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.

Standard Deviation vs. Downside Deviation

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