|
- UID
- 222296
- 帖子
- 337
- 主题
- 13
- 注册时间
- 2011-7-2
- 最后登录
- 2014-10-26
|
No, they are not the same.
Both use the form:
Deviation = SQRT (sum [min (R - MAR, 0)] ^2) / (n-1)
Downside deviation assumes minimum acceptable return is set by user (can be any #).
Semivariance assumes minimum acceptable return is average monthly return. |
|
发表于 2011-7-13 13:36
|