ETFS Wheat Downside Deviation

ETFS Wheat ETC -- UK ETF  

USD 0.63  0.002  0.32%

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available 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
Symbol
Refresh
ETFS Wheat ETC has current Downside Deviation of 0.8322. 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.
ETFS Wheat 
Downside Deviation 
=  
SQRT(DV) 
 = 
0.8322
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  4.33  of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for ETFS Wheat ETC is roughly  4.33 
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.
Compare ETFS Wheat to competition
ETFS Wheat is designed to enable investors to gain an exposure to a total return investment in wheat by tracking the Bloomberg Wheat Subindex plus a collateral return. 1695 is an Exchange Traded Commodity that can be created and redeemed on demand . ETFS Commodity is traded on London Stock Exchange in UK. more
NameETFS Wheat ETC
Macroaxis Advice
InstrumentUK ETF
ExchangeLondon Stock Exchange
CurrencyUSD - US Dollar