Hang Seng Downside Deviation 
HAN 
HSI  Hong Kong Index  27,950 40.52 0.15% 
Symbol 
 =  1.14 
SQRT  =  Square root notation 
DV  =  Downside Variance of returns over selected period 
Downside Deviation Comparison
Hang Seng cannot be rated in Downside Deviation category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about 3.96 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Hang Seng is roughly 3.96
Downside Deviation 

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Risk Adjusted Performance  0.0437  
Mean Deviation  0.7855  
Semi Deviation  0.9998  
Downside Deviation  1.14  
Coefficient Of Variation  1247.26  
Standard Deviation  1.02  
Variance  1.05  
Information Ratio  (0.026017)  
Total Risk Alpha  (0.14)  
Sortino Ratio  (0.023428)  
Maximum Drawdown  4.5  
Value At Risk  (1.82)  
Potential Upside  1.55  
Downside Variance  1.29  
Semi Variance  0.9996  
Expected Short fall  (0.80)  
Skewness  (0.38)  
Kurtosis  0.2685 