ETFS Wheat Downside Deviation 
WEAT  UK ETF  USD 0.68 0.004 0.58% 
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Symbol  Refresh 
ETFS Wheat 
 =  2.38 
SQRT  =  Square root notation 
DV  =  Downside Variance of returns over selected period 
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 4.34 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for ETFS Wheat ETC is roughly 4.34
Downside Deviation  ...

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Risk Adjusted Performance  0.0945  
Market Risk Adjusted Performance  1.71  
Mean Deviation  1.54  
Semi Deviation  1.88  
Downside Deviation  2.38  
Coefficient Of Variation  510.05  
Standard Deviation  2.13  
Variance  4.54  
Information Ratio  0.1757  
Jensen Alpha  0.3997  
Total Risk Alpha  0.2462  
Sortino Ratio  0.1571  
Treynor Ratio  1.7  
Maximum Drawdown  10.34  
Value At Risk  2.57  
Potential Upside  3.28  
Downside Variance  5.67  
Semi Variance  3.52  
Expected Short fall  1.69  
Skewness  0.45  
Kurtosis  1.88 