|WEAT -- UK ETF|| |
USD 0.72 0.0045 0.63%
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ETFS Wheat ETC has current Downside Deviation of 1.47. 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 downside risk is the annualized standard deviation of returns below the target.
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Downside Deviation Comparison
ETFS Wheat ETC cannot be rated in Downside Deviation category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about 3.38
of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for ETFS Wheat ETC is roughly 3.38
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.