Federated Hermes Downside Variance

QAMNX
 Fund
  

USD 18.61  0.01  0.05%   

Federated Hermes downside-variance technical analysis lookup allows you to check this and other technical indicators for Federated Hermes Mdt 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
  
Refresh
Federated Hermes Mdt has current Downside Variance of 0.1197. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance 
 = 
SUM(RET DEV)2 
N(ER) 
 = 
0.1197
SUM = Summation notation
RET DEV = Actual returns deviation over selected period
N(ER) = Number of points with returns less than expected return for the period

Federated Downside Variance Relative To Other Indicators

Federated Hermes Mdt is rated second largest fund in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  16.26  of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for Federated Hermes Mdt is roughly  16.26 
Downside Variance is 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 individual decision-making under.
Compare Federated Hermes to Peers

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Thematic Ideas
Explore Investing Ideas