Standard Deviation of Downside in Common Probability Distribution Formulas

Standard Deviation of Downside only focuses on the volatility of negative returns. And is denoted by σ_d.

Common Probability Distribution formulas that make use of Standard Deviation of Downside

fxSortino RatioGo

What is the Standard Deviation of Downside?

Standard Deviation of Downside only focuses on the volatility of negative returns.

Can the Standard Deviation of Downside be negative?

{YesorNo}, the Standard Deviation of Downside, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

Let Others Know

✖

Copied!