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- Downside Deviation (Semi Deviation)
Downside Deviation (Semi Deviation)
Created On
Last Updated On
byadam
Similar to Standard Deviation, but Downside Deviation only takes losing/negative periods into account. That’s why it does not penalize the program for higher then average return, but only for higher then average loss.
The minimum acceptable return (MAR) is set to 0% but you can also use 1% or 10%.