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. Standard Deviation

	Downside Deviation	Standard Deviation
Description	Measures the volatility of negative returns	Measures the dispersion of returns from the mean
Interpretation	Focuses on downside risk	Higher values indicate higher volatility
Risk Level	Medium	High
Historical Performance	0.1	0.15
Benchmark Comparison	None	S&P 500