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%.
Continue your fund reporting workflow
This feature supports consistent fund performance reporting and automated factsheet updates. Continue with Add and configure statistics and Fund factsheet production software.