# A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Downside Deviation

The downside deviation is a value representing the potential loss that may arise from risk as measured against a minimum acceptable return, by isolating the negative portion of the volatility.

It is thus similar to standard deviation, but considers only returns that fall below the minimum acceptable return. The downside deviation is used in the calculation of the Sortino ratio.


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