Comparison of Investment Risk Metrics

What are Investment Risk Metrics?

Investment Risk Metrics are quantitative measures used by investors and financial professionals to assess the level of risk associated with an investment or portfolio.

Downside Deviation vs. Beta

	Downside Deviation	Beta
Description	Measures the volatility of negative returns	Measures an asset's sensitivity to market movements
Interpretation	Focuses on downside risk	Values greater than 1 indicate higher volatility
Risk Level	Medium	High