3 fund in maximum drawdown among similar funds reporting about  3.86  of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Ab Global E is roughly  3.86 
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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