Downside Deviation Calculator

Instructions:

  • Enter historical returns as percentages (e.g., for 2.5%, enter 2.5).
  • Separate each return value with a comma (e.g., 5.0, -2.1, 3.5, -1.0).
  • Enter your Minimum Acceptable Return (MAR) as a percentage (e.g., for 0%, enter 0).
  • Ensure all returns have the same periodicity (e.g., all monthly or all annual).
  • A minimum of 2 data points is required.

Data Input

Calculated Downside Deviation:

N/A
Please calculate to see the interpretation.
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